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Article dans une revue Annales d'Economie et de Statistique Année : 2003

The bank's market power and the interest-rate elasticity of demand for housing : an econometric study of discrimination on French mortgage data

Résumé

We specify several variants of a structural econometric model explaining mortgage interest rates and loan sizes simultaneously. The models are estimated by simultaneous equation methods with a sample of loan files originated from a French mortgage lender. They yield estimates of the interest-rate elasticity of the demand for housing. Different occupational status groups happen to have different values of structural preference parameters.We show how these differences translate into differential treatment of socio-economic
groups by the banker.
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Dates et versions

halshs-00069667, version 1 (19-05-2006)

Identifiants

  • HAL Id : halshs-00069667 , version 1

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Robert Gary-Bobo, Sophie Larribeau. The bank's market power and the interest-rate elasticity of demand for housing : an econometric study of discrimination on French mortgage data. Annales d'Economie et de Statistique, 2003, 71-72, pp.377-398. ⟨halshs-00069667⟩
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