The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium (JPE 2017)

From ReplicationWiki
Jump to: navigation, search
How revelant do you consider a replication of this study? You may discuss on the discussion page.


Nobody voted on this yet

 You need to enable JavaScript to vote


Here you find a ranking of the studies that are regarded most relevant to be replicated.

Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Jack Favilukis, Sydney C. Ludvigson, Stijn Van Nieuwerburgh The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium JPE 2017 1 140-223 E0, E1, E13, E2, E21, E23, E3, E44, G0, G12 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Ordinary least squares (OLS), Hodrick-Prescott filter - Flow of Funds from, US National Income and Product Account (NIPA), Freddie Mac, from, US Bureau of Labor Statistics’ (BLS), price index of shelter; Core Logic, 1970:Q1-2012:Q4, US Survey of Consumer Finance (SCF) USA MATLAB, Fortran

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1086/689606 IDEAS: a/ucp/jpolec/doi10.1086-689606.html EconPapers: RePEc:ucp:jpolec:doi:10.1086/689606


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox