Mortgage Defaults /

This paper incorporates house price risk and mortgages into a standard incomplete market (SIM) model. The model is calibrated to match U.S. data and accounts for non-targeted features of the data such as the distribution of down payments, the life-cycle profile of home ownership, and the mortgage de...

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Détails bibliographiques
Auteur principal: Martinez, Leonardo
Autres auteurs: Hatchondo, Juan Carlos, Sanchez, Juan
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2012.
Collection:IMF Working Papers; Working Paper ; No. 2012/026
Accès en ligne:Full text available on IMF
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100 1 |a Martinez, Leonardo. 
245 1 0 |a Mortgage Defaults /  |c Leonardo Martinez, Juan Carlos Hatchondo, Juan Sanchez. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2012. 
300 |a 1 online resource (33 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper incorporates house price risk and mortgages into a standard incomplete market (SIM) model. The model is calibrated to match U.S. data and accounts for non-targeted features of the data such as the distribution of down payments, the life-cycle profile of home ownership, and the mortgage default rate. The average coefficients that measure the agents' ability to self-insure against income shocks are similar to those of a SIM model without housing but housing increases the values of these coefficients for younger agents. The response of consumption to house price shocks is minimal. The introduction of minimum down payments or income garnishment benefits a majority of the population. 
538 |a Mode of access: Internet 
700 1 |a Hatchondo, Juan Carlos. 
700 1 |a Sanchez, Juan. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2012/026 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2012/026/001.2012.issue-026-en.xml  |z IMF e-Library