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

Cited: 80

Citations received by this document

Cites: 46

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. When Does Monetary Policy Sway House Prices? A Meta-Analysis. (2023). 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

  2. Effect of Inflation, Exchange Rate, Interest Rates and Income on House Sales: a Case of Turkiye. (2023). Peker, Osman ; Sanli, Orhan.
    In: Journal of Economic Policy Researches.
    RePEc:ist:iujepr:v:10:y:2023:i:1:p:37-60.

    Full description at Econpapers || Download paper

  3. Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

    Full description at Econpapers || Download paper

  4. Wohnimmobilienpreise, Inflationsmessung und Geldpolitik im Euroraum. (2022). Schnabl, Gunther ; Herborn, Alexander.
    In: Wirtschaftsdienst.
    RePEc:spr:wirtsc:v:102:y:2022:i:5:d:10.1007_s10273-022-3196-2.

    Full description at Econpapers || Download paper

  5. Regime-dependent price puzzle in the Brazilian economy: evidence from VAR and FAVAR approaches. (2022). Mattos, Leonardo Bornacki ; Ferreira, Giuliano Queiroz.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:9:d:10.1007_s43546-022-00295-2.

    Full description at Econpapers || Download paper

  6. House prices and household credit in the Eurozone: A single monetary policy with dissonant transmission mechanisms. (2022). Vale, Sofia ; Snyder, Tricia Coxwell.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:243-256.

    Full description at Econpapers || Download paper

  7. Do house prices play a role in unconventional monetary policy transmission in Japan?. (2022). Renzhi, Nuobu.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001038.

    Full description at Econpapers || Download paper

  8. .

    Full description at Econpapers || Download paper

  9. .

    Full description at Econpapers || Download paper

  10. Turkish Housing Market Dynamics: An Estimated DSGE Model. (2021). Avrendi, Mehmet ; Yaldaram, Mustafa Ozan.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:15:y:2021:i:2:p:238-267.

    Full description at Econpapers || Download paper

  11. Structural evolution of real estate industry in China: 2002-2017. (2021). Zhao, Yong ; Zhang, Hao Tian.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:57:y:2021:i:c:p:45-56.

    Full description at Econpapers || Download paper

  12. Monetary policy and bubbles in US REITs. (2021). GUPTA, RANGAN ; Caraiani, Petre ; Clin, Adrian C.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:2:p:675-687.

    Full description at Econpapers || Download paper

  13. Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data. (2020). Wohar, Mark ; Plakandaras, Vasilios ; Katrakilidis, Constantinos ; GUPTA, RANGAN.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1581-x.

    Full description at Econpapers || Download paper

  14. The Role of House Prices in the Monetary Transmission Mechanism. (2020). Bayir, Musa.
    In: Sosyoekonomi Journal.
    RePEc:sos:sosjrn:200305.

    Full description at Econpapers || Download paper

  15. What role does the housing market play for the transmission mechanism?. (2020). Wilhelmsson, Mats.
    In: Working Paper Series.
    RePEc:hhs:kthrec:2020_005.

    Full description at Econpapers || Download paper

  16. Do non-performing loans matter for bank lending and the business cycle in euro area countries?. (2020). Pancaro, Cosimo ; Moccero, Diego ; Martin, Reiner ; Huljak, Ivan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202411.

    Full description at Econpapers || Download paper

  17. New Zealands Residential Price Dynamics: Do capability to consume and government policies matter?. (2020). Liew, Venus Khim-Shen ; Chong, Fennee.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-01105.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  20. The unconventional monetary policy of the European Central Bank: Effectiveness and transmission analysis. (2020). Prats, Maria ; Zabala, Jose A.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:3:p:794-809.

    Full description at Econpapers || Download paper

  21. Credit cycles and real activity: the Swiss case. (2019). Scheufele, Rolf ; Baeurle, Gregor ; Baurle, Gregor.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:6:d:10.1007_s00181-018-1449-0.

    Full description at Econpapers || Download paper

  22. The policy-driven boom and bust in the housing market: Evidence from Mongolia. (2019). Doojav, Gan-Ochir ; Damdinjav, Davaasukh.
    In: MPRA Paper.
    RePEc:pra:mprapa:102933.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  24. Does money supply drive housing prices in China?. (2019). Chang, Hsu-Ling ; Tao, Ran ; Wang, Xiao-Qing ; Su, Chi-Wei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:85-94.

    Full description at Econpapers || Download paper

  25. THE DYNAMICS OF HOUSE PRICES AND FISCAL POLICY SHOCKS IN TURKEY. (2019). Yacibai, Ozge Filiz ; Yildirim, Mustafa Ozan.
    In: Economic Annals.
    RePEc:beo:journl:v:64:y:2019:i:220:p:39-59.

    Full description at Econpapers || Download paper

  26. Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Rohloff, Hannes ; Maxand, Simone ; Herwartz, Helmut.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:354.

    Full description at Econpapers || Download paper

  27. 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

  28. Effect Analysis of Real Estate Price and Monetary Policy: An Empirical Study Based on China Macroeconomic Data. (2018). Su, Liang ; Li, Lin ; Chen, Shaozhen ; Lin, LI.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:5:y:2018:i:2:p:158-167.

    Full description at Econpapers || Download paper

  29. 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.

    Full description at Econpapers || Download paper

  30. 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

  31. Is there an optimal level of housing wealth in the long-run? Theory and evidence. (2018). Yetkiner, Hakan ; Nazlioglu, Saban.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:257-267.

    Full description at Econpapers || Download paper

  32. Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

    Full description at Econpapers || Download paper

  33. Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Katrakilidis, Constantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201765.

    Full description at Econpapers || Download paper

  34. 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

  35. 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

  36. Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:314.

    Full description at Econpapers || Download paper

  37. Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

    Full description at Econpapers || Download paper

  38. Amortization requirements and household indebtedness: An application to Swedish-style mortgages. (2017). Hull, Isaiah.
    In: European Economic Review.
    RePEc:eee:eecrev:v:91:y:2017:i:c:p:72-88.

    Full description at Econpapers || Download paper

  39. Expectations-driven cycles in the housing market. (2017). Punzi, Maria Teresa ; Mendicino, Caterina ; Lambertini, Luisa .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:297-312.

    Full description at Econpapers || Download paper

  40. Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172082.

    Full description at Econpapers || Download paper

  41. House prices and monetary policy in the euro area: evidence from structural VARs. (2017). Roma, Moreno ; Nocera, Andrea .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172073.

    Full description at Econpapers || Download paper

  42. 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

  43. Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan.
    In: Working Paper.
    RePEc:bno:worpap:2017_21.

    Full description at Econpapers || Download paper

  44. 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

  45. Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy. (2016). GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:83:y:2016:i:2:p:609-624.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  47. 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

  48. 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

  49. Order flow information and spot rate dynamics. (2016). Rime, Dagfinn ; Evans, Martin ; Martin, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:69:y:2016:i:c:p:45-68.

    Full description at Econpapers || Download paper

  50. The economic drivers of differences in house price inflation rates across MSAs. (2016). Zietz, Joachim ; Füss, Roland ; Fuss, Roland ; ROLAND FÜSS, .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:31:y:2016:i:c:p:35-53.

    Full description at Econpapers || Download paper

  51. The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161967.

    Full description at Econpapers || Download paper

  52. The Economic Drivers of Differences in House Price Inflation Rates across MSAs. (2015). Zietz, Joachim ; Füss, Roland ; Fuess, Roland.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2015:26.

    Full description at Econpapers || Download paper

  53. A comparison of two housing markets. (2014). Wu, Shu ; Tan, Zhengxun .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:2:p:118-124.

    Full description at Econpapers || Download paper

  54. 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

  55. Effects of Monetary Policy on the REIT Returns. (2014). Ben maatoug, Abderrazak ; Ftiti, Z ; Chawechi, S ; Fatnassi, I.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-63.

    Full description at Econpapers || Download paper

  56. Effects of Monetary Policy on the REIT Returns - Evidence from the United Kingdom. (2014). Ben Maatoug, A. ; Chawechi, S. ; Fatnassi, I..
    In: Working Papers.
    RePEc:ipg:wpaper:2014-063.

    Full description at Econpapers || Download paper

  57. Effects of monetary policy on the REIT returns: Evidence from the United Kingdom. (2014). Ftiti, Zied ; Fatnassi, Ibrahim ; Ben maatoug, Abderrazak ; Slim, Chaouachi .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:32:y:2014:i:c:p:15-26.

    Full description at Econpapers || Download paper

  58. 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

  59. The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?. (2014). Tse, Chin-Bun ; Rodgers, Timothy ; Niklewski, Jacek .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:518-530.

    Full description at Econpapers || Download paper

  60. House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models. (2014). Robstad, Orjan.
    In: Working Paper.
    RePEc:bno:worpap:2014_05.

    Full description at Econpapers || Download paper

  61. House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach. (2013). GUPTA, RANGAN ; Razak, Aarifah ; Nyakabawo, Wendy ; Aye, Goodness C. ; Kaninda, Alain .
    In: Working Papers.
    RePEc:pre:wpaper:201309.

    Full description at Econpapers || Download paper

  62. MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Simo -Kengne, Beatrice D. ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201302.

    Full description at Econpapers || Download paper

  63. Debt Dynamics and Monetary Policy: A Note. (2013). Laséen, Stefan ; Strid, Ingvar ; Laseen, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0283.

    Full description at Econpapers || Download paper

  64. Housing cycles and macroeconomic fluctuations: A global perspective. (2013). Cesa-Bianchi, Ambrogio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:215-238.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  66. Economic uncertainty and the effectiveness of monetary policy. (2013). Sola, Sergio ; Natvik, Gisle ; Aastveit, Knut Are.
    In: Working Paper.
    RePEc:bno:worpap:2013_17.

    Full description at Econpapers || Download paper

  67. 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

  68. Housing starts in Canada, Japan, and the United States: Do forecasters herd?. (2012). Pierdzioch, Christian ; Rulke, JanChristoph ; Stadtmann, Georg.
    In: Discussion Papers.
    RePEc:zbw:euvwdp:320.

    Full description at Econpapers || Download paper

  69. 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

  70. The Stability of the German Housing Market. (2012). Voigtländer, Michael ; Voigtlander, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:43315.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  72. Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?. (2012). Pierdzioch, Christian ; Rulke, Jan-Christoph ; Stadtmann, Georg.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:3:p:754-773.

    Full description at Econpapers || Download paper

  73. Housing Cycles and Macroeconomic Fluctuations: A Global Perspective. (2012). Cesa-Bianchi, Ambrogio.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:4085.

    Full description at Econpapers || Download paper

  74. 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

  75. Expectations-driven cycles in the housing market. (2012). Punzi, Maria Teresa ; Mendicino, Caterina ; Lambertini, Luisa .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2012_002.

    Full description at Econpapers || Download paper

  76. 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

  77. The housing price boom of the late 1990s: Did inflation targeting matter?. (2010). Mésonnier, Jean-Stéphane ; Frappa, Sébastien ; Mesonnier, Jean-Stephane.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:4:p:243-254.

    Full description at Econpapers || Download paper

  78. Expectations-Driven Cycles in the Housing Market. (). Punzi, Maria Teresa ; Mendicino, Caterina ; Lambertini, Luisa.
    In: Discussion Papers.
    RePEc:not:notcfc:12/08.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Assenmacher-Wesche, K., Gerlach, S., 2008a. Financial structure and the impact of monetary policy on asset prices. Swiss National Bank Working Paper 2008/16.

  2. Assenmacher-Wesche, K., Gerlach, S., 2008b. Monetary policy, asset prices and macroeconomic conditions: a panel-VAR study. National Bank of Belgium Working Paper 149.
    Paper not yet in RePEc: Add citation now

  3. Bagliano, F.C. ; Favero, C.A. Measuring monetary policy with VAR models: an evaluation. 1998 European Economic Review. 42 1069-1112

  4. Bernanke, ; Ben, S. ; Mark Gertler, ; Simon Gilchrist, The financial accelerator in a quantitative business cycle framework. 2000 En : . Elsevier Science: New York
    Paper not yet in RePEc: Add citation now

  5. Bernanke, B. ; Boivin, J. ; Eliaz, P. Measuring the effects of monetary policy: a factor augmented vector autoregressive (FAVAR) approach. 2005 Quarterly Journal of Economics. 120 387-422

  6. Bernanke, B. ; Gertler, M. Agency costs, net worth and business fluctuations. 1989 American Economic Review. 79 14-31

  7. Bernanke, B. ; Kuttner, K.N. What explains the stock market's reaction to federal reserve policy?. 2005 Journal of Finance. 60 1221-1257

  8. Bjørnland, H.C. Monetary policy and exchange rate interactions in a small open economy. 2008 Scandinavian Journal of Economics. 110 197-221

  9. Bjørnland, H.C. Monetary policy and exchange rate overshooting: Dornbusch was right after all. 2009 Journal of International Economics. 79 64-77

  10. Bjørnland, H.C., Halvorsen, J.I., 2008. How does monetary policy respond to exchange rate movements? New international evidence. Norges Bank Working Paper 2008/15.

  11. Bjørnland, H.C., Jacobsen D.H., 2008. The role of house prices in the monetary policy transmission mechanism in the U.S. Norges Bank Working Paper 2008/24.

  12. Blanchard, O. ; Quah, D. The dynamic effects of aggregate demand and supply disturbances. 1989 American Economic Review. 79 655-673

  13. Brissimis, S.N. ; Magginas, N.S. Forward looking information in VAR models and the price puzzle. 2006 Journal of Monetary Economics. 53 1225-1234

  14. Chowdhury, I. ; Hoffmann, M. ; Schabert, A. Inflation dynamics and the cost channel of monetary transmission. 2006 European Economic Review. 50 995-1016

  15. Christiano, L. ; Eichenbaum, M. ; Evans, C.L. Nominal rigidities and the dynamic effects of a shock to monetary policy. 2005 Journal of Political Economy. 113 1-45

  16. Christiano, L.J. ; Eichenbaum, M. ; Evans, C.L. Monetary policy shocks: what have we learned and to what end?. 1999 En : . Elsevier Science: New York

  17. Clarida, R. ; Gali, J. Sources of real exchange rate fluctuations: how important are nominal shocks?. 1994 Carnegie-Rochester Conference Series on Public Policy. 41 1-56

  18. Clarida, R.J. ; Galí, M. ; Gertler, Monetary policy rules and macroeconomic stability: evidence and some theory. 2000 Quarterly Journal of Economics. 115 147-180

  19. Clarida, R.J. ; Galí, M. ; Gertler, Optimal monetary policy in open versus closed economies: an integrated approach. 2001 American Economic Review Papers and Proceeding. 91 248-252

  20. Doan, T. Rats Manual. Version 6. 2004 Estima: Evanston, IL
    Paper not yet in RePEc: Add citation now

  21. Englund, P. The Swedish banking crisis: roots and consequences. 1999 Oxford Review of Economic Policy. 15 80-97

  22. Faust, J. ; Rogers, J.H. Monetary policy's role in exchange rate behaviour. 2003 Journal of Monetary Economics. 50 1403-1424

  23. Faust, J. ; Swanson, E.T. ; Wright, J.H. Identifying VARS based on high frequency futures data. 2004 Journal of Monetary Economics. 51 1107-1131

  24. Giuliodori, M. The role of house prices in the monetary transmission mechanism across European countries. 2005 Scottish Journal of Political Economy. 52 519-543

  25. Goodhart, C. ; Hofmann, B. Asset prices, financial conditions, and the transmission of monetary policy. 2001 En : Proceedings from Federal Reserve Bank of San Francisco. :

  26. Greenspan, A., 2001. Opening remarks at a symposium sponsored by the Federal Reserve Bank of Kansas City. Jackson Hole, Wyoming, August 31.
    Paper not yet in RePEc: Add citation now
  27. Iacoviello, M ; Minetti, R. . 2003 Manchester School, University of Manchester:
    Paper not yet in RePEc: Add citation now

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

  29. Iacoviello, M. ; Minetti, R. The credit channel of monetary policy: evidence from the housing market. 2008 Journal of Macroeconomics. 30 69-96

  30. International Monetary Fund, 2008. The changing housing cycle and the implications for monetary policy. World Economic Outlook, April 2008, pp. 103–132.
    Paper not yet in RePEc: Add citation now
  31. International Monetary Fund, 2009. Lessons from asset price fluctuations for monetary policy. World Economic Outlook, October 2009, pp. 1–28.
    Paper not yet in RePEc: Add citation now

  32. Obstfeld, M. Floating exchange rates: experience and prospects. 1985 Brookings Papers on Economic Activity. 2 369-450

  33. Olsen, K., Qvigstad, J.F., Røisland, Ø., 2002. Monetary policy in real time: the role of simple rules. BIS Papers No. 19.
    Paper not yet in RePEc: Add citation now

  34. Ravenna, F. ; Walsh, C.E. Optimal monetary policy with the cost channel. 2006 Journal of Monetary Economics. 53 199-216

  35. Rigobon, R. ; Sack, B. The impact of monetary policy on asset prices. 2004 Journal of Monetary Economics. 51 1553-1575

  36. Rotemberg, J.J. ; Woodford, M. An optimization-based econometric framework for the evaluation of monetary policy. 1997 En : Bernanke, B.S. ; Rotember, J.J. NBER Macroeconomics Annual 1997. MIT Press: Cambridge, MA

  37. Sims, C.A. Interpreting the macroeconomic time series facts: the effects of monetary policy. 1992 European Economic Review. 36 975-1011

  38. Sims, C.A. Macroeconomics and reality. 1980 Econometrica. 48 1-48

  39. Sims, C.A. ; Zha, T. Error bands for impulse responses. 1999 Econometrica. 67 1113-1156

  40. Sveen, T., 2000. Tayloring the Norwegian interest rates. Essay 3 in Five essays on credibility, monetary policy rules and inflation targeting. Doctoral dissertation, Norwegian School of Economics and Business Administration, Bergen.
    Paper not yet in RePEc: Add citation now

  41. Svensson, L.E.O. Inflation forecast targeting: implementing and monitoring inflation targets. 1997 European Economic Review. 41 1111-1146

  42. Svensson, L.E.O. Open-economy inflation targeting. 2000 Journal of International Economics. 50 155-183

  43. Sveriges Riksbank, 2007. Monetary policy in Sweden. http://www.riksbank.se.
    Paper not yet in RePEc: Add citation now
  44. Vale, B., 2004. The Norwegian banking crisis’. In: Moe, T.G., Solheim, J.A., Vale, B. (Eds.). The Norwegian Banking Crisis. Norges Bank Occasional Papers, No. 33, pp. 1–21.
    Paper not yet in RePEc: Add citation now

  45. Woodford, M. Optimal interest-rate smoothing. 2003 Review of Economic Studies. 70 861-886

  46. Zettelmeyer, J. The impact of monetary policy on the exchange rate: evidence from three small open economies. 2004 Journal of Monetary Economics. 51 635-652

Cocites

Documents in RePEc which have cited the same bibliography

  1. Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data. (2020). Wohar, Mark ; Plakandaras, Vasilios ; Katrakilidis, Constantinos ; GUPTA, RANGAN.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1581-x.

    Full description at Econpapers || Download paper

  2. Earnings Transparency, Cost of Debt and Cost of Equity: A Cross-Country Examination. (2020). da Silva, Aldy Fernandes ; Beiruth, Aziz Xavier ; Sampaio, Joelson Oliveira ; Flores, Eduardo.
    In: International Business Research.
    RePEc:ibn:ibrjnl:v:13:y:2020:i:10:p:115.

    Full description at Econpapers || Download paper

  3. Stress testing the German mortgage market. (2019). Schmidt, Alexander ; Koban, Anne ; Haenle, Philipp ; Barasinska, Nataliya.
    In: Discussion Papers.
    RePEc:zbw:bubdps:172019.

    Full description at Econpapers || Download paper

  4. Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Rohloff, Hannes ; Maxand, Simone ; Herwartz, Helmut.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:354.

    Full description at Econpapers || Download paper

  5. 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

  6. The impact of monetary policy on household borrowing - a high-frequency IV identification. (2018). Sandstrom, Maria.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0351.

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

  8. Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Katrakilidis, Constantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201765.

    Full description at Econpapers || Download paper

  9. House price to income ratio and fundamentals: Evidence on long-horizon forecastability. (2017). Chen, Nan-Kuang ; Cheng, Han-Liang .
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:22:y:2017:i:3:p:293-311.

    Full description at Econpapers || Download paper

  10. Heterogeneous Mortgage Markets: Implications for Business Cycles and Welfare in the EMU. (2017). Mayer, Eric ; Gareis, Johannes .
    In: German Economic Review.
    RePEc:bla:germec:v:18:y:2017:i:2:p:133-153.

    Full description at Econpapers || Download paper

  11. Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level. (2016). Oxley, Les ; Hu, Yang.
    In: Working Papers in Economics.
    RePEc:wai:econwp:16/06.

    Full description at Econpapers || Download paper

  12. 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

  13. Monetary Policy, Private Debt and Financial Stability Risks. (2016). Granziera, Eleonora ; Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-59.

    Full description at Econpapers || Download paper

  14. Housing Bubbles and Monetary Policy: A Reassessment. (2015). O'Meara, Graeme.
    In: Open Access publications.
    RePEc:ucn:oapubs:10197/6435.

    Full description at Econpapers || Download paper

  15. Monetary and Macroprudential Policies under Fixed and Variable Interest Rates. (2015). Rubio, Margarita.
    In: Discussion Papers.
    RePEc:not:notcfc:15/10.

    Full description at Econpapers || Download paper

  16. Asymmetric interest rate pass-through in the U.S., the U.K. and Australia: New evidence from selected individual banks. (2015). Cooray, Arusha ; Apergis, Nicholas.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:45:y:2015:i:c:p:155-172.

    Full description at Econpapers || Download paper

  17. Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China. (2014). Hamori, Shigeyuki ; Chen, Guifu ; Liu, Shenglong .
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:34:p:4190-4204.

    Full description at Econpapers || Download paper

  18. Bubbles and Central Banks: Historical Perspectives. (2014). Schnabel, Isabel ; Brunnermeier, Markus.
    In: Working Papers.
    RePEc:jgu:wpaper:1411.

    Full description at Econpapers || Download paper

  19. Towards an explanation of cross-country asymmetries in monetary transmission. (2014). Georgiadis, Georgios.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:39:y:2014:i:pa:p:66-84.

    Full description at Econpapers || Download paper

  20. House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models. (2014). Robstad, Orjan.
    In: Working Paper.
    RePEc:bno:worpap:2014_05.

    Full description at Econpapers || Download paper

  21. FORECASTING INFLATION WITH A FINANCIAL CONDITIONS INDEX: THE CASE OF SINGAPORE. (2013). Chow, Hwee Kwan.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500097.

    Full description at Econpapers || Download paper

  22. On Chinas monetary policy and asset prices. (2013). Luo, Dan ; Yao, Shujie ; Loh, Lixia .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:5:p:377-392.

    Full description at Econpapers || Download paper

  23. The Monetary Policy Implications of Behavioral Asset Bubbles. (2013). ap Gwilym, Rhys.
    In: Southern Economic Journal.
    RePEc:sej:ancoec:v:80:1:y:2013:p:252-270.

    Full description at Econpapers || Download paper

  24. Does Expansionary Monetary Policy Cause Asset Price Booms; Some Historical and Empirical Evidence. (2013). Landon-Lane, John ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19585.

    Full description at Econpapers || Download paper

  25. What Explains House Price Booms?: History and Empirical Evidence.. (2013). Landon-Lane, John ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19584.

    Full description at Econpapers || Download paper

  26. Macroprudential Policies for a Resource Rich Economy The Case of Mongolia. (2013). Imam, Patrick ; Ojima, Yasuhisa ; Maino, Rodolfo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/018.

    Full description at Econpapers || Download paper

  27. Does expansionary monetary policy cause asset price booms? some historical and empirical evidence. (2013). Landon-Lane, John ; Bordo, Michael D..
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:16:y:2013:i:2:p:04-52.

    Full description at Econpapers || Download paper

  28. Towards an explanation of cross-country asymmetries in monetary transmission. (2012). Georgiadis, Georgios.
    In: Discussion Papers.
    RePEc:zbw:bubdps:072012.

    Full description at Econpapers || Download paper

  29. Monetary transmission and the financial sector in the Czech Republic. (2012). Matějů, Jakub ; Horvath, Roman ; Havranek, Tomas ; Matj, Jakub.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:45:y:2012:i:3:p:135-155.

    Full description at Econpapers || Download paper

  30. The Role of State Intervention in the Financial Sector: Crisis Prevention, Containment and Resolution. (2012). Yoon Je Cho, .
    In: Chapters.
    RePEc:elg:eechap:14483_9.

    Full description at Econpapers || Download paper

  31. House price, mortgage premium, and business fluctuations. (2012). Chen, Nan-Kuang ; Mao, Ching-Sheng ; Cheng, Han-Liang .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1388-1398.

    Full description at Econpapers || Download paper

  32. Macro-Financial Linkages: evidence from country-specific VARs. (2012). Jeanfils, Philippe ; Guarda, Paolo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8875.

    Full description at Econpapers || Download paper

  33. Housing Equity Withdrawal, Property Bubbles and Consumption. (2012). Lydon, Reamonn ; O'Hanlon, Niall .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:05/rt/12.

    Full description at Econpapers || Download paper

  34. Macro-financial linkages: Evidence from country-specific VARs. (2012). Jeanfils, Philippe ; Guarda, Paolo.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp071.

    Full description at Econpapers || Download paper

  35. Liquidity and Asset Prices: How Strong Are the Linkages?. (2011). Wolters, Juergen ; Dreger, Christian.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:144573.

    Full description at Econpapers || Download paper

  36. Asset Price and Monetary Policy - The Effect of Expectation Formation. (2011). Chen, Nan-Kuang ; Cheng, Han-Liang .
    In: Working Papers.
    RePEc:hkm:wpaper:032011.

    Full description at Econpapers || Download paper

  37. Liquidity and Asset Prices: How Strong are the Linkages?. (2011). Wolters, Juergen ; Dreger, Christian.
    In: Review of Economics & Finance.
    RePEc:bap:journl:110104.

    Full description at Econpapers || Download paper

  38. Concluding Comments: The SNBs Monetary Policy Framework Ten Years On. (2010). Kohli, Ulrich .
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2010-i-20.

    Full description at Econpapers || Download paper

  39. 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

  40. The Role of State Intervention in the Financial Sector : Crisis Prevention, Containment, and Resolution. (2010). Yoon Je Cho, .
    In: Finance Working Papers.
    RePEc:eab:financ:23013.

    Full description at Econpapers || Download paper

  41. On the Link Between Credit Procyclicality and Bank Competition. (2010). Mignon, Valérie ; López Villavicencio, Antonia ; Bouvatier, Vincent ; Lopez-Villavicencio, Antonia.
    In: Working Papers.
    RePEc:cii:cepidt:2010-25.

    Full description at Econpapers || Download paper

  42. MONETARY POLICY AND ASSET PRICES IN A SMALL OPEN ECONOMY: A FACTOR-AUGMENTED VAR ANALYSIS FOR SINGAPORE. (2009). Chow, Hwee Kwan ; Choy, Keen Meng.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500043.

    Full description at Econpapers || Download paper

  43. Are all the sacred cows dead ? implications of the financial crisis for macro and financial policies. (2009). Servén, Luis ; Demirguc-Kunt, Asli.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4807.

    Full description at Econpapers || Download paper

  44. Monetary Policy and Asset Prices in a Small Open Economy: A Factor-Augmented VAR Analysis for Singapore. (2009). Chow, Hwee Kwan ; CHOY, KEEN MENG.
    In: Working Papers.
    RePEc:siu:wpaper:11-2009.

    Full description at Econpapers || Download paper

  45. The great moderation of the term structure of UK interest rates. (2009). Surico, Paolo ; mumtaz, haroon ; Bianchi, Francesco.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:6:p:856-871.

    Full description at Econpapers || Download paper

  46. Monetary Policy Transmission and House Prices: European Cross Country Evidence. (2009). Wollmershäuser, Timo ; Hülsewig, Oliver ; Carstensen, Kai ; Hulsewig, Oliver ; Wollmershauser, Timo.
    In: Working Paper / FINESS.
    RePEc:diw:diwfin:diwfin7.4.

    Full description at Econpapers || Download paper

  47. Monetary Policy Transmission and House Prices: European Cross-country Evidence. (2009). Wollmershäuser, Timo ; Hülsewig, Oliver ; Carstensen, Kai ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2750.

    Full description at Econpapers || Download paper

  48. Internationale Finanzkrise und die Geldpolitik der Europäischen Zentralbank. (2009). Manfred J. M. Neumann, ; Manfred J. M. Neumann, .
    In: Perspektiven der Wirtschaftspolitik.
    RePEc:bla:perwir:v:10:y:2009:i:4:p:367-388.

    Full description at Econpapers || Download paper

  49. Attempts of the European Union to Conteina the Financial Crisis. (2009). Petkova, Ivanka .
    In: Economic Studies journal.
    RePEc:bas:econst:y:2009:i:1:p:119-135.

    Full description at Econpapers || Download paper

  50. On China’s Monetary Policy and Asset Prices. (). Luo, Dan ; Yao, Shujie ; Loh, Lixia .
    In: Discussion Papers.
    RePEc:not:notgep:11/04.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-30 20:59:44 || 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.