User profiles for Michael Fratantoni
Michael FratantoniMBA Verified email at mba.org Cited by 948 |
Assessing the forecasting performance of regime‐switching, ARIMA and GARCH models of house prices
GW Crawford, MC Fratantoni - Real Estate Economics, 2003 - Wiley Online Library
While price changes on any particular home are difficult to predict, aggregate home price
changes are forecastable. In this context, this paper compares the forecasting performance of …
changes are forecastable. In this context, this paper compares the forecasting performance of …
Monetary policy, housing, and heterogeneous regional markets
M Fratantoni, S Schuh - Journal of Money, Credit and Banking, 2003 - JSTOR
We quantify the importance of heterogeneity for monetary policy using a new heterogeneous-agent
VAR (HAVAR) model that integrates national monetary/financial markets with …
VAR (HAVAR) model that integrates national monetary/financial markets with …
Homeownership and investment in risky assets
MC Fratantoni - Journal of Urban Economics, 1998 - Elsevier
This paper uses the 1989 Survey of Consumer Finances to show that committed expenditures
related to homeownership cause agents to hold their financial assets in a safe form. This …
related to homeownership cause agents to hold their financial assets in a safe form. This …
Homeownership, committed expenditure risk, and the stockholding puzzle
MC Fratantoni - Oxford Economic Papers, 2001 - academic.oup.com
Kimball (1991) showed that consumers who face an unavoidable risk will display 'temperance',
meaning that they will increase their holdings of safe assets. In principle, temperance …
meaning that they will increase their holdings of safe assets. In principle, temperance …
Reverse mortgage choices: A theoretical and empirical analysis of the borrowing decisions of elderly homeowners
M Fratantoni - Journal of Housing Research, 1999 - Taylor & Francis
This research seeks to explain the determinants of reverse mortgage product choice. Reverse
mortgages can potentially be a great benefit to an aging population, but it is important that …
mortgages can potentially be a great benefit to an aging population, but it is important that …
Mortgage Lender Profitability and Its Impacton Market Spreads
M Fratantoni - Journal of Structured Finance, 2016 - search.proquest.com
Persistent increases in mortgage origination costs affect both lender profitability and borrower
costs. This article examines these trends and quantifies the impact of increased loan …
costs. This article examines these trends and quantifies the impact of increased loan …
Mortgage Market Dynamics: Competition and Evolution
M Fratantoni - Journal of Structured Finance, 2019 - search.proquest.com
The mortgage industry is currently undergoing some significant changes, with declining
origination volume, a shifting mix of originations with a much higher share of purchase loans, …
origination volume, a shifting mix of originations with a much higher share of purchase loans, …
[BOOK][B] Three essays on precautionary saving and the stockholding puzzle
MC Fratantoni - 1997 - search.proquest.com
In this dissertation I focus on the microeconomic manifestation of the equity premium puzzle;
given the equity premium which has prevailed, why do households hold such a small …
given the equity premium which has prevailed, why do households hold such a small …
Trends in Mortgage Credit Availability: The Evidence and Its Implications
M Fratantoni - Journal of Structured Finance, 2017 - search.proquest.com
Mortgage credit availability is tracked closely by policymakers and industry participants alike,
as it is a critical measure of the health of the market. Market analysts should be aware of …
as it is a critical measure of the health of the market. Market analysts should be aware of …
Freshwater export from the Labrador Current to the North Atlantic Current at the Tail of the Grand Banks of Newfoundland
PS Fratantoni, MS McCartney - Deep Sea Research Part I: Oceanographic …, 2010 - Elsevier
Historical hydrographic data, spanning the period 1896–2006, are used to examine the annual
mean and seasonal variations in the distribution of freshwater along and across the shelf/…
mean and seasonal variations in the distribution of freshwater along and across the shelf/…