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Journal of Money & Economy

AWT IMAGE

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:: year 6, Issue 18 (winter 2014) ::
JMBR 2014, 6(18): 1-21 Back to browse issues page
Measuring the House Price Bubble in Iran and the Effect of Monetary Policy on it
Mohamadreza Ghasemi * , Shirin Arbabian , Elnaz Jafari
Abstract:   (3372 Views)

The fluctuations in the house price in some countries including Iran have been one of the most important challenges in house market and economy. The most important factors which follow the fluctuation and house price bubble are diversion in allocation of economic resources, changes in the behavior of producers and consumers and intensification of capital transfer in the assets market, which have made it so vital to identify and control it in the field of monetary policies. In this study, the real house prices over the period 1989 to 2009 using quarterly data and state space form is modeling. Using extracted bubble, factors affecting it are estimated by ordinary least squares method. The results from the estimation confirm the presence of a bubble in house price. These results indicate that part of the fluctuations in houses price is explained by house price bubble (non-fundamental forces in house price) and real liquidity and gross domestic product growth variables have significant and positive impact and stock price index has a negative effect on it.

Full-Text [PDF 729 kb]   (2980 Downloads)    
Type of Study: Empirical Study |
Received: 2014/11/27 | Accepted: 2014/11/27 | Published: 2014/11/27


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
year 6, Issue 18 (winter 2014) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
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