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Applied Economics Letters Volume 4, 1997 - Issue 12
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Original Articles

Growths in US housing starts, real consumer debt, real GDP and the long-term real interest rate: a vector cointegration analysis

Matiur Rahman Department of Accounting and Finance, McNeese State University, Lake Charles, LA, 70609–1415, USA
&
Muhammad Mustafa Department of Agribusiness and Economics, South Carolina State University, Orangeburg, SC, 29117, USA
Pages 757-759 | Received 30 Aug 1996, Published online: 02 Nov 2006

References

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  • Browne , L.E. and Rosengren , E.S. 1992 . Real estate and the credit crunch: an overview . New England Economic Review , November/December : 25 – 36 . (Federal Reserve Bank of Boston)
  • Canner , G.B. and Luckett , C.A. 1991 . Payment of household debts . Federal Reserve Bulletin , April : 218 – 29 .
  • Engle , R.F. and Granger , C.W.J. 1987 . Cointegration and error correction: representation, estimation and testing . Econometrica , 55 : 251 – 76 .
  • Eugeni , F. 1993 . Consumer debt and home equity borrowing . Economic Perspectives , March/April : 2 – 13 . (Federal Reserve Bank of Chicago)
  • Hendershott , P.H. and Abraham , J.M. The pattern of residential real estate prices . Federal Reserve Bank of Boston's Economic Conferece . September 16–18 .
  • Hester , D.D. The impact of the real estate collapse on financial institutions . Federal Reserve Bank of Boston's Economic Conferece . September 16–18 .
  • Johansen , S. 1988 . Statistical analysis of cointegrating vectors . Journal of Economic Dynamics and Control , 12 : 231 – 54 .
  • Johansen , S. and Juselius , K. 1990 . Maximum likelihood estimation and inference on cointegration – with applications to the demand for money . Oxford Bulletin of Economics and Statistics , 52 : 169 – 210 .
  • Litan , R.E. Implications of the financial crisis for regulatory policy . Federal Reserve Bank of Boston's Economic Conferece . September 16–18 .
  • Poterba , J.M. Implications of the crisis for public policy and economic analysis . Federal Reserve Bank of Boston's Economic Conferece . September 16–18 .
  • Rosengren , E.S. and Peek , J. Has the collapse of real estate caused a credit crunch? . Federal Reserve Bank of Boston's Economic Conferece . September 16–18 .
  • Swonk , D.C. Consumer debt: hitting a wall in the 1990s . Trend Watch , August (First National Bank of Chicago)

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