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Stylized Facts About The Mortgage Market In The Czech Republic: A Cross-Correlation Approach

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F17%3A00098238" target="_blank" >RIV/00216224:14560/17:00098238 - isvavai.cz</a>

  • Result on the web

    <a href="http://ibima.org/" target="_blank" >http://ibima.org/</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Stylized Facts About The Mortgage Market In The Czech Republic: A Cross-Correlation Approach

  • Original language description

    This paper investigates a relationship between central bank interest rate (PRIBOR3M) and housing (mortgage) cycles in the Czech economy. The aim is to determine whether central bank’s interest rate is leading indicator for monitoring housing cycles. To assess the crucial role of interest rate in the set of mortgage interest rates is used methodology of leading indicator applied by OECD. Moreover, the crosscorrelation approach identifies the relationship between quarterly interest rate and the following individual variables: house price index, average mortgage interest rate, average fixed 1, 3 and 5 year mortgage interest rates, number of new mortgages, volume of new mortgages, average mortgage amount and mortgage installment. The data set covers a period between 2006:Q1 and 2016:Q3. The results of the paper will be used for later research and modelling of the housing sector in the Czech economy.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    50200 - Economics and Business

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2017

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 30th International Business Information Management Association Conference

  • ISBN

    9780986041990

  • ISSN

  • e-ISSN

  • Number of pages

    7

  • Pages from-to

    4089-4095

  • Publisher name

    International Business Information Management Association

  • Place of publication

    Madrid

  • Event location

    Madrid

  • Event date

    Nov 8, 2017

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000443640503019