Nothing Special   »   [go: up one dir, main page]

create a website
What can an open-economy DSGE model tell us about Hong Kongs housing market?. (2010). Funke, Michael ; Paetz, Michael .
In: BOFIT Discussion Papers.
RePEc:bof:bofitp:2010_019.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 19

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

    This document has not been cited yet.

References

References cited by this document

  1. Business Cycle,” American Economic Review, 95, 739–764. Iacoviello, M. and R. Minetti (2008): “The Credit Channel of Monetary Policy: Evidence from the Housing Market,” Journal of Macroeconomics, 30, 69– 96.

  2. Chen, Y.-F. and M. Funke (2010): “Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions Under Cyclical Uncertainty,” Scottish Journal of Political Economy, 290–317.

  3. Davig, T. and C. Hakkio (2010): “What is the Effect of Financial Stress on Economic Activity,” Economic Review, 35–62.

  4. Devereux, M. B., P. R. Lane, and J. Xu (2006): “Exchange Rates and Monetary Policy in Emerging Market Economies,” Economic Journal, 116, 478–506.

  5. Funke, M., M. Paetz, and E. Pytlarczyk (2011): “Stock Market Wealth Effects in an Estimated DSGE Model for Hong Kong,” Economic Modelling (forthcoming) .

  6. Galı́, J. (2003): “New Perspectives on Monetary Policy, Inflation, and the Business Cycle,” in Advances in Economic Theory, Vol. III, ed. by M. Dewatripont, L. Hansen, and S. Turnovsky, Cambridge, University Press, 151–197.
    Paper not yet in RePEc: Add citation now
  7. Galı́, J. and M. Gertler (1999): “Inflation Dynamics: A Structural Econometric Analysis,” Journal of Monetary Economics, 44, 195–222.

  8. Galı́, J. and T. Monacelli (2005): “Monetary Policy and Exchange Rate Volatility in a Small Open Economy,” Review of Economic Studies, 72, 707–734.

  9. Gan, J. (2010): “Housing Wealth and Consumption Growth: Evidence from a Large Panel of Households,” Review of Financial Studies, 23, 2229–2267.

  10. Ho, L. S. and G. W.-c. Wong (2009): “The First Step on the Housing Ladder: A Natural Experiment in Hong Kong,” Journal of Housing Economics, 18, 59–67.

  11. Iacoviello, M. and S. Neri (2010): “Housing Market Spillovers: Evidence from an Estimated DSGE Model,” American Economic Journal: Macroeconomics, 2, 125–64.

  12. Kiyotaki, N. and J. Moore (1997): “Credit Cycles,” Journal of Political Economy, 105, 211–48.
    Paper not yet in RePEc: Add citation now
  13. Leamer, E. E. (2007): “Housing IS the Business Cycle,” Proceedings, Federal Reserve Bank of Kansas City, 149–233.

  14. Notarpietro, A. (2007): “Credit Frictions and Household Debt in the Business Cycle: A Bayesian Evaluation,” Working Paper, Universitá Bocconi.
    Paper not yet in RePEc: Add citation now
  15. Pariés, M. D. and A. Notarpietro (2008): “Monetary Policy and Housing Prices in an Estimated DSGE Model for the US and the Euro Area,” European Central Bank Working Paper Series.

  16. References 38 Jones, C. I. (2005): “The Shape of Production Functions and the Direction of Technical Change,” The Quarterly Journal of Economics, 120, 517–549.

  17. Shiller, R. J. (2007): The Subprime Solution, Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  18. Smets, F. and R. Wouters (2007): “Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach,” American Economic Review, 97, 586–606.

  19. Smith, M. H. and G. Smith (2006): “Bubble, Bubble, Where’s the Housing Bubble?” Brookings Papers on Economic Activity, 37, 1–68.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. 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

  2. Mortgages and Monetary Policy. (2016). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Working Papers.
    RePEc:fip:fedlwp:2015-033.

    Full description at Econpapers || Download paper

  3. Mortgages and Monetary Policy. (2016). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1306.

    Full description at Econpapers || Download paper

  4. Mortgages and Monetary Policy. (2015). Sustek, Roman ; Garriga, Carlos ; Kydland, Finn.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:500.

    Full description at Econpapers || Download paper

  5. Mortgages and Monetary Policy. (2015). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp751.

    Full description at Econpapers || Download paper

  6. Mortgages and monetary policy. (2015). Sustek, Roman ; Garriga, Carlos ; Kydland, Finn E..
    In: Working Papers.
    RePEc:fip:fedlwp:2013-037.

    Full description at Econpapers || Download paper

  7. Measuring monetary policy’s effect on house prices. (2015). Williams, John.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:00068.

    Full description at Econpapers || Download paper

  8. Central bank transparency and the interest rate channel: Evidence from emerging economies. (2015). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:167-174.

    Full description at Econpapers || Download paper

  9. Oil Prices and the Dynamics of Output and Real Exchange Rate. (2015). Oyekola, Olayinka ; Minford, A. Patrick ; Meenagh, David.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2015/18.

    Full description at Econpapers || Download paper

  10. Leverage dynamics and the real burden of debt. (2015). Juselius, John ; Drehmann, Mathias.
    In: BIS Working Papers.
    RePEc:bis:biswps:501.

    Full description at Econpapers || Download paper

  11. Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR. (2014). Auer, Simone.
    In: Working Papers.
    RePEc:snb:snbwpa:2014-02.

    Full description at Econpapers || Download paper

  12. A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe. (2014). Papadamou, Stephanos ; Arvanitis, Vaggelis ; SIRIOPOULOS, COSTAS.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:1:y:2014:i:1:p:15-34.

    Full description at Econpapers || Download paper

  13. Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR. (2014). Auer, Simone.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:170.

    Full description at Econpapers || Download paper

  14. How important can bank lending shocks be for economic fluctuations?. (2014). Jacobsen, Dag Henning ; Halvorsen, Jorn I..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:104-123.

    Full description at Econpapers || Download paper

  15. Risk shocks and housing supply: A quantitative analysis. (2014). Salyer, Kevin ; Lee, Gabriel ; Dorofeenko, Victor .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:194-219.

    Full description at Econpapers || Download paper

  16. RISK-TAKING CHANNEL, BANK LENDINGCHANNEL AND THE “PARADOX OF CREDIBILITY”: EMPIRICAL EVIDENCE FOR BRAZIL. (2014). Montes, Gabriel ; GABRIEL BARROS TAVARES PEIXOTO, .
    In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting].
    RePEc:anp:en2012:030.

    Full description at Econpapers || Download paper

  17. Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data. (2013). Knetsch, Thomas ; Kajuth, Florian ; Pinkwart, Nicolas .
    In: Discussion Papers.
    RePEc:zbw:bubdps:462013.

    Full description at Econpapers || Download paper

  18. Monetary Policy and Asset Prices: When Cleaning Up Hits the Zero Lower Bound. (2013). Kissmer, Friedrich ; Berger, Wolfram.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2013-iii-1.

    Full description at Econpapers || Download paper

  19. Konut Piyasası ve Ekonomik Büyüme İlişkisi: Türkiye Üzerine Zaman Serileri Analizi (2000-2012). (2013). KARGI, Bilal.
    In: MPRA Paper.
    RePEc:pra:mprapa:55694.

    Full description at Econpapers || Download paper

  20. Mortgages and Monetary Policy. (2013). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19744.

    Full description at Econpapers || Download paper

  21. Endogenous Bank Credit and Its Link to Housing in OECD Countries. (2013). Arestis, Philip ; Gonzalez, Ana Rosa .
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_750.

    Full description at Econpapers || Download paper

  22. 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

  23. Housing prices and the business cycle: An empirical application to Hong Kong. (2013). Paetz, Michael ; Funke, Michael.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:22:y:2013:i:1:p:62-76.

    Full description at Econpapers || Download paper

  24. Asset prices, monetary policy, and aggregate fluctuations: An empirical investigation. (2013). Cheng, Lichao ; Jin, YI.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:1:p:24-27.

    Full description at Econpapers || Download paper

  25. Test of the Bank Lending Channel: The Case of Australia. (2013). Hsing, YU.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00613.

    Full description at Econpapers || Download paper

  26. Renewed Momentum in the German Housing Market: Boom or Bubble?. (2013). Funke, Michael ; Chen, XI.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4287.

    Full description at Econpapers || Download paper

  27. Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices. (2013). Wu, Jyh-lin ; Chou, Yu-Hsi ; Chen, Nan-Kuang.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:18:y:2013:i:4:p:431-455.

    Full description at Econpapers || Download paper

  28. Banks’ lending behavior and monetary policy: evidence from Sweden. (2012). Siriopoulos, Costas ; Papadamou, Stephanos.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:38:y:2012:i:2:p:131-148.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  30. The Role of Credit in International Business Cycles. (2012). Xu, TengTeng.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-36.

    Full description at Econpapers || Download paper

  31. Asset Prices, Monetary Policy, and Aggregate Fluctuations: An Empirical Investigation. (2011). Zeng, Zhixiong ; Jin, Yi ; Cheng, Lichao .
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2011-13.

    Full description at Econpapers || Download paper

  32. Housing Market and the Transmission of Monetary Policy: Evidence from U.S. States. (2011). Konstantinou, Panagiotis ; Christidou, Maria .
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2011_14.

    Full description at Econpapers || Download paper

  33. Relationship lending and the transmission of monetary policy. (2011). Hachem, Kinda.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:58:y:2011:i:6:p:590-600.

    Full description at Econpapers || Download paper

  34. Macroeconomic relevance of credit channels: Evidence from an emerging economy under inflation targeting. (2011). de Mendonça, Helder ; Auel, Matias ; deMendona, Helder Ferreira ; de Mendona, Helder Ferreira.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:965-979.

    Full description at Econpapers || Download paper

  35. The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns. (2011). Chang, Kuang-Liang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:911-920.

    Full description at Econpapers || Download paper

  36. House Prices, Home Equity-Based Borrowing, and the US Household Leverage Crisis. (2011). Sufi, Amir ; Mian, Atif.
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:5:p:2132-56.

    Full description at Econpapers || Download paper

  37. 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

  38. Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis. (2010). Zeng, Zhixiong ; Leung, Charles ; Jin, Yi ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:26722.

    Full description at Econpapers || Download paper

  39. What Drives Housing Prices Down? Evidence from an International Panel. (2010). Siliverstovs, Boriss ; Menz, Jan-Oliver ; Kholodilin, Konstantin.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:230:y:2010:i:1:p:59-76.

    Full description at Econpapers || Download paper

  40. The role of house prices in the monetary policy transmission mechanism in small open economies. (2010). Bjørnland, Hilde ; Jacobsen, Dag Henning .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:4:p:218-229.

    Full description at Econpapers || Download paper

  41. House price dynamics, conditional higher-order moments, and density forecasts. (2010). Chang, Kuang-Liang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:1029-1039.

    Full description at Econpapers || Download paper

  42. 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

  43. 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

  44. 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

  45. 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

  46. 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

  47. House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis. (2009). Sufi, Amir ; Mian, Atif.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15283.

    Full description at Econpapers || Download paper

  48. From Subprime Loans to Subprime Growth? Evidence for the Euro Area. (2009). Cihak, Martin ; Brooks, Petya Koeva.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/069.

    Full description at Econpapers || Download paper

  49. Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates. (2009). Worms, Andreas ; Gerke, Rafael ; Weber, Axel A.
    In: BIS Working Papers.
    RePEc:bis:biswps:276.

    Full description at Econpapers || Download paper

  50. The UK housing market and the monetary policy transmission mechanism: An SVAR approach. (2008). Elbourne, Adam.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:17:y:2008:i:1:p:65-87.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-29 13:40:25 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.