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

create a website
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

Cited: 8

Citations received by this document

Cites: 57

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

    Full description at Econpapers || Download paper

  2. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2019). Wong, Wing-Keung ; GUPTA, RANGAN ; Lv, Zhihui.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:10:p:2776-:d:231284.

    Full description at Econpapers || Download paper

  3. Property heterogeneity and convergence club formation among local house prices. (2019). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:43:y:2019:i:c:p:1-13.

    Full description at Econpapers || Download paper

  4. Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy.
    In: Economics Letters.
    RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

    Full description at Econpapers || Download paper

  5. Property Heterogeneity and Convergence Club Formation among Local House Prices. (2018). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark.
    In: Working Paper series.
    RePEc:rim:rimwps:18-35.

    Full description at Econpapers || Download paper

  6. 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

  7. High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach. (2018). Marfatia, Hardik ; GUPTA, RANGAN ; Nyakabawo, Wendy.
    In: Working Papers.
    RePEc:pre:wpaper:201817.

    Full description at Econpapers || Download paper

  8. HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY. (2018). GUPTA, RANGAN ; Marfatia, Hardik A ; Nyakabawo, Wendy.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:22:y:2018:i:1:p:204-229.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pko254-31978

  1. André, C., Gupta, R., and Kanda, P.T. (2012). Do house prices impact consumption and interest rate? Evidence from OECD countries using an agnostic identification procedure, Applied Economics Quarterly, 58 (1), 19-70. Assenmacher-Wesche, K. and Gerlach S. (2008). Ensuring financial stability: financial structure and the impact of monetary policy on asset prices. Iew working papers, Institute for Empirical Research in Economics - University of Zurich, No. 361.

  2. Balcilar, M., Gupta, R., and Miller, S.M. (2014). Housing and the great depression. Applied Economics, 46(24), 2966-2981.

  3. Beltratti, A. and C. Morana (2010). International house prices and macroeconomic fluctuations. Journal of Banking and Finance, 34, 533-545.

  4. Bjørnland, H. and 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. and 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. Bjørnland, H. and Leitemo, K. (2009). Identifying the interdependence between US monetary policy and the stock market. Journal of Monetary Economics, 56, 275- 282.

  7. Blanchard, O.J. and Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79 (4), 655–673.

  8. Bouchouicha, R. and Ftiti Z. (2012). Real estate markets and the macroeconomy: A dynamic coherence framework. Economic Modelling, 29, 1820-1829.

  9. Brooks, C. and Tsolacos S. (1999). The Impact of economic and financial factors on UK property performance. Journal of Property Research, 16 (2), 139-152.

  10. Canova F. and Gambetti, L. (2010). Do expectations matter? The great moderation revisited. American Economic Journal: Macroeconomics, 2 (3), 183-205.

  11. Carstensen, K., Hulsewig, O. and Wollmershaauser, T. (2009) Monetary policy transmission and house prices: European cross-country evidence. Working paper 7, European Commission.

  12. Case, K., Quigley, J., and Shiller, R., (2013). Wealth effects revisited: 1975-2012. NBER Working Paper No. 18667.

  13. Case, K.E. and Shiller, R.J., (2003) Is there a bubble in the housing market? Brookings Papers on Economic Activity, 2.

  14. Cogley, T. and Sargent, T. (2005). Drifts and volatilities: monetary policies and outcomes in the post WWII US. Review of Economic Dynamics, 8 (2), 262-302.

  15. Del Negro, M. and C. Otrok. (2007). 99 Luftballons: Monetary policy and the house price boom across U.S. States. Journal of Monetary Economics, 54, 1962-1985.

  16. Demary, M., (2010). The interplay between output, inflation, interest rates and house prices. International evidence Journal of Property Research, 27 (1), 1-17.

  17. Dickey, D. and Fuller, W. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica, 49, 1057–1072.

  18. Elliott G., Rothenberg T. and Stock J. (1996). Efficient tests for an autoregressive unit root. Econometrica. 64 (4), 813-836.

  19. Emirmahmutoglu, F., Balcilar, M., Apergis, N., Simo-Kengne, B.D., Chang, T., and Gupta, R. (2016). Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. Regional Studies, 50 (10), 1728-1741.

  20. Gadea, M.D. and Perez-Quiros G. (2015). The failure to predict the Great Recession. A view through the role of credit. Journal of the European Economic Association, 13, 534-559.

  21. Gattini, I. and P. Hiebert (2010). Forecasting and assessing euro area house prices through the lens of key fundamentals. ECB Working Paper, No. 1249.

  22. Gelain, P. and Lansing, K.J. (2014). House prices, expectations and time-varying fundamentals. Journal of Empirical Finance, 29, 3-25.

  23. Goodhart, C. and Hofmann, B. (2001). Asset prices, financial conditions and the transmission of monetary policy. Conference on Asset Prices, Exchange Rates, and Monetary Policy, Stanford University.
    Paper not yet in RePEc: Add citation now
  24. Guerrieri, L. and Iacoviello, M. (2013). Collateral constraints and macroeconomic asymmetries. Journal of Monetary Economics, 90, 28-49.

  25. Gupta, R and Kabundi, A. and Miller, S.M. (2011) Forecasting the US real house price index: structural and non-structural models with and without fundamentals. Economic Modelling, 28, 2013–2021.

  26. Gupta, R., Jurgilas, M., Kabundi, A., and 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.

  27. Gupta, R., Miller, S.M., and van Wyk, D. (2012b). Financial market liberalization, monetary policy, and housing price dynamics. International Business & Economics Research Journal. 11 (1), 69-82 Iacoviello, M. (2012). Housing Wealth and Consumption. International Encyclopedia of Housing and Home, 673-678, Elsevier.
    Paper not yet in RePEc: Add citation now
  28. Iacoviello, M., and Minetti, R. (2003), Financial liberalisation and the sensitivity of house prices to monetary policy: Theory and evidence. The Manchester School, 71 (1), 20–34.

  29. Iacoviello, M., and Minetti, R. (2008). The credit channel of monetary policy: evidence from the housing market. Journal of Macroeconomics, 30 (1), 69-96.

  30. Iacoviello, M., and Neri, S. (2010). Housing market spillovers: Evidence from an estimated DSGE model. American Economic Journal: Macroeconomics, 2, 125–164.

  31. International Monetary Fund (2009). World Economic Outlook (April).

  32. Jarocinski M. and Smets F. (2008). House prices and the stance of monetary policy. Federal Reserve Bank of St. Louis Review, 339-370.

  33. Kahn, J. (2008) What drives housing prices? Federal Reserve Bank of New York Staff Reports, no. 345.
    Paper not yet in RePEc: Add citation now
  34. Katrakilidis, K. and Trachanas, E. (2013) What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration. Economic Modelling, 29, 1064-1069.

  35. Koop, G., Leon-Gonzalez, R. and Strachan, R.W. (2009). On the evolution of the monetary policy transmission mechanism. Journal of Economic Dynamics and Control, 33, 997-1017.

  36. Korobilis, B. (2013) Hierarchical shrinkage priors for dynamic regressions with many predictors. International Journal of Forecasting, 29, 43–59.

  37. Leamer, E.E. (2007). Housing is the business cycle. NBER Working Paper No. 13428.

  38. Leung, C (2004) Macroeconomics and housing: a review of the literature. Journal of Housing Economics 13 (4):249-267.

  39. Leung, C. (2004). Macroeconomics and housing: a review of the literature. Journal of Housing Economics, 13(4), 249-267.

  40. Liu, Z., Wang, P., and Zha, T. (2013). Land-price dynamics and macroeconomic fluctuations. Econometrica, 81, 1147–1184.

  41. Matsuyama, K. (1999). Residential investment and the current account. Journal of International Economics, 28 (1-2), 137-153.
    Paper not yet in RePEc: Add citation now
  42. Mian, A. R., Rao, K., and Sufi, A. (2013). Household balance sheets, consumption, and the economic slump. The Quarterly Journal of Economics, 128 (4), 1687-1726.

  43. Miller, N., Peng L., and Sklarz, M., 2011. House prices and economic growth. Journal of Real Estate Finance and Economics, 42 (4), 522-541.

  44. Musso, A., Neri S., and Stracca L. (2011). Housing, consumption and monetary policy: How different are the US and the euro area? Journal of Banking & Finance, 35 (11), 3019-3041.

  45. Ng, S. and Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69, 1519–1554.

  46. Nyakabawo, W., Miller, S.M., Balcilar, M., Das, S., and Gupta, R. (2015). Temporal causality between house prices and output in the U.S.: A bootstrap rollingwindow approach. North American Journal of Economics and Finance, 33 (1), 55-73.

  47. Phillips, P. and Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75, 335–346.
    Paper not yet in RePEc: Add citation now
  48. Plakandaras, V., Gupta R., Gogas P. and Papadimitriou T. (2015). Forecasting the U.S. real house price index. Economic Modelling, 45, 259-267.

  49. Rahal, C. (2016). Housing markets and unconventional monetary policy. Journal of Housing Economics, 32, 67-80.

  50. Reinhart, C.-M. and Rogoff K. (2009). This Time Is Different: Eight Centuries of Financial Folly. Princeton, New Jersey: Princeton University.

  51. Simo-Kengne, B.D., Miller, S., Gupta, R. and Aye, C. (2015) Time-varying effects of housing and stock returns on U.S. consumption. Journal of Real Estate Finance and Economics, 50, 339–354.

  52. Simo-Kengne, B.D., Miller, S.M., Gupta, R., and 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.

  53. Snowden N. (2015) What really caused the Great Recession? Rhyme and repetition in a theme from the 1930s. Cambridge Journal of Economics, 39 (1), 1245–1262.

  54. Stock, J.H. and Watson, M.W. (2003). Forecasting output and inflation: The role of asset prices. Journal of Economic Literature, XLI, 788-829.

  55. Stock, J.H. and Watson, M.W. (2012). Disentangling the Channels of the 2007-2009 Recession. NBER Working Paper, No. 18094 Terrones, M. and Otrok, C. (2004). The global house price boom, World Economic Outlook, 71–89.

  56. Tsatsaronis, K. and Zhu, H. (2004). What drives housing price dynamics: crosscountry evidence. Bank of International Settlements Quarterly Review (March), 65-78.
    Paper not yet in RePEc: Add citation now
  57. Zhou, X. and Carroll, C. D. (2012). Dynamics of wealth and consumption: new and improved measures for U.S. states. The B.E. Journal of Macroeconomics, 12, 1- 44.

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. .

    Full description at Econpapers || Download paper

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

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

    Full description at Econpapers || Download paper

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. 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

  30. House Price, Mortgage Premium, and Business Fluctuations. (2011). Chen, Nan-Kuang ; Mao, Ching-Sheng ; Cheng, Han-Liang .
    In: Working Papers.
    RePEc:hkm:wpaper:192011.

    Full description at Econpapers || Download paper

  31. 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

  32. Price stability and financial imbalances: rethinking the macrofinancial framework after the 2007-8 financial crisis. (2011). Panzera, Fabio S..
    In: FSES Working Papers.
    RePEc:fri:fribow:fribow00423.

    Full description at Econpapers || Download paper

  33. 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

  34. 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

  35. Are All the Sacred Cows Dead? Implications of the Financial Crisis for Macro- and Financial Policies. (2010). Servén, Luis ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Serven, Luis.
    In: World Bank Research Observer.
    RePEc:oup:wbrobs:v:25:y:2010:i:1:p:91-124.

    Full description at Econpapers || Download paper

  36. Counter-cyclical Economic Policy. (2010). Sutherland, Douglas ; Röhn, Oliver ; Hoeller, Peter ; Égert, Balázs ; Rohn, Oliver.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:760-en.

    Full description at Econpapers || Download paper

  37. 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

  38. 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

  39. 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

  40. 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

  41. 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

  42. 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

  43. Geldpolitik und Vermögensmärkte. (2009). Wolters, Juergen ; Dreger, Christian.
    In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
    RePEc:diw:diwvjh:78-1-5.

    Full description at Econpapers || Download paper

  44. 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

  45. The Monetary Policy Implications of Behavioral Asset Bubbles. (2009). ap Gwilym, Rhys.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2009/18.

    Full description at Econpapers || Download paper

  46. 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

  47. The housing price boom of the late ’90s: did inflation targeting matter?. (2009). Mésonnier, Jean-Stéphane ; Frappa, Sébastien ; Mesonnier, J-S., .
    In: Working papers.
    RePEc:bfr:banfra:255.

    Full description at Econpapers || Download paper

  48. Securitization of Mortgage Debt, Asset Prices and International Risk Sharing. (2008). Nitschka, Thomas ; Hoffmann, Mathias.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:376.

    Full description at Econpapers || Download paper

  49. Liquidity, inflation and asset prices in a time-varying framework for the euro area. (2008). Peersman, Gert ; Baumeister, Christiane ; Durinck, Eveline .
    In: Working Paper Research.
    RePEc:nbb:reswpp:200810-17.

    Full description at Econpapers || Download paper

  50. Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area. (). Peersman, Gert ; Baumeister, Christiane ; Durinck, Eveline .
    In: Discussion Papers.
    RePEc:not:notcfc:08/06.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-30 23:55:27 || 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.