Increased real house price volatility signals break from Great Moderation

Adrienne Mack and Enrique Martínez García ()

Economic Letter, 2012, vol. 7, issue 1

Abstract: The shift toward more volatile real house price growth, unaccompanied by a shift in the volatility of real GDP growth, offers evidence that house price dynamics and real output growth may have diverged beginning around the 2001 recession.

Keywords: Gross domestic product; housing prices (search for similar items in EconPapers)
Date: 2012
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