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Author: Soo-Bin Park
Publisher:
ISBN:
Category : Housing
Languages : en
Pages : 174
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Book Description
This report is organized into two parts. In part I of the report a description of the basic structure of an econometric model of the Canadian housing sector and mortgage market is presented. The model is a result of the effort of the Canada Mortgage and Housing Corporation to enhance its forecasting ability in the area of the housing sector and mortgage market in the Canadian economy. Structural equations of the model have been estimated using available quarterly data in the period from 1963:1 to 1990:4. Time series data on many housing and mortgage market variables are not available for the entire 30 year period. Thus the sample period used in the model estimation varies from one equation to another, depending on the availability of data for the variables included in the equation. Part II presents a series of autoregressive integrated moving average (ARIMA) models of Canadian housing sector and mortgage market variables. It includes a brief summary of ARIMA modeling techniques. Appendix A at the end of the report contains a list of variables and their data sources and Appendix C, a selected bibliography of ARIMA modeling.
Author: Soo-Bin Park
Publisher:
ISBN:
Category : Housing
Languages : en
Pages : 174
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Book Description
This report is organized into two parts. In part I of the report a description of the basic structure of an econometric model of the Canadian housing sector and mortgage market is presented. The model is a result of the effort of the Canada Mortgage and Housing Corporation to enhance its forecasting ability in the area of the housing sector and mortgage market in the Canadian economy. Structural equations of the model have been estimated using available quarterly data in the period from 1963:1 to 1990:4. Time series data on many housing and mortgage market variables are not available for the entire 30 year period. Thus the sample period used in the model estimation varies from one equation to another, depending on the availability of data for the variables included in the equation. Part II presents a series of autoregressive integrated moving average (ARIMA) models of Canadian housing sector and mortgage market variables. It includes a brief summary of ARIMA modeling techniques. Appendix A at the end of the report contains a list of variables and their data sources and Appendix C, a selected bibliography of ARIMA modeling.
Author: Seth Kwame Gakpo
Publisher:
ISBN:
Category : Housing
Languages : en
Pages : 408
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Book Description
Author: J. Eric Fredland
Publisher: Urban Institute Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 124
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Book Description
Author:
Publisher:
ISBN:
Category : Housing
Languages : en
Pages : 196
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Book Description
Author: Geoffrey Meen
Publisher: Springer Science & Business Media
ISBN: 1461516730
Category : Business & Economics
Languages : en
Pages : 279
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Book Description
Spatial fixity is one of the characteristics that distinguishes housing from most other goods and services in the economy. In general, housing cannot be moved from one part of the country to another in response to shortages or excesses in particular areas. The modelling of housing markets and the interlinkages between markets at different spatial levels - international, national, regional and urban - are the main themes of this book. A second major theme is disaggregation, not only in terms of space, but also between households. The book argues that aggregate time-series models of housing markets of the type widely used in Britain and also in other countries in the past have become less relevant in a world of increasing income dispersion. Typically, aggregate relationships will break down, except under special conditions. We can no longer assume that traditional location or tenure patterns, for example, will continue in the future. The book has four main components. First, it discusses trends in housing markets both internationally and within nations. Second, the book develops theoretical housing models at each spatial scale, starting with national models, moving down to the regional level and, then, to urban models. Third, the book provides empirical estimates of the models and, finally, the models are used for policy analysis. Analysis ranges over a wide variety of topics, including explanations for differing international house price trends, the causes of housing cycles, the role of credit markets, regional housing market interactions and the role of housing in urban/suburban population drift.
Author: N. H. Lithwick
Publisher:
ISBN:
Category : Housing forecasting
Languages : en
Pages : 99
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Book Description
The primary purpose of this study is to review several model-based forecasting methods that can be used for forecasting the housing sector and mortgage markets.
Author: R. Bruce Ricks
Publisher:
ISBN:
Category : Political Science
Languages : en
Pages : 240
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Book Description
Author: Christine M. E. Whitehead
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 220
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Book Description
Author: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 152
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Book Description
Author: Thomas Sowell
Publisher: Basic Books (AZ)
ISBN: 0465018807
Category : Business & Economics
Languages : en
Pages : 194
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Book Description
Explains how we got into the current economic disaster that developed out of the economics and politics of the housing boom and bust. The "creative" financing of home mortgages and "creative" marketing of financial securities based on these mortgages to countries around the world, are part of the story of how a financial house of cards was built up--and then collapsed.
