mortgage prepayments
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2012 ◽  
Vol 102 (3) ◽  
pp. 53-58 ◽  
Author(s):  
John Geanakoplos ◽  
Robert Axtell ◽  
Doyne J Farmer ◽  
Peter Howitt ◽  
Benjamin Conlee ◽  
...  

Systemic risk must include the housing market, though economists have not generally focused on it. We begin construction of an agent-based model of the housing market with individual data from Washington, DC. Twenty years of success with agent-based models of mortgage prepayments give us hope that such a model could be useful. Preliminary analysis suggests that the housing boom and bust of 1997-2007 was due in large part to changes in leverage rather than interest rates.


2007 ◽  
Vol 91 (10) ◽  
pp. 2014-2040 ◽  
Author(s):  
Gene Amromin ◽  
Jennifer Huang ◽  
Clemens Sialm

2005 ◽  
Vol 2005 (43) ◽  
pp. 1-45
Author(s):  
Yueh-Yun C. O'Brien ◽  
Keyword(s):  

2003 ◽  
Vol 25 (3) ◽  
pp. 245-276
Author(s):  
Qiang Fu ◽  
Michael LaCour-Little ◽  
Kerry Vandell
Keyword(s):  

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