William M. Doerner

Federal Housing Finance Agency

Economist

400 7th Street, SW

Washington, DC 20219

United States

http://www.fhfa.gov

  • Federal Housing Finance Agency

    • Email
    • Tel: 202-649-3218
    • Fax: 202-649-2816
SCHOLARLY PAPERS

10

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379

SSRN CITATIONS
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Top 29,023

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27

CROSSREF CITATIONS

3

Scholarly Papers (10)

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1.

The Impact of the Order of Test Questions in Introductory Economics

Number of pages: 18 Posted: 02 Jan 2009 Last Revised: 21 Jul 2014
William M. Doerner and Joseph P. Calhoun
Federal Housing Finance Agency and Florida State University - Stavros Center for Economic Education
Downloads 187 (222,367)

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undergraduate economics, question order, tests

2.

The Effects of Monetary Policy on Mortgage Rates

FHFA Working Paper 14-2
Number of pages: 75 Posted: 05 Dec 2014
Saty Patrabansh, William M. Doerner and Samuel Asin
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency
Downloads 71 (439,921)
Citation 1

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asset purchase, QE, Federal Reserve, interest rates, mortgage rates, financial projections

3.

Distressed Sales and the FHFA House Price Index

FHFA Working Paper 13-1
Number of pages: 28 Posted: 30 Aug 2013 Last Revised: 10 Jul 2019
William M. Doerner, Andrew Leventis and Andrew Leventis
Federal Housing Finance Agency and National Credit Union AdministrationNational Credit Union Administration
Downloads 48 (528,840)
Citation 2

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property value, house price index, repeat sales, distressed sales, REO sales, repeat transactions

4.

Additional Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads

FHFA Working Paper 15-3
Number of pages: 24 Posted: 10 Jul 2019
Alexander Bogin, Nataliya Polkovnichenko and William M. Doerner
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency
Downloads 33 (605,742)

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prepayment, option-adjusted spreads, financial stress testing, capital standards, mortgage, risk management

5.

How Low Can House Prices Go? Estimating a Conservative Lower Bound

Downloads 19 (702,267)

How Low Can House Prices Go? Estimating a Conservative Lower Bound

Number of pages: 29 Posted: 20 May 2015
Alexander Bogin, Stephen Bruestle and William M. Doerner
Federal Housing Finance Agency, Pennsylvania State University and Federal Housing Finance Agency
Downloads 18 (734,165)

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house prices, trough, lower bound, trend, financial stress testing

How Low Can House Prices Go? Estimating a Conservative Lower Bound

FHFA Working Paper 14-2
Number of pages: 29 Posted: 20 May 2015
Alexander Bogin, Stephen Bruestle and William M. Doerner
Federal Housing Finance Agency, Pennsylvania State University and Federal Housing Finance Agency
Downloads 1 (915,556)

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house prices, trough, lower bound, trend, financial stress testing

How Low Can House Prices Go? Estimating a Conservative Lower Bound

Journal of Real Estate Finance and Economics, Vol. 54, No. 1, 2017
Posted: 17 Jan 2017
Alexander Bogin, Stephen Bruestle and William M. Doerner
Federal Housing Finance Agency, Federal Maritime Commission and Federal Housing Finance Agency

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House prices; Trough; Lower bound; Trend; Financial stress testing

6.

Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling

FHFA Working Paper 16-04
Number of pages: 25 Posted: 10 Jul 2019
Alexander Bogin, William M. Doerner and William Larson
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency
Downloads 17 (718,299)
Citation 2

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house prices, loan-to-value, mortgage performance, credit model

7.

Local House Price Dynamics: New Indices and Stylized Facts

Real Estate Economics, Vol. 47, Issue 2, pp. 365-398, 2019
Number of pages: 34 Posted: 16 Apr 2019
Alexander Bogin, William M. Doerner and William Larson
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency
Downloads 4 (838,938)
Citation 25

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8.

Property Renovations and Their Impact on House Price Index Construction

FHFA Working Paper 17-02
Posted: 10 Jul 2019
Alexander Bogin and William M. Doerner
Federal Housing Finance Agency and Federal Housing Finance Agency

Abstract:

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property renovations, house price indices, repeat-sales approach

9.

Local House Prices Paths: Accelerations, Declines and Recoveries

Journal of Real Estate Finance and Economics, February 2019, Volume 58, Issue 2, pp 201–222
Posted: 25 Jun 2019
Alexander Bogin, William M. Doerner and William Larson
Federal Housing Finance Agency, Federal Housing Finance Agency and Federal Housing Finance Agency

Abstract:

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House price cycles; Credit risk; Mortgage collateral; Stress testing

10.

Generating Historically‐Based Stress Scenarios Using Parsimonious Factorization

The Journal of Risk Finance 2014 15:5 , 591-611
Posted: 23 Oct 2013 Last Revised: 17 May 2019
Alexander Bogin and William M. Doerner
Federal Housing Finance Agency and Federal Housing Finance Agency

Abstract:

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Market Risk, Interest Rates, Implied Volatility, Factorization