Table 3

Adjusted concordance index between the housing cycle and business cycle/credit cycle (1976–2019)

Honeycomb phasesPhase 1Phase 2Phase 3Phase 4Phase 5Phase 6
ExpansionNegative change in expectationsClear negative prospectsCrisis and recessionPositive change in expectationsRecovery
Expected phases for GDP and CREDITexpansionaround a peak/turning pointslowdowncontractionaround a trough/turning pointrecovery
Adjusted concordance business and housing cycle54.0%NA25.0%66.7%NA37.5%
Adjusted concordance credit and housing cycle46.2%NA50.0%55.6%NA25.0%

Note(s): Business and credit cycles are dated with the growth cycle approach (HP filter)

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