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AFA/AREUEA Joint Session: Housing Finance

Paper Session

Sunday, Jan. 7, 2024 10:15 AM - 12:15 PM (CST)

Marriott Rivercenter, Conference Room 20
Hosted By: American Real Estate and Urban Economics Association & American Finance Association
  • Chair: Christopher Palmer, Massachusetts Institute of Technology

The Opioid Epidemic and Consumer Credit Supply: Evidence from Credit Cards

Sumit Agarwal
,
National University of Singapore
Wenli Li
,
Federal Reserve Bank of Philadelphia
Raluca A. Roman
,
Federal Reserve Bank of Philadelphia
Nonna Sorokina
,
Pennsylvania State University

Abstract

Using a unique dataset of unsolicited credit card offer mailings by banks to consumers, we investigate how opioid abuse affects consumer credit supply. To identify causal effects, we employ instrumental variables, propensity score matching, and contiguous counties techniques, and control for a battery of demand and supply factors and fixed effects. We find that banks contract credit supply to consumers in counties highly exposed to opioid abuse by offering higher interest rates, lower credit card limits, and
fewer rewards and reducing credit offers overall. Further analyses using the supervisory Federal Reserve Y-14M credit card dataset confirm these effects. What is more, the credit contraction disproportionately impacts riskier consumers, minorities (particularly black people), low-income consumers, and younger individuals. Our examination of various state-level anti-opioid abuse legislation shows that opioid supply-oriented laws are somewhat helpful in curbing opioid overdoses or mitigating the credit supply contraction, but demand-oriented laws are not. Finally, we uncover that the opioid abuse-induced credit contraction has important social welfare implications: Local consumer spending significantly declines in the highly-affected areas.

Mortgages, Monetary Policy, and the Great Inflation of 2021--?

Aaron Hedlund
,
Purdue University and Federal Reserve Bank of St. Louis
Kieran Larkin
,
Stockholm University
Kurt Mitman
,
Stockholm University, CEPR and IZA
Serdar Ozkan
,
Federal Reserve Bank of St. Louis

Abstract

This paper evaluates the aggregate and redistributive consequences of the Great Inflation of 2021 and 2022 via labor, housing, and mortgage markets. The sluggishness of wage adjustment led to a decline in real purchasing power, which hurt renters and owners alike. At the same time, existing homeowners have benefited from the erosion of the real value of their outstanding mortgage debt via high inflation. In contrast, prospective homeowners have had to contend with rising mortgage rates, forcing many to purchase a smaller home than previously desired or pricing them out of the owner-occupied market entirely, thus driving up rent pressures. The dramatic rise in mortgage rates also constrains the existing housing supply as current owners are reluctant to sell, given that doing so means they will have to give up their current ultra-low mortgage rate that they locked in before the rapid rise in inflation. This paper quantifies these forces and examines the sensitivity of the housing market response to these forces under different initial conditions (for example, under the pre-2021 conditions of most borrowers having locked in ultra low rates vs.\ in the 2000s when adjustable rate loans were prevalent).

The Cross-Section of Housing Returns

Jonathan Halket
,
Texas A&M University
Lara Pia Loewenstein
,
Federal Reserve Bank of Cleveland
Paul S. Willen
,
Federal Reserve Bank of Boston and NBER

Abstract

We document large systematic variations in the return to single-family residential property within U.S. metropolitan areas. Areas with low income, low credit scores or high shares of black residents have higher yields and therefore higher returns. Yield spreads between low credit areas and high credit areas widened considerably during periods when credit availability was low. This causes the areas with higher returns to also have higher risk, in sample. However we argue that the excess return that some areas earn is not purely compensation for bearing extra risk but is rather evidence for segmented housing markets where different local discount rates price local assets.

The Real Effects of Household Financial Constraints: When Money Moves In

Darren James Aiello
,
Brigham Young University
Jason Kotter
,
Brigham Young University
Gregor Schubert
,
University of California-Los Angeles

Abstract

What effects do household financial constraints have on housing markets? Using a novel dataset tracking households across home purchases, we demonstrate that relaxed financial constraints lead households to substitute away from costly information acquisition and toward paying more for their next house. An exogenous dollar of housing equity causes movers to pay a $0.06 premium after adjusting for neighborhood price trends and time-varying property quality. In aggregate, less financially constrained households relocating to an area cause upward regional price pressure—a 10% increase in equity gain amongst incoming movers leads to 0.4 percentage point higher house price growth.

Discussant(s)
John Hund
,
University of Georgia
Leming Lin
,
University of Pittsburgh
Daniel Greenwald
,
New York University
Lu Liu
,
University of Pennsylvania
JEL Classifications
  • R2 - Household Analysis
  • G2 - Financial Institutions and Services