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    • The foreclosure-house price nexus: a panel VAR model for US states, 1981-2009 

      Calomiris, Charles W.; Longhofer, Stanley D.; Miles, William (Wiley-Blackwell, 2013-07-19)
      Despite housing's economic importance, little has been written on how foreclosures and home prices interact in a framework that includes macroeconomic and housing variables such as employment, permits or sales. Panel VAR ...