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The impact of mandatory amortization of mortgage loans on the housing market
Högskolan i Jönköping.
Högskolan i Jönköping.ORCID iD: 0000-0001-5776-9396
University of Borås, Faculty of Textiles, Engineering and Business.
2017 (English)Conference paper, Oral presentation with published abstract (Refereed)
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
2017.
National Category
Economics
Identifiers
URN: urn:nbn:se:hb:diva-13748OAI: oai:DiVA.org:hb-13748DiVA, id: diva2:1190306
Conference
11th International Conference on Computational and Financial Econometrics (CFE) 2017, London UK, 16-18 December, 2017
Available from: 2018-03-14 Created: 2018-03-14 Last updated: 2018-03-14Bibliographically approved

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Österlund, Urban

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CiteExportLink to record
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  • ieee
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  • nn-NB
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  • asciidoc
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