create a website

Monetary policy and the US housing market: A VAR analysis imposing sign restrictions. (2008). Vargas-Silva, Carlos.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:30:y:2008:i:3:p:977-990.

Full description at Econpapers || Download paper

Cited: 113

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Stabilizing Taiwan’s economy: The role of energy pricing policy versus monetary policy. (2025). Wu, Yi-Hua ; Fang, Liang-Jyi.
    In: Energy.
    RePEc:eee:energy:v:323:y:2025:i:c:s036054422501196x.

    Full description at Econpapers || Download paper

  2. Reaction of Chinese housing prices to oil prices and monetary policy shocks. (2025). Chen, Bin ; Zhu, Xingyi.
    In: Energy Policy.
    RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004968.

    Full description at Econpapers || Download paper

  3. What factors drive house prices in the USA? Sign restricted VAR approach. (2024). Lee, Jinwoong.
    In: Empirical Economics.
    RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02533-4.

    Full description at Econpapers || Download paper

  4. A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575.

    Full description at Econpapers || Download paper

  5. Government decisions and macroeconomic stability: Fiscal policies and financial market fluctuations. (2024). Pacicco, Fausto ; Centinaio, Alessandra ; Venegoni, Andrea ; Serati, Massimiliano.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005914.

    Full description at Econpapers || Download paper

  6. When Does Monetary Policy Sway House Prices? A Meta-Analysis. (2023). Kolcunová, Dominika ; Havranek, Tomas ; Bajzik, Josef ; Ehrenbergerova, Dominika.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00185-5.

    Full description at Econpapers || Download paper

  7. Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Basse, Tobias ; Desmyter, Steven ; Saft, Danilo ; Wegener, Christoph.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818.

    Full description at Econpapers || Download paper

  8. MODELLING THE INFLUENCE OF FINANCIAL INCLUSION ON THE REMITTANCEGROWTH NEXUS IN NIGERIA. (2023). Raimi, Lukman ; Yinusa, Olumuyiwa Ganiyu ; Oduola, Musa Olanrewaju ; Ogede, Jimoh Sina.
    In: Economic Annals.
    RePEc:beo:journl:v:68:y:2023:i:237:p:137-163.

    Full description at Econpapers || Download paper

  9. Macroeconomic shocks and ripple effects in the Greater Paris Metropolis. (2022). Coen, Alain ; Malle, Richard ; Pourcelot, Alexis.
    In: Post-Print.
    RePEc:hal:journl:hal-03713561.

    Full description at Econpapers || Download paper

  10. Macroeconomic shocks and ripple effects in the Greater Paris Metropolis. (2022). Malle, Richard ; Pourcelot, Alexis ; Coen, Alain.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:56:y:2022:i:c:s1051137721000760.

    Full description at Econpapers || Download paper

  11. Housing and monetary policy: Fresh evidence from China. (2022). Liu, Yun.
    In: Financial Economics Letters.
    RePEc:bba:j00007:v:1:y:2022:i:1:p:1-12:d:123.

    Full description at Econpapers || Download paper

  12. The real effects of loan-to-value limits: empirical evidence from Korea. (2021). Pontines, Victor.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01908-1.

    Full description at Econpapers || Download paper

  13. Honing in on Housing. (2021). Venter, Zoe.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01632021.

    Full description at Econpapers || Download paper

  14. Analysis of Housing Market Dynamics Considering the Structural Characteristics of Mortgage Interest. (2021). Lee, Sanghyo ; Kim, Jaejun ; Baek, Insoo.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:19:p:10523-:d:640825.

    Full description at Econpapers || Download paper

  15. Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Hamilton, James ; Baumeister, Christiane.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

    Full description at Econpapers || Download paper

  16. Decomposing the U.S. Great Depression: How important were loan supply shocks?. (2021). Scharler, Johann ; Breitenlechner, Max ; Mathy, Gabriel P.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:79:y:2021:i:c:s0014498320300814.

    Full description at Econpapers || Download paper

  17. The Evaluation of the Impact of Macroeconomic Indicators on the Performance of Listed Real Estate Companies and Reits. (2020). Viktorija, Cohen ; Arnas, Burinskas.
    In: Ekonomika (Economics).
    RePEc:vrs:ekonom:v:99:y:2020:i:1:p:79-92:n:5.

    Full description at Econpapers || Download paper

  18. Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26606.

    Full description at Econpapers || Download paper

  19. Uncertain Identification. (2020). Volpicella, Alessio ; Giacomini, Raffaella ; Kitagawa, Toru.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:33/20.

    Full description at Econpapers || Download paper

  20. Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

    Full description at Econpapers || Download paper

  21. Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14271.

    Full description at Econpapers || Download paper

  22. The Effect of Monetary Policy on House Prices - How Strong is the Transmission?. (2020). Kolcunová, Dominika ; Bajzik, Josef ; Ehrenbergerova, Dominika.
    In: Working Papers.
    RePEc:cnb:wpaper:2020/14.

    Full description at Econpapers || Download paper

  23. The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Olsen, Helene ; Wieslander, Harald.
    In: Working Papers.
    RePEc:bny:wpaper:0085.

    Full description at Econpapers || Download paper

  24. SVARs Identification through Bounds on the Forecast Error Variance. (2019). Volpicella, Alessio.
    In: Working Papers.
    RePEc:qmw:qmwecw:890.

    Full description at Econpapers || Download paper

  25. Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik ; Lau, Chi Keung ; GUPTA, RANGAN ; Caraiani, Petre ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201953.

    Full description at Econpapers || Download paper

  26. Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis.. (2019). Roy Chowdhury, Sahana ; Tripathi, Shruti ; Bhattacharya, Rudrani.
    In: Working Papers.
    RePEc:npf:wpaper:19/274.

    Full description at Econpapers || Download paper

  27. On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data. (2019). Meyer, Tim.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:58:y:2019:i:3:d:10.1007_s11146-017-9637-9.

    Full description at Econpapers || Download paper

  28. Variations and Influences of Connectedness among US Housing Markets. (2019). Tsai, I-Chun ; Lin, Che-Chun.
    In: International Real Estate Review.
    RePEc:ire:issued:v:22:n:01:2019:p:27-59.

    Full description at Econpapers || Download paper

  29. Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun.
    In: International Real Estate Review.
    RePEc:ire:issued:v:22:n:01:2019:p:27-58.

    Full description at Econpapers || Download paper

  30. Multivariate Dynamic Analysis and Forecasting Models of Future Property Bubbles: Empirical Applications to the Housing Markets of Spanish Metropolitan Cities. (2019). Morano, Pierluigi ; Saez-Perez, Maria Paz ; Locurcio, Marco ; Tajani, Francesco ; di Liddo, Felicia.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:13:p:3575-:d:243884.

    Full description at Econpapers || Download paper

  31. The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries. (2019). Rosenberg, Signe.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718301438.

    Full description at Econpapers || Download paper

  32. House prices, credit and the effect of monetary policy in Norway: evidence from structural VAR models. (2018). Robstad, Orjan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1222-1.

    Full description at Econpapers || Download paper

  33. Asymmetric Pass-through Effects from Monetary Policy to Housing Prices in South Africa. (2018). Phiri, Andrew.
    In: Managing Global Transitions.
    RePEc:mgt:youmgt:v:16:y:2018:i:2:p:123-140.

    Full description at Econpapers || Download paper

  34. Delta-method inference for a class of set-identified SVARs. (2018). Meier, Matthias ; Gafarov, Bulat ; Montiel, Jose Luis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:203:y:2018:i:2:p:316-327.

    Full description at Econpapers || Download paper

  35. Asset Markets, Credit Markets, and Inequality: Distributional Changes in Housing, 1970-2016. (2018). Orlando, Anthony.
    In: ERES.
    RePEc:arz:wpaper:eres2018_182.

    Full description at Econpapers || Download paper

  36. Decomposing the U.S. Great Depression: How important were Loan Supply Shocks?. (2017). Scharler, Johann ; Breitenlechner, Max.
    In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168208.

    Full description at Econpapers || Download paper

  37. Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific. (2017). Punzi, Maria Teresa ; Chantapacdepong, Pornpinun.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0630.

    Full description at Econpapers || Download paper

  38. The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S.. (2017). Escobari, Diego ; Killins, Robert N ; Egly, Peter V.
    In: MPRA Paper.
    RePEc:pra:mprapa:80529.

    Full description at Econpapers || Download paper

  39. Changes in the relationship between interest rates and housing prices in South Africa around the 2007 financial crisis. (2017). Phiri, Andrew ; Kolisi, Nwabisa.
    In: MPRA Paper.
    RePEc:pra:mprapa:80173.

    Full description at Econpapers || Download paper

  40. Changes in the relationshp between interest rates and housing prices in South Africa around the 2007 financial crisis. (2017). Phiri, Andrew ; Kolisi, Nwabisa.
    In: Working Papers.
    RePEc:mnd:wpaper:1704.

    Full description at Econpapers || Download paper

  41. Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices. (2017). Hassan, M. Kabir ; Ngene, Geoffrey M ; Sohn, Daniel P.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9552-5.

    Full description at Econpapers || Download paper

  42. Uncertain identification. (2017). Volpicella, Alessio ; Giacomini, Raffaella ; Kitagawa, Toru.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:18/17.

    Full description at Econpapers || Download paper

  43. The impact of oil shocks on the housing market: Evidence from Canada and U.S. (2017). Escobari, Diego ; Killins, Robert N ; Egly, Peter V.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:93:y:2017:i:c:p:15-28.

    Full description at Econpapers || Download paper

  44. A Structural VAR Model for Estimating the Link between Monetary Policy and Home Prices in Israel. (2017). Orfaig, Dana.
    In: Bank of Israel Working Papers.
    RePEc:boi:wpaper:2017.09.

    Full description at Econpapers || Download paper

  45. HOUSE PRICES AND THE MACROECONOMIC ENVIRONMENT IN TURKEY: THE EXAMINATION OF A DYNAMIC RELATIONSHIP. (2017). Yildirim, Mustafa Ozan ; Vrendi, Mehmet.
    In: Economic Annals.
    RePEc:beo:journl:v:62:y:2017:i:215:p:81-110.

    Full description at Econpapers || Download paper

  46. Uncertain identification. (2017). Volpicella, Alessio ; Kitagawa, Toru ; Giacomini, Raffaella.
    In: CeMMAP working papers.
    RePEc:azt:cemmap:18/17.

    Full description at Econpapers || Download paper

  47. International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:58.

    Full description at Econpapers || Download paper

  48. International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound. (2016). Punzi, Maria Teresa ; Huber, Florian.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4824.

    Full description at Econpapers || Download paper

  49. International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound. (2016). Punzi, Maria Teresa ; Huber, Florian.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp216.

    Full description at Econpapers || Download paper

  50. Modelling interactions among the housing market and key US sectors. (2016). Yunus, Nafeesa.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:33:y:2016:i:2:p:121-146.

    Full description at Econpapers || Download paper

  51. The impacts of fiscal policy shocks on the US housing market. (2016). Vargas-Silva, Carlos ; Ruiz, Isabel.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0961-8.

    Full description at Econpapers || Download paper

  52. Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis. (2016). Mihailov, Alexander ; Wang, Yehui ; Meen, Geoffrey.
    In: Economics Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2016-02.

    Full description at Econpapers || Download paper

  53. Asymmetric pass-through effects from monetary policy to housing prices in South Africa. (2016). Phiri, Andrew.
    In: MPRA Paper.
    RePEc:pra:mprapa:70258.

    Full description at Econpapers || Download paper

  54. Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa. (2016). .
    In: MPRA Paper.
    RePEc:pra:mprapa:69610.

    Full description at Econpapers || Download paper

  55. Housing markets and unconventional monetary policy. (2016). Rahal, Charles.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:32:y:2016:i:c:p:67-80.

    Full description at Econpapers || Download paper

  56. The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S.. (2016). Klarl, Torben.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00211.

    Full description at Econpapers || Download paper

  57. Capital Inflows and House Prices: Aggregate and Regional Evidence from China. (2016). Gupta, Rakesh ; Yu, Lijie ; An, Hui.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:55:y:2016:i:4:p:451-475.

    Full description at Econpapers || Download paper

  58. Regional Redistribution through the US Mortgage Market. (2016). Vavra, Joseph ; Seru, Amit ; Keys, Benjamin ; Hurst, Erik.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:10:p:2982-3028.

    Full description at Econpapers || Download paper

  59. Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks. (2015). Huang, Meichi ; Yeh, Linying .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:39:y:2015:i:4:p:762-781.

    Full description at Econpapers || Download paper

  60. Regional Redistribution Through the U.S. Mortgage Market. (2015). Vavra, Joseph ; Seru, Amit ; Keys, Benjamin ; Hurst, Erik.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21007.

    Full description at Econpapers || Download paper

  61. Housing demands, savings gluts and current account dynamics. (2015). .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:221.

    Full description at Econpapers || Download paper

  62. What drives housing dynamics in China? A sign restrictions VAR approach. (2015). Gete, Pedro ; Bian, Timothy Yang.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:46:y:2015:i:c:p:96-112.

    Full description at Econpapers || Download paper

  63. Identifying and forecasting house prices: a macroeconomic perspective. (2014). Chen, Nan-Kuang ; Cheng, Han-Liang ; Mao, Ching-Sheng .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:14:y:2014:i:12:p:2105-2120.

    Full description at Econpapers || Download paper

  64. Monetary policy implications of housing shift-contagion across regional markets. (2014). Huang, Meichi.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:4:p:589-608.

    Full description at Econpapers || Download paper

  65. The spatial diffusion of regional housing prices across U.S. states. (2014). Brady, Ryan.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:46:y:2014:i:c:p:150-166.

    Full description at Econpapers || Download paper

  66. Bubble-like housing boom–bust cycles: Evidence from the predictive power of households’ expectations. (2014). Huang, Meichi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:1:p:2-16.

    Full description at Econpapers || Download paper

  67. Housing market volatility in the OECD area: Evidence from VAR based return decompositions. (2014). Pedersen, Thomas ; Engsted, Tom.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:42:y:2014:i:c:p:91-103.

    Full description at Econpapers || Download paper

  68. Monetary Policy, and the Housing Market: A Structural Factor Analysis. (2013). Luciani, Matteo.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/153324.

    Full description at Econpapers || Download paper

  69. The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel.
    In: Housing Studies.
    RePEc:taf:chosxx:v:28:y:2013:i:8:p:1133-1154.

    Full description at Econpapers || Download paper

  70. Bernanke vs. Taylor: A Post Mortem (revised August 2014). (2013). McMillin, W. ; Fackler, James S..
    In: Departmental Working Papers.
    RePEc:lsu:lsuwpp:2013-07.

    Full description at Econpapers || Download paper

  71. The Role of People’s Expectation in the Recent US Housing Boom and Bust. (2013). Huang, Meichi.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:3:p:452-479.

    Full description at Econpapers || Download paper

  72. Transmission Lags of Monetary Policy: A Meta-Analysis. (2013). Rusnák, Marek ; Havranek, Tomas.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:4:a:2.

    Full description at Econpapers || Download paper

  73. A bank lending channel or a credit supply shock?. (2013). Milcheva, Stanimira.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:37:y:2013:i:c:p:314-332.

    Full description at Econpapers || Download paper

  74. Capital inflows and asset prices: Evidence from emerging Asia. (2013). Tillmann, Peter.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:717-729.

    Full description at Econpapers || Download paper

  75. Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model. (2013). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:161-171.

    Full description at Econpapers || Download paper

  76. Capital inflows and asset prices: Evidence from emerging Asia. (2012). Tillmann, Peter.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:58.

    Full description at Econpapers || Download paper

  77. Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1038.

    Full description at Econpapers || Download paper

  78. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working papers.
    RePEc:uct:uconnp:2012-12.

    Full description at Econpapers || Download paper

  79. Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
    In: Working Papers.
    RePEc:sza:wpaper:wpapers166.

    Full description at Econpapers || Download paper

  80. Exploring the causes of the slowdown in remittances to Mexico. (2012). Vargas-Silva, Carlos ; Ruiz, Isabel.
    In: Empirical Economics.
    RePEc:spr:empeco:v:42:y:2012:i:3:p:745-766.

    Full description at Econpapers || Download paper

  81. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201226.

    Full description at Econpapers || Download paper

  82. IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201222.

    Full description at Econpapers || Download paper

  83. Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Peretti, Vittorio .
    In: Working Papers.
    RePEc:pre:wpaper:201216.

    Full description at Econpapers || Download paper

  84. Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment. (2012). GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201214.

    Full description at Econpapers || Download paper

  85. A preliminary investigation of northern Irelands housing market dynamics. (2012). RAMSEY, ELAINE ; Gallagher, Emer ; Bond, Derek.
    In: MPRA Paper.
    RePEc:pra:mprapa:39806.

    Full description at Econpapers || Download paper

  86. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:nlv:wpaper:1209.

    Full description at Econpapers || Download paper

  87. Capital Inflows and Asset Prices: Evidence from Emerging Asia. (2012). Tillmann, Peter.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201215.

    Full description at Econpapers || Download paper

  88. Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2012_27.

    Full description at Econpapers || Download paper

  89. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-27.pdf.

    Full description at Econpapers || Download paper

  90. Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
    In: Working Papers.
    RePEc:emu:wpaper:15-26.pdf.

    Full description at Econpapers || Download paper

  91. Monetary policy and the housing market in Australia. (2012). WADUD, IKM MOKHTARUL ; Bashar, Omar ; Ali Ahmed, Huson ; Wadud, I. K. M. Mokhtarul, ; Bashar, Omar H. M. N., ; Ahmed, Huson Joher Ali, .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:34:y:2012:i:6:p:849-863.

    Full description at Econpapers || Download paper

  92. Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010. (2012). Zhang, Yan Bing ; Hua, Xiuping ; Zhao, Liang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2349-2361.

    Full description at Econpapers || Download paper

  93. The changing role of house price dynamics over the business cycle. (2012). Dufrénot, Gilles ; Malik, Sheheryar ; Dufrenot, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1960-1967.

    Full description at Econpapers || Download paper

  94. Real estate markets and the macroeconomy: A dynamic coherence framework. (2012). Ftiti, Zied ; Bouchouicha, Ranoua.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1820-1829.

    Full description at Econpapers || Download paper

  95. Monetary policy and housing prices: a case study of Chinese experience in 1999-2010. (2011). Zhang, Yan Bing ; Hua, Xiuping ; Zhao, Liang.
    In: BOFIT Discussion Papers.
    RePEc:zbw:bofitp:bdp2011_017.

    Full description at Econpapers || Download paper

  96. Monetary policy, asset prices and the real economy in China. (2011). Laurenceson, James ; Hui, Ceara.
    In: Discussion Papers Series.
    RePEc:qld:uq2004:427.

    Full description at Econpapers || Download paper

  97. Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure. (2011). Kanda, Tunda P. ; GUPTA, RANGAN ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:201118.

    Full description at Econpapers || Download paper

  98. Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey. (2011). SAHIN, Afsin ; Berument, Hakan ; Togay, Selahattin.
    In: MPRA Paper.
    RePEc:pra:mprapa:46883.

    Full description at Econpapers || Download paper

  99. Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey. (2011). SAHIN, Afsin ; Berument, Hakan ; Togay, Selahattin.
    In: Open Economies Review.
    RePEc:kap:openec:v:22:y:2011:i:4:p:649-667.

    Full description at Econpapers || Download paper

  100. Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041.

    Full description at Econpapers || Download paper

  101. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

    Full description at Econpapers || Download paper

  102. Monetary policy and housing prices : a case study of Chinese experience in 1999-2010. (2011). Zhang, Yan Bing ; Hua, Xiuping ; Zhao, Liang.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2011_017.

    Full description at Econpapers || Download paper

  103. Housing, consumption and monetary policy: how different are the U.S. and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_807_11.

    Full description at Econpapers || Download paper

  104. Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2011). pagan, adrian ; Fry-McKibbin, Renee.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:49:y:2011:i:4:p:938-60.

    Full description at Econpapers || Download paper

  105. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

    Full description at Econpapers || Download paper

  106. Does the Interest Risk Premium Predict Housing Prices?. (2010). pragidis, ioannis ; Gogas, Periklis.
    In: DUTH Research Papers in Economics.
    RePEc:ris:duthrp:2010_001.

    Full description at Econpapers || Download paper

  107. Monetary Policy and the Housing Market: A Structural Factor Analysis. (2010). Luciani, Matteo.
    In: Working Papers.
    RePEc:itt:wpaper:wp2010-7.

    Full description at Econpapers || Download paper

  108. Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2010). pagan, adrian ; Fry-McKibbin, Renee.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2010-22.

    Full description at Econpapers || Download paper

  109. The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach. (2010). Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:315-323.

    Full description at Econpapers || Download paper

  110. Housing, consumption and monetary policy: how different are the US and the euro area?. (2010). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101161.

    Full description at Econpapers || Download paper

  111. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-19.

    Full description at Econpapers || Download paper

  112. Another Consequence of the Economic Crisis: A Decrease in Migrants’ Remittances. (2009). Vargas-Silva, Carlos ; Ruiz, Isabel.
    In: Working Papers.
    RePEc:shs:wpaper:0907.

    Full description at Econpapers || Download paper

  113. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:0919.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahearne, A., Ammer, J., Doyle, B., Kole, L., Martin, R., 2005. Monetary Policy and House Prices: A Cross-country Study. Board of Governors of the Federal Reserve System (US), International Finance Discussion Papers 841.

  2. Bernanke, B.S. ; Blinder, A. The federal funds rate and the channels of monetary transmission. 1992 American Economic Review. 82 901-921

  3. Bernanke, B.S. ; Gertler, M. Inside the black box: The credit channel of monetary policy transmission. 1995 The Journal of Economic Perspectives. 9 27-48

  4. Bernanke, B.S. ; Gertler, M. ; Watson, M. Systematic monetary policy and the effects of oil price shocks. 1997 Brooking Papers on Economic Activity. 1 91-157

  5. Bernanke, B.S. ; Mihov, I. Measuring monetary policy. 1998 Quarterly Journal of Economics. 113 869-902

  6. Bernanke, B.S. ; Mihov, I. The liquidity effect and long-run neutrality. 1998 Carnegie Rochester Conference Series on Public Policy. 49 149-194

  7. Blanchard, O.J. ; Quah, D. The dynamic effects of aggregate demand and supply disturbances. 1989 American Economic Review. 9 655-673

  8. Canova, F. ; de Nicoló, G. Monetary disturbances matter for business fluctuations in the G-7. 2002 Journal of Monetary Economics. 49 1131-1159

  9. Carlino, G.A. ; DeFina, R.H. Do states respond differently to changes in monetary policy?. 1999 Business Review. 17-27

  10. Carlino, G.A. ; DeFina, R.H. The differential regional effects of monetary policy. 1998 The Review of Economics and Statistics. 80 572-587

  11. Case, K. ; Shiller, R. ; Quigley, J. Comparing wealth effects: The stock market versus the housing market. 2005 Advances in Macroeconomics. 5 -

  12. Christiano, L. ; Eichenbaum, M. ; Evans, C. The effects of monetary policy shocks: Evidence from the flow of funds. 1996 The Review of Economics and Statistics. 78 16-34

  13. Christiano, L., Eichenbaum, M., Evans, C., 1998. Monetary policy shocks: What have we learned and to what end? National Bureau of Economic Research, Working Paper 6400.

  14. Erceg, C. ; Levin, T. Optimal monetary policy with durable consumption goods. 2006 Journal of Monetary Economics. 53 1341-1359

  15. Ewing, B.T. ; Wang, Y. Single housing starts and macroeconomic activity: An application of generalized impulse response analysis. 2005 Applied Economic Letters. 12 187-190

  16. Fackler, J.S. Federal credit, private credit, and economic activity. 1990 Journal of Money, Credit, and Banking. 22 444-464

  17. Fackler, J.S. ; McMillin, W.D. Historical decomposition of aggregate demand and supply shocks in a small macro model. 1998 Southern Economic Journal. 64 648-664
    Paper not yet in RePEc: Add citation now
  18. Falk, B. Unanticipated money-supply growth and single-family housing starts in the US: 1964–1983. 1986 Housing Finance Review. 5 15-23

  19. Faust, J. The robustness of identified VAR conclusions about money. 1998 Carnegie-Rochester Conference Series on Public Policy. 49 207-244

  20. Federal Reserve Board, 2005. Testimony of Chairman Alan Greenspan, Federal Reserve Board’s semiannual Monetary Policy Report to the Congress, Before the Committee on Banking, Housing, and Urban Affairs, US Senate, February 16, 2005.
    Paper not yet in RePEc: Add citation now
  21. Federal Reserve Board, 2006. Testimony of Chairman Ben S. Bernanke, Semiannual Monetary Policy Report to the Congress, Before the Committee on Financial Services, US House of Representatives, February 15, 2006.
    Paper not yet in RePEc: Add citation now
  22. Fratantoni, M. ; Schuh, S. Monetary policy, housing, and heterogeneous regional markets. 2003 Journal of Money, Credit and Banking. 35 557-590

  23. Green, R. Follow the leader: How changes in residential and non-residential investment predict changes in GDP. 1997 Real Estate Economics. 25 253-270

  24. Hasan, M.S. ; Taghavi, M. Residential investment, macroeconomic activity and financial deregulation in the UK: An empirical investigation. 2002 Journal of Economics and Business. 54 447-462

  25. Iacoviello, M. House prices, borrowing constraints, and monetary policy in the business cycle. 2005 American Economic Review. 95 739-764

  26. Iacoviello, M., Neri, S., 2007. The Role of Housing Collateral in an Estimated Two-sector Model of the US Economy. Working Paper, Boston College.

  27. Lastrapes, W. The real price of housing and money supply shocks: Time series evidence and theoretical simulations. 2002 Journal of Housing Economics. 11 40-74

  28. Lastrapes, W. ; Potts, T. Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money. 2006 Journal of Economic Dynamics and Control. 30 1409-1430

  29. McCarthy, J. ; Peach, R. Monetary policy transmission to residential investment. 2002 Economic Policy Review. 139-158

  30. McMillin, W.D. The effects of monetary policy shocks: Comparing contemporaneous versus long-run identifying restrictions. 2001 Southern Economic Journal. 67 618-636

  31. Pesaran, H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Economics Letters. 58 17-29

  32. Scholl, A., Uhlig, H., 2006. New Evidence on the Puzzles: Results from Agnostic Identification on Monetary Policy and Exchange Rates. Working Paper, Humboldt-Universität zu, Berlin.

  33. Sims, C.A. Interpreting the macroeconomic time series facts: The effects of monetary policy. 1992 European Economic Review. 36 975-1000

  34. Strongin, S. The identification of monetary policy disturbances: Explaining the liquidity puzzle. 1995 Journal of Monetary Economics. 35 463-497

  35. Uhlig, H. What are the effects of monetary policy on output? Results from an agnostic identification procedure. 2005 Journal of Monetary Economics. 52 381-419

  36. Uhlig, H. What macroeconomists should know about unit roots: A Bayesian perspective. 1994 Econometric Theory. 10 645-671

  37. US Bureau of Economic Analysis, 2006. A Guide to the National Income and Product Accounts of the United States at <http://www.bea.gov/bea/an/nipaguid.pdf>.
    Paper not yet in RePEc: Add citation now
  38. US Census Bureau, 2006. Relationship Between Building Permits, Housing Starts, and Housing Completions at www.census.gov.
    Paper not yet in RePEc: Add citation now
  39. Wheeler, M. ; Chowdhury, A. The housing market, macroeconomic activity and financial innovation: An empirical analysis of US data. 1993 Applied Economics. 25 1385-1392
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334.

    Full description at Econpapers || Download paper

  2. CO2 emissions of the construction sector in Spain during the real estate boom: Input–output subsystem analysis and decomposition. (2021). Padilla Rosa, Emilio ; Alcantara, Vicent.
    In: Journal of Industrial Ecology.
    RePEc:bla:inecol:v:25:y:2021:i:5:p:1272-1283.

    Full description at Econpapers || Download paper

  3. Can learning explain boom-bust cycles in asset prices? An application to the US housing boom. (2020). Caines, Colin.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301816.

    Full description at Econpapers || Download paper

  4. A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies. (2019). Qureshi, Mahvash ; Ostry, Jonathan ; Obstfeld, Maurice.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:101:y:2019:i:2:p:279-293.

    Full description at Econpapers || Download paper

  5. Intrinsic bubbles and Granger causality in the Hong Kong residential property market. (2019). Lan, Ting.
    In: Frontiers of Business Research in China.
    RePEc:spr:fobric:v:13:y:2019:i:1:d:10.1186_s11782-019-0064-z.

    Full description at Econpapers || Download paper

  6. Housing in Banks’ Portfolio and its Effects on Monetary Policy in Iran. (2019). Tavakolian, Hossein ; Morovat, Habib ; Rad, Diar Baheri.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:14:y:2019:i:3:p:277-315.

    Full description at Econpapers || Download paper

  7. International house price cycles, monetary policy and credit. (2017). Bauer, Gregory.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

    Full description at Econpapers || Download paper

  8. Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-1.

    Full description at Econpapers || Download paper

  9. The impacts of fiscal policy shocks on the US housing market. (2016). Vargas-Silva, Carlos ; Ruiz, Isabel.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0961-8.

    Full description at Econpapers || Download paper

  10. House price cycles in Australia’s four largest capital cities. (2016). Valadkhani, Abbas ; Ratti, Ronald ; Costello, Greg.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:52:y:2016:i:c:p:11-22.

    Full description at Econpapers || Download paper

  11. A note on banking and housing crises and the strength of recoveries. (2015). Jannsen, Nils ; Boysen-Hogrefe, Jens ; Meier, Carsten-Patrick .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1984.

    Full description at Econpapers || Download paper

  12. Macroeconomic Variables and Real Estate in Italy and in the usa. (2015). Tajani, Francesco ; Manganelli, Benedetto.
    In: SCIENZE REGIONALI.
    RePEc:fan:scresc:v:html10.3280/scre2015-003002.

    Full description at Econpapers || Download paper

  13. Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Ajmi, Ahdi Noomen ; Economou, Fotini.
    In: Working Papers.
    RePEc:pre:wpaper:201436.

    Full description at Econpapers || Download paper

  14. Transaction Taxes, Capital Gains Taxes and House Prices. (2013). Rossi, Enzo ; Brown, Martin ; Aregger, Nicole.
    In: Working Papers.
    RePEc:snb:snbwpa:2013-02.

    Full description at Econpapers || Download paper

  15. Monetary policy and real estate prices: a disaggregated analysis for Switzerland. (2013). Berlemann, Michael ; Freese, Julia.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:10:y:2013:i:4:p:469-490.

    Full description at Econpapers || Download paper

  16. Liquidity and asset prices: A new monetarist approach. (2013). Li, Yiting.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:4:p:426-438.

    Full description at Econpapers || Download paper

  17. How to deal with real estate booms: Lessons from country experiences. (2013). Rabanal, Pau ; Igan, Deniz ; Dell'ariccia, Giovanni ; Dellariccia, Giovanni ; Rowe, Christopher C.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:300-319.

    Full description at Econpapers || Download paper

  18. Household debt and labor market fluctuations. (2013). Ferri, Javier ; Boscá, José ; Andrés, Javier ; Bosca, Jose E. ; Andres, Javier.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1771-1795.

    Full description at Econpapers || Download paper

  19. Heterogeneous beliefs and housing-market boom-bust cycles. (2013). Tomura, Hajime.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:4:p:735-755.

    Full description at Econpapers || Download paper

  20. House Price and Bank Lending in a Premium Submarket in Korea. (2012). Kim, Heeho ; Lee, Sun Hye ; Park, Sae Woon.
    In: International Real Estate Review.
    RePEc:ire:issued:v:15:n:01:2012:p:1-42.

    Full description at Econpapers || Download paper

  21. Monetary policy, asset prices and consumption in China. (2012). Koivu, Tuuli.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:2:p:307-325.

    Full description at Econpapers || Download paper

  22. Real estate markets and the macroeconomy: A dynamic coherence framework. (2012). Ftiti, Zied ; Bouchouicha, Ranoua.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1820-1829.

    Full description at Econpapers || Download paper

  23. Causality, real estate prices, and the current account. (2011). Sheffrin, Steven ; Jinjarak, Yothin.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:2:p:233-246.

    Full description at Econpapers || Download paper

  24. Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041.

    Full description at Econpapers || Download paper

  25. Housing bubbles, the leverage cycle and the role of central banking. (2011). Peeters, Jolanda ; Hessel, Jeroen.
    In: Occasional Studies.
    RePEc:dnb:dnbocs:905.

    Full description at Econpapers || Download paper

  26. Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise: Ein ARDL-Ansatz für Deutschland. (2010). Belke, Angsar .
    In: IBES Diskussionsbeiträge.
    RePEc:zbw:udewwd:183.

    Full description at Econpapers || Download paper

  27. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

    Full description at Econpapers || Download paper

  28. Prix des actifs et politique monétaire : enjeux et perspectives après la crise financière de 2007-2009. (2010). Rossi, Sergio ; Myftari, Entela .
    In: L'Actualité Economique.
    RePEc:ris:actuec:0038.

    Full description at Econpapers || Download paper

  29. Expectations-Driven Cycles in the Housing Market. (2010). Punzi, Maria Teresa ; Mendicino, Caterina ; Lambertini, Luisa.
    In: MPRA Paper.
    RePEc:pra:mprapa:26128.

    Full description at Econpapers || Download paper

  30. A Birds Eye View of OECD Housing Markets. (2010). André, Christophe.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:746-en.

    Full description at Econpapers || Download paper

  31. Multi-period fixed-rate loans, housing and monetary policy in small open economies. (2010). Lees, Kirdan ; Bene, Jaromir .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2010/03.

    Full description at Econpapers || Download paper

  32. Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea. (2010). Park, Yun ; Bang, Doowon ; Bahng, Doo .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:40:y:2010:i:3:p:332-367.

    Full description at Econpapers || Download paper

  33. Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise – Ein ARDL-Ansatz für Deutschland / Money, Credit and House Prices – An ARDL-Approach for Germany. (2010). Belke, Ansgar.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:230:y:2010:i:2:p:138-162.

    Full description at Econpapers || Download paper

  34. Real estate prices and bank stability. (2010). Poghosyan, Tigran ; Koetter, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1129-1138.

    Full description at Econpapers || Download paper

  35. International house prices and macroeconomic fluctuations. (2010). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:533-545.

    Full description at Econpapers || Download paper

  36. International capital flows and expectation-driven boom-bust cycles in the housing market. (2010). Tomura, Hajime.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1993-2009.

    Full description at Econpapers || Download paper

  37. A Framework for Assessing Global Imbalances. (2010). Straub, Roland ; Fidora, Michael ; Bussiere, Matthieu ; Bracke, Thierry.
    In: The World Economy.
    RePEc:bla:worlde:v:33:y:2010:i:9:p:1140-1174.

    Full description at Econpapers || Download paper

  38. Common business and housing market cycles in the Euro area from a multivariate decomposition.. (2010). Koopman, Siem Jan ; Ferrara, Laurent ; Koopman, S J., .
    In: Working papers.
    RePEc:bfr:banfra:275.

    Full description at Econpapers || Download paper

  39. National and international business cycle effects of housing crises. (2009). Jannsen, Nils.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1510.

    Full description at Econpapers || Download paper

  40. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-19.

    Full description at Econpapers || Download paper

  41. The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics. (2009). Demary, Markus.
    In: MPRA Paper.
    RePEc:pra:mprapa:15978.

    Full description at Econpapers || Download paper

  42. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:0919.

    Full description at Econpapers || Download paper

  43. Determinantes del Precio de Viviendas en Chile. (2009). Sagner, Andres.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:549.

    Full description at Econpapers || Download paper

  44. Monetary policy and the US housing market: A VAR analysis imposing sign restrictions. (2008). Vargas-Silva, Carlos.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:3:p:977-990.

    Full description at Econpapers || Download paper

  45. Housing IS the Business Cycle. (2007). Leamer, Edward.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13428.

    Full description at Econpapers || Download paper

  46. Housing is the business cycle. (2007). Leamer, Edward.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:149-233.

    Full description at Econpapers || Download paper

  47. Excess money growth and inflation dynamics. (2007). Zaghini, Andrea ; Roffia, Barbara.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007749.

    Full description at Econpapers || Download paper

  48. A Model of Cross-Country House Prices. (2007). O'Reilly, Gerard ; McQuinn, Kieran.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:5/rt/07.

    Full description at Econpapers || Download paper

  49. Housing Market Cycles and Duration Dependence in the United States and Canada. (2007). Cunningham, Rose ; Kolet, Ilan .
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-2.

    Full description at Econpapers || Download paper

  50. Canadian City Housing Prices and Urban Market Segmentation. (2006). Gregory, Allan ; Byrne, David ; Amano, Robert ; Allen, Jason.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-49.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 01:50:31 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.