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Mortgage Default during the U.S. Mortgage Crisis
16 references·0 citing·43 second hopsampled
Mortgage Default during the U.S. Mortgage Crisis (2018)Mortgage Default during the U.S. Mortgage…The Determinants of Attitudes toward Strategic Default on Mortgages (2013)The Determinants of Attitudes…Understanding the Subprime Mortgage Crisis (2009)Understanding the Subprime Mo…The Rise in Mortgage Defaults (2009)The Rise in Mortgage DefaultsThe Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)The Consequences of Mortgage …Negative equity and foreclosure: Theory and evidence (2008)Negative equity and foreclosu…Household Risk Management and Optimal Mortgage Choice (2003)Household Risk Management and…Time Discounting and Time Preference: A Critical Review (2002)Time Discounting and Time Pre…Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Buffer-Stock Saving and the L…Simulated Moments Estimation of Markov Models of Asset Prices (1993)Simulated Moments Estimation …Saving and Liquidity Constraints (1991)Saving and Liquidity Constrai…Simulated Moments Estimation of Markov Models of Asset Prices (1990)Simulated Moments Estimation …Simulation and the Asymptotics of Optimization Estimators (1989)Simulation and the Asymptotic…Saving and Liquidity Constraints (1989)Saving and Liquidity Constrai…Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence (1989)Optimal Consumption with Stoc…A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (1989)A Method of Simulated Moments…On the Use of Simulated Frequencies to Approximate Choice Probabilities (1981)Patents as Options: Some Estimates of the Value of Holding European Patent Stocks (1984)Automobile Prices in Market Equilibrium (1995)Discrete Choice Methods with Simulation (2001)The Impact of Uncertainty Shocks (2009)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Precautionary Saving in the Small and in the Large (1989)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Consumption Over the Life Cycle (2002)Panel Data Econometrics (2003)A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences (1978)ECONOMETRIC ANALYSIS OF QUALITATIVE RESPONSE MODELS (1984)Mixed MNL models for discrete response (2000)A Theory of the Consumption Function (1960)Optimum consumption and portfolio rules in a continuous-time model (1971)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Golden Eggs and Hyperbolic Discounting (1997)Field Experiments (2004)Cognitive Reflection and Decision Making (2005)Psychology and Economics: Evidence from the Field (2009)Precautionary Saving in the Small and in the Large (1990)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Theory of the Consumption Function (1957)Time to Build and Aggregate Fluctuations (1982)A Contribution to the Empirics of Economic Growth (1992)Credit Rationing in Markets with Imperfect Information (1981)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Financial Intermediation, Loanable Funds, and The Real Sector (1997)House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis (2011)Liquidity risk management and credit supply in the financial crisis (2011)Household Balance Sheets, Consumption, and the Economic Slump* (2013)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints (2004)The fundamental principles of financial regulation (2009)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)
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References

  • 2002Time Discounting and Time Preference: A Critical Review6,395 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,729 cited
  • 1991Saving and Liquidity Constraints1,656 cited
  • 1989A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration1,641 cited
  • 1989Simulation and the Asymptotics of Optimization Estimators1,496 cited
  • 1989Saving and Liquidity Constraints1,379 cited
  • 2009Understanding the Subprime Mortgage Crisis1,012 cited
  • 1989Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence904 cited
  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 2009The Rise in Mortgage Defaults720 cited
  • 1993Simulated Moments Estimation of Markov Models of Asset Prices691 cited
  • 2003Household Risk Management and Optimal Mortgage Choice646 cited
  • 1990Simulated Moments Estimation of Markov Models of Asset Prices617 cited
  • 2013The Determinants of Attitudes toward Strategic Default on Mortgages602 cited

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  • 2008Negative equity and foreclosure: Theory and evidence560 cited
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