Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
The impact of mandatory amortization of mortgage loans on the housing market
Jönköping University, Jönköping International Business School.
Jönköping University, Jönköping International Business School, JIBS, Center for Family Enterprise and Ownership (CeFEO). Jönköping University, Jönköping International Business School, JIBS, Economics.ORCID iD: 0000-0001-5776-9396
Jönköping University, Jönköping International Business School.
2017 (English)Conference paper, Oral presentation with published abstract (Other academic)
Abstract [en]

Using transactions data on apartment sales in Sweden, and taking in consideration the decision made by Swedish Riksbank, we examined the effect of mandatory mortgage amortization on apartment prices. In addition, we examined the effect on apartment demand preferences. For this purpose, we created indices of apartment prices using traditional hedonic models. We applied the spatial model in estimating a zone level apartment price index. With the created indices, we studied the effect on apartment prices by using the traditional panel data method. The propensity score model was used to analyze the effect of the decision on the property prices. We applied different time periods as the event window (quarter, 2 quarters, 1 year, 2 years). Finally, we tested several cut-off time points. We found no effect of the Riksbank decision on apartment prices, however we found a change in apartment preferences.

Place, publisher, year, edition, pages
Ecosta Econometrics and Statistics , 2017. p. 84-84
National Category
Economics
Identifiers
URN: urn:nbn:se:hj:diva-38511ISBN: 978-9963-2227-4-2 (electronic)OAI: oai:DiVA.org:hj-38511DiVA, id: diva2:1173920
Conference
11th International Conference on Computational and Financial Econometrics (CFE), 2017, London, U.K.
Available from: 2018-01-15 Created: 2018-01-15 Last updated: 2018-09-11Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Book of Abstracts

Authority records BETA

Stephan, Andreas

Search in DiVA

By author/editor
Petreski, AleksandarStephan, AndreasÖsterlund, Urban
By organisation
Jönköping International Business SchoolJIBS, Center for Family Enterprise and Ownership (CeFEO)JIBS, Economics
Economics

Search outside of DiVA

GoogleGoogle Scholar

isbn
urn-nbn

Altmetric score

isbn
urn-nbn
Total: 94 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf