Predicting Downside Risks to House Prices and Macro-Financial Stability

Predicting Downside Risks to House Prices and Macro-Financial Stability
This paper predicts downside risks to future real house price growth (house-prices-at-risk or HaR) in 32 advanced and emerging market economies. Through a macro-model and predictive quantile regressions, we show that current house price overvaluation, excessive credit growth, and tighter financial conditions jointly forecast higher... READ MORE...

Publication date: January 2020
ISBN 9781513525839
$18.00

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