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...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Deghi, Andrea
Kolejni autorzy: Katagiri, Mitsuru, Shahid, Sohaib, Valckx, Nico
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2020.
Seria:IMF Working Papers; Working Paper ; No. 2020/011
Dostęp online:Full text available on IMF