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Monetary Policy and Bubbles in US REITs. (2018). GUPTA, RANGAN ; Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
In: Working Papers.
RePEc:pre:wpaper:201845.

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  1. Is there a National Housing Market Bubble Brewing in the United States?. (2020). Wohar, Mark ; Theodoridis, Konstantinos ; GUPTA, RANGAN ; Ma, Jun.
    In: Working Papers.
    RePEc:pre:wpaper:202023.

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  2. The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan ; Dul, Wiehan.
    In: Working Papers.
    RePEc:pre:wpaper:202001.

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  3. 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.

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References

References cited by this document

  1. Anderson, K., Brooks, C., , Tsolacos, S., 2011. Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs. Journal of Real Estate Portfolio Management 17 (3), 227–241.
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  2. Bernanke, B. S., Gertler, M., 1999. Monetary Policy and Asset Price Volatility. New Challenges for Monetary Policy, Federal Reserve Bank of Kansas City, 77–128.
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  3. Bernanke, B. S., Gertler, M., 2001. Should Central Banks Respond to Movements in Asset Prices? American Economic Review 91 (2), 253–257.

  4. Bjørnland, H., Jacobsen, D., 2010. The Role of House Prices in the Monetary Policy Transmission Mechanism in Small Open Economies. Journal of Financial Stability 6 (4), 218–229.

  5. Bjørnland, H., Jacobsen, D., 2013. House Prices and Stock Prices: Different Roles in the U.S. Monetary Transmission Mechanism. Scandinavian Journal of Economics 115 (4), 1084–1106.

  6. Caraiani, P., Calin, A. C., 2018. The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence. Economics Letters.

  7. Christiano, L. J., Eichenbaum, M., Evans, C. L., 2005. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy. Journal of Political Economy 113 (1), 1–45.

  8. Del Negro, M., Otrok, C., 2007. 99 Luftballons: Monetary Policy and the House Price Boom Across U.S. States. Journal of Monetary Economics 54, 1962–1985.

  9. Escobari, D., Jafarinejad, M., 2016. Date Stamping Bubbles in Real Estate Investment Trusts. The Quarterly Review of Economics and Finance 60, 224–230.

  10. Gali, J., 2014. Monetary policy and rational asset price bubbles. American Economic Review 104 (3), 721–52.

  11. Gali, J., Gambetti, L., 2015. The effects of monetary policy on stock market bubbles: Some evidence. American Economic Journal: Macroeconomics 7 (1), 233–57.

  12. Gupta, R., Jurgilas, M., Kabundi, A., Miller, S. M., 2012a. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model. International Journal of Strategic Property Management 16 (1), 1–20.
    Paper not yet in RePEc: Add citation now
  13. Gupta, R., Kabundi, A., 2010. The effect of monetary policy on house price inflation: A factor augmented vector autoregression (favar) approach. Journal of Economic Studies 37 (6), 616–626.

  14. Gupta, R., Miller, S. M., van Wyk, D., 2012b. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. International Business & Economics Research Journal 11 (1), 69–82.
    Paper not yet in RePEc: Add citation now
  15. Huber, F., Punzi, M. T., 2018. International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound. Macroeconomic Dynamics, Forthcoming.

  16. Kohn, D. L., 2006. Monetary Policy and Asset Prices. Speech at an ECB colloquium on ”Monetary Policy: A Journey from Theory to Practice,” held in honor of Otmar Issing.
    Paper not yet in RePEc: Add citation now
  17. Marfatia, H. A., Gupta, R., Cakan, E., 2017. The International REITs TimeVarying Response to the U.S. Monetary Policy and Macroeconomic Surprises. North American Journal of Economics and Finance 42 (1), 640–653.

  18. Nneji, O., Brooks, C., , Ward, C., 2013. Commercial Real Estate and Equity Market Bubbles: Are they Contagious to REITs? Urban Studies 50 (12), 2496–2516.

  19. Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martinez-Garcia, E., Mack, A., Grossman, V., 2016. Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun. Journal of Real Estate Finance and Economics 53 (4), 419–449.

  20. Plakandaras, V., Gupta, R., Katrakilidis, C., Wohar, M. E., 2018. TimeVarying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. Empirical Economics, Forthcoming.

  21. Primiceri, G. E., 2005. Time varying structural vector autoregressions and monetary policy. The Review of Economic Studies 72 (3), 821–852.

  22. Rahal, C., 2016. Housing Markets and Unconventional Monetary Policy. Journal of Housing Economics 32, 67–80.

  23. Simo-Kengne, B. D., Miller, S. M., Gupta, R., Balcilar, M., 2016. Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns. The Journal of Real Estate Finance and Economics 52 (3), 226– 243.

  24. Wu, J. C., Xia, F. D., 2016. Measuring the macroeconomic impact of monetary policy at the zero lower bound. Journal of Money, Credit and Banking 48 (2-3), 253–291. The Impact of Monetary Policy Shocks on Bubbles Using ALL REITs Index

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