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United in booms, divided in busts : regional house price cycles and monetary policy / Ulrich Roschitsch, Hannes Twieling.FB3-5/2025-36E-PDF

"This paper shows that regional disparities in house price growth are more pronounced during house price busts than during booms. To explain this observation, we construct a two-region currency union model incorporating a housing sector and extrapolative belief updating regarding house prices. To solve this model, we propose a new method that efficiently handles extrapolative belief updating in a wide class of structural models"--Abstract, page ii.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.958819&sl=0

Publication information
Department/Agency
  • Bank of Canada, issuing body.
TitleUnited in booms, divided in busts : regional house price cycles and monetary policy / Ulrich Roschitsch, Hannes Twieling.
Series title
  • Staff working paper = Document de travail du personnel, 1701-9397 ; 2025-36
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Cover title.
  • Includes bibliographical references (pages 47-51).
  • Includes abstracts in English and French.
Publishing information
  • [Ottawa] : Bank of Canada = Banque du Canada, December 11, 2025.
  • ©2025
Author / Contributor
  • Roschitsch, Ulrich, author.
Description1 online resource (iii, 90 pages) : graphs.
Catalogue number
  • FB3-5/2025-36E-PDF
Subject terms
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