Predicting Downside Risks to House Prices and Macro-Financial Stability
January 17, 2020
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Financial markets, Financial sector policy and analysis, Money, National accounts, Prices
Keywords: Credit booms, Early Warning Models, Emerging and frontier financial markets, Financial crisis, Global, Growth at Risk, House price, House price data, House price distribution, House price imbalance, House price momentum, House price overvaluation, House price vulnerability, House Prices, House prices valuation, Housing, Housing prices, Macroprudential Policy, Misalignment ratio, Monetary policy, Monetary Policy, Overvaluation metrics, Panel Quantile Regression, Price dynamics, Real GDP, Valuation variable, WP
Publication Details
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Pages:
47
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2020/011
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Stock No:
WPIEA2020011
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ISBN:
9781513525839
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ISSN:
1018-5941