Philippe Bracke

Selected publications

• "Housing Consumption and Investment: Evidence from Shared Equity Mortgages" (with M. Benetton, J. Cocco and N. Garbarino), Review of Financial Studies, 35(8), p. 3525-3573, Editor's choice: lead article (2022) 

• "History Dependence in the Housing Market" (with S. Tenreyro), American Economic Journal: Macroeconomics, 13(2), p. 1-25 (2021)

• "The Time Value of Housing: Historical Evidence on Discount Rates" (with E. W. Pinchbeck and J. Wyatt), Economic Journal 128, p. 1820-1843 (2018)

• "Mortgage Debt and Entrepreneurship" (with C. Hilber and O. Silva), Journal of Urban Economics 103, p.52-66 (2018)

• "House Prices and Rents: Microevidence from a Matched Data Set in Central London", Real Estate Economics, 43(2), p. 403-431, Edwin Mills Best Paper Award (2015)

Working papers

• "When Discounted Rates End: The Costs of Taking Action in the Mortgage Market" (with A. Belgibayeva, T. Bono, N. Clara, J. Cocco and T. Majer)

• "When Refinancing Meets Monetary Tightening: Heterogeneous Impacts on Spending and Debt via Mortgage Modifications" (with M. Everitt, M. Fazio and A. Varadi)

Code

• sbbq: Stata module to implement the Harding and Pagan business cycle dating algorithm, from:

  • "How Long Do Housing Cycles Last? A Duration Analysis for 19 OECD Countries", Journal of Housing Economics, 22(3), p. 213-230 (2013)

Academic CV:  pdf

Last update: December 2024