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 c...
| المؤلف الرئيسي: | Deghi, Andrea |
|---|---|
| مؤلفون آخرون: | Katagiri, Mitsuru, Shahid, Sohaib, Valckx, Nico |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2020.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2020/011 |
| الوصول للمادة أونلاين: | Full text available on IMF |
مواد مشابهة
-
Managing Downside Risk in Financial Markets
بواسطة: Frank Sortino, Stephen Satchell
منشور في: (2001) -
Managing Downside Risk in Financial Markets
بواسطة: Frank Sortino, Stephen Satchell
منشور في: (2001) -
Loose Financial Conditions, Rising Leverage, and Risks to Macro-Financial Stability /
بواسطة: Barajas, Adolfo
منشور في: (2021) -
Commercial Real Estate and Macrofinancial Stability During COVID-19 /
بواسطة: Deghi, Andrea
منشور في: (2021) -
Commercial Real Estate Prices During COVID-19 : What is Driving the Divergence? /
بواسطة: Deghi, Andrea
منشور في: (2022)