Nothing Special   »   [go: up one dir, main page]
create a website
How do central banks react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor.
In: Economic Modelling.
RePEc:eee:ecmode:v:29:y:2012:i:3:p:641-653.

Full description at Econpapers || Download paper

Cited: 27

Citations received by this document

Cites: 38

References cited by this document

Cocites: 55

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. On the duration of sovereign ratings cycle phases. (2021). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526.

    Full description at Econpapers || Download paper

  2. Unconventional monetary policy reaction functions: evidence from the US. (2020). Sousa, Ricardo ; JAWADI, Fredj ; Dufrénot, Gilles ; Castro, Vitor ; Agnello, Luca.
    In: Post-Print.
    RePEc:hal:journl:hal-03101417.

    Full description at Econpapers || Download paper

  3. Unconventional monetary policy in a nonlinear quadratic model. (2020). Semmler, Willi ; Prakash, Loungani ; Willi, Semmler ; Timm, Faulwasser ; Marco, Gross.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:24:y:2020:i:5:p:19:n:6.

    Full description at Econpapers || Download paper

  4. Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4.

    Full description at Econpapers || Download paper

  5. HOW DID UNCONVENTIONAL MONETARY POLICY AFFECT ECONOMIC FORECASTS?. (2020). Pearce, Douglas ; Mitchell, Karlyn.
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:38:y:2020:i:1:p:206-220.

    Full description at Econpapers || Download paper

  6. Assessing financial and housing wealth effects through the lens of a nonlinear framework. (2017). Sousa, Ricardo ; JAWADI, Fredj ; Soparnot, Richard.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pb:p:840-850.

    Full description at Econpapers || Download paper

  7. MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION. (2017). Dufrénot, Gilles ; Khayat, Guillaume A ; Dufrenot, Gilles.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00.

    Full description at Econpapers || Download paper

  8. Monetary shocks, macroprudential shocks and financial stability. (2016). Tarassow, Artur ; Greenwood-Nimmo, Matthew.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:56:y:2016:i:c:p:11-24.

    Full description at Econpapers || Download paper

  9. The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model. (2016). Brana, Sophie ; Prat, Stephanie .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:26-34.

    Full description at Econpapers || Download paper

  10. The Taylor Rule, Wealth Effects and the Exchange Rate. (2016). Ordóñez, Javier ; Wang, Rudan ; Morley, Bruce ; Ordoez, Javier.
    In: Review of International Economics.
    RePEc:bla:reviec:v:24:y:2016:i:2:p:282-301.

    Full description at Econpapers || Download paper

  11. Is fiscal fatigue a threat to consolidation programmes?. (2015). Sousa, Ricardo ; Agnello, Luca.
    In: Environment and Planning C.
    RePEc:sae:envirc:v:33:y:2015:i:4:p:765-779.

    Full description at Econpapers || Download paper

  12. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model. (2015). GUPTA, RANGAN.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:14:y:2015:i:2:p:176-196.

    Full description at Econpapers || Download paper

  13. The Taylor Rule, Wealth Effects and the Exchange Rate. (2015). Ordóñez, Javier ; Morley, Bruce ; Wang, Rudan ; Ordoez, Javier.
    In: Working Papers.
    RePEc:jau:wpaper:2015/08.

    Full description at Econpapers || Download paper

  14. US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85.

    Full description at Econpapers || Download paper

  15. Dynamic information transfer in the United States housing and stock markets. (2015). I-Chun Tsai, .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:215-230.

    Full description at Econpapers || Download paper

  16. Residential versus financial wealth effects on consumption from a shock in interest rates. (2015). Navarro, Manuel Leon ; de Frutos, Rafael Flores .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:81-90.

    Full description at Econpapers || Download paper

  17. Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain. (2015). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:358-362.

    Full description at Econpapers || Download paper

  18. Fiscal Policy Shocks and the Dynamics of Asset Prices. (2014). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Public Finance Review.
    RePEc:sae:pubfin:v:42:y:2014:i:4:p:511-531.

    Full description at Econpapers || Download paper

  19. Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies. (2013). Sousa, Ricardo ; Mallick, Sushanta.
    In: Open Economies Review.
    RePEc:kap:openec:v:24:y:2013:i:4:p:677-694.

    Full description at Econpapers || Download paper

  20. Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending?. (2013). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2013-06..

    Full description at Econpapers || Download paper

  21. What determines the duration of a fiscal consolidation program?. (2013). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:113-134.

    Full description at Econpapers || Download paper

  22. Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices. (2013). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:25-36.

    Full description at Econpapers || Download paper

  23. Wealth effects on the housing markets: Do market liquidity and market states matter?. (2013). Lee, Chien-Chiang ; Peng, Chi-Lu ; Chen, Ming-Chi ; Zeng, Jhih-Hong .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:488-495.

    Full description at Econpapers || Download paper

  24. Political, Institutional, and Economic Factors Underlying Deficit Volatility. (2013). Sousa, Ricardo ; Agnello, Luca.
    In: Review of International Economics.
    RePEc:bla:reviec:v:21:y:2013:i:4:p:719-732.

    Full description at Econpapers || Download paper

  25. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P..
    In: Working Papers.
    RePEc:pre:wpaper:201224.

    Full description at Econpapers || Download paper

  26. Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation. (2012). Sousa, Ricardo ; JAWADI, Fredj.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:24/2012.

    Full description at Econpapers || Download paper

  27. How does fiscal policy react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:874-890.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Afonso, A. ; Sousa, R.M. What are the effects of fiscal policy on asset markets?. 2011 Economic Modelling. 28 1871-1890

  2. Agnello, L. ; Schuknecht, L. Booms and busts in housing markets: determinants and implications. 2011 Journal of Housing Economics. 20 171-190

  3. Aoki, K. ; Proudman, J. ; Vlieghe, G. House prices, consumption, and monetary policy: a financial accelerator approach. 2004 Journal of Financial Intermediation. 13 414-435

  4. Bernanke, B. ; Gertler, M. Should central banks respond to movements in asset prices?. 2001 American Economic Review. 91 253-257

  5. Blenman, L.P. A model of covered interest arbitrage under market segmentation. 1991 Journal of Money, Credit, and Banking. 23 706-717

  6. Blenman, L.P. Financial crisis: contagion effects, risk premiums and returns in equity and currency markets. 2004 International Review of Financial Analysis. 13 367-380

  7. Case, K. ; Shiller, R. ; Quigley, J. Comparing wealth effects: the stock market versus the housing market. 2005 Advances in Macroeconomics. 5 1-32

  8. Castro, V. Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule?. 2011 Journal of Financial Stability. 27 228-246

  9. Castro, V. The duration of economic expansions and recessions: more than duration dependence. 2010 Journal of Macroeconomics. 32 347-365

  10. Cecchetti, S. ; Genberg, H. ; Lipsky, J. ; Wadhwani, S. Asset prices and central bank policy. 2000 En : . CEPR and ICMB:
    Paper not yet in RePEc: Add citation now

  11. Chadha, J. ; Sarno, L. ; Valente, G. Monetary policy rules, asset prices, and exchange rates. 2004 IMF Staff Papers. 51 529-552

  12. Chirinko, R. ; de Haan, L. ; Sterken, E. Asset price shocks, real expenditures, and financial structure: a multi-country analysis. 2008 En : CESifo Working Paper No. 2342. :

  13. Christiano, L. ; Eichenbaum, M. ; Evans, C.L. The effects of monetary policy shocks: evidence from the Flow of Funds. 1996 The Review of Economics and Statistics. 78 16-34

  14. Dolado, J. ; Dolores, R. ; Naveira, M. Are monetary policy reaction functions asymmetric? The role of nonlinearity in the Phillips curve. 2005 European Economic Review. 49 485-503

  15. Granger, C. ; Teräsvirta, T. Modelling Nonlinear Economic Relationships. 1993 Oxford University Press: Oxford
    Paper not yet in RePEc: Add citation now

  16. Granville, B. ; Mallick, S.K. Monetary and financial stability in the euro area: pro-cyclicality versus trade-off. 2009 Journal of International Financial Markets, Institutions and Money. 19 662-674

  17. Hallett, A.H. Sustainable fiscal policies and budgetary risk under alternative monetary policy arrangements. 2008 Economic Change and Restructuring. 41 1-28

  18. Heim, J.J. Do government deficits crowd out consumer and investment spending. 2010 Journal of Academy of Business and Economics. 10 -
    Paper not yet in RePEc: Add citation now

  19. Iacoviello, M. Consumption, house prices and collateral constraints: a structural econometric analysis. 2004 Journal of Housing Economics. 13 305-321

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

  21. Iacoviello, M. ; Neri, S. Housing market spillovers: evidence from an estimated DSGE model. 2010 American Economic Journal: Macroeconomics. 2 125-164

  22. Leeper, E.M. ; Zha, T. Modest policy interventions. 2003 Journal of Monetary Economics. 50 1673-1700

  23. Lubik, T. ; Schorfheide, F. Do central banks respond to exchange rate movements? A structural investigation. 2007 Journal of Monetary Economics. 54 1069-1087

  24. Mallick, S.K. ; Mohsin, M. Monetary policy in high inflation open economies: evidence from Israel and Turkey. 2007 International Journal of Finance and Economics. 12 405-415

  25. Mallick, S.K. ; Mohsin, M. On the real effects of inflation in open economies: theory and empirics. 2010 Empirical Economics. 39 643-673

  26. Martin, C. ; Milas, C. Modelling monetary policy: inflation targeting in practice. 2004 Economica. 71 209-221

  27. Rafiq, M.S. ; Mallick, S.K. The effect of monetary policy on output in EMU3: a sign restriction approach. 2008 Journal of Macroeconomics. 30 1756-1791

  28. Sims, C. ; Zha, T. Does monetary policy generate recessions?. 2006 Macroeconomic Dynamics. 10 231-272

  29. Sims, C. ; Zha, T. Were there regime switches in U.S. monetary policy?. 2006 American Economic Review. 96 54-81

  30. Sousa, R.M. Consumption, (dis)aggregate wealth, and asset returns. 2010 Journal of Empirical Finance. 17 606-622

  31. Sousa, R.M. Housing wealth, financial wealth, money demand and policy rule: evidence from the euro area. 2010 The North American Journal of Economics and Finance. 21 88-105

  32. Sousa, R.M. The consumption-wealth ratio and asset returns: the euro area, the US and the UK. 2010 Journal of Money, Investment and Banking. 16 12-29

  33. Sousa, R.M. Wealth effects on consumption: evidence from the euro area. 2010 Banks and Bank Systems. 5 78-87
    Paper not yet in RePEc: Add citation now
  34. Sousa, R.M. What are the wealth effects of monetary policy?. 2010 En : NIPE Working Paper No. 26. University of Minho:
    Paper not yet in RePEc: Add citation now

  35. Surico, P. The Fed's monetary policy rule and US inflation: the case of asymmetric preferences. 2007 Journal of Economic Dynamics and Control. 31 305-324

  36. Surico, P. The monetary policy of the European Central Bank. 2007 The Scandinavian Journal of Economics. 109 115-135

  37. Taylor, J. Discretion versus policy rules in practice. 1993 En : . :

  38. Teräsvirta, T. Modeling economic relationships with smooth transition regressions. 1998 En : Aman, U. ; Giles, D. . Dekker: New York
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Speculative Bubbles in Urban Housing Markets in Germany. (2015). Kholodilin, Konstantin.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa15p67.

    Full description at Econpapers || Download paper

  2. What is the impact of wealth shocks on asset allocation?. (2015). Sousa, Ricardo.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:3:p:493-508.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  4. The Portuguese business cycle: chronology and duration dependence. (2015). Castro, Vitor.
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:1:p:325-342.

    Full description at Econpapers || Download paper

  5. Early warning indicators for banking crises: a conditional moments approach. (2015). Pirovano, Mara ; Ferrari, Stijn .
    In: MPRA Paper.
    RePEc:pra:mprapa:62406.

    Full description at Econpapers || Download paper

  6. Monitoring household liquidity constraints across Europe: a panel approach. (2015). Schlenker, Eva ; Maderitsch, Robert.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:12:y:2015:i:1:p:75-91.

    Full description at Econpapers || Download paper

  7. Bubbles, Busts and Breaks in UK Housing. (2015). Miles, William.
    In: International Real Estate Review.
    RePEc:ire:issued:v:18:n:04:2015:p:455-471.

    Full description at Econpapers || Download paper

  8. Can we predict the property cycle? A study of securitized property market. (2015). Hui, Eddie Chi-Man ; Wang, Ziyou .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:426:y:2015:i:c:p:72-87.

    Full description at Econpapers || Download paper

  9. The U.S. housing price bubble: Bernanke versus Taylor. (2015). Hein, Scott ; Fitwi, Abrar M. ; Mercer, Jeffrey M..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:80:y:2015:i:c:p:62-80.

    Full description at Econpapers || Download paper

  10. Time variation in the relative importance of permanent and transitory components in the U.S. housing market. (2015). Song, Suyong ; Kishor, N ; Kumari, Swati .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:12:y:2015:i:c:p:92-99.

    Full description at Econpapers || Download paper

  11. Forecasting the U.S. real house price index. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:45:y:2015:i:c:p:259-267.

    Full description at Econpapers || Download paper

  12. Measuring fundamental housing prices in the Baltic States: empirical approach. (2015). Kulikauskas, Darius.
    In: ERES.
    RePEc:arz:wpaper:eres2015_31.

    Full description at Econpapers || Download paper

  13. Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion. (2014). van Roye, Björn ; Schwarzmüller, Tim ; Plödt, Martin ; Jannsen, Nils ; Groll, Dominik ; Boysen-Hogrefe, Jens ; Schwarzmuller, Tim ; Kooths, Stefan ; Plodt, Martin ; Gern, Klaus-Jurgen ; Scheide, Joachim .
    In: Kieler Beiträge zur Wirtschaftspolitik.
    RePEc:zbw:ifwkbw:5.

    Full description at Econpapers || Download paper

  14. Price Bubble In The Real Estate Market - Behavioral Aspects. (2014). Justyna, Brzezicka ; Radosaw, Wisniewski .
    In: Real Estate Management and Valuation.
    RePEc:vrs:remava:v:22:y:2014:i:1:p:14:n:10.

    Full description at Econpapers || Download paper

  15. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Working Paper series.
    RePEc:rim:rimwps:30_14.

    Full description at Econpapers || Download paper

  16. Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: Working Papers.
    RePEc:pre:wpaper:201418.

    Full description at Econpapers || Download paper

  17. Unveiling the House Price Movements and Financial Development. (2014). Yücel, Mustafa ; AKCAY, Belgin.
    In: MPRA Paper.
    RePEc:pra:mprapa:59377.

    Full description at Econpapers || Download paper

  18. Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model. (2014). Hayo, Bernd ; Niehof, Britta .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201421.

    Full description at Econpapers || Download paper

  19. Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-473.

    Full description at Econpapers || Download paper

  20. 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

  21. From boom to bust in the credit cycle. (2014). Bezemer, Dirk ; Zhang, L.
    In: Research Report.
    RePEc:gro:rugsom:14025-gem.

    Full description at Econpapers || Download paper

  22. Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?. (2014). Franses, Philip Hans ; Franses, Ph. H. B. F., ; Noordegraaf-Eelens, L. H. J., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:51317.

    Full description at Econpapers || Download paper

  23. 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

  24. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150.

    Full description at Econpapers || Download paper

  25. The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations. (2014). Chang, Kuang-Liang ; Yen, Ming-Hui .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00743.

    Full description at Econpapers || Download paper

  26. International House Price Cycles, Monetary Policy and Risk Premiums. (2014). Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-54.

    Full description at Econpapers || Download paper

  27. Duration dependence and change-points in the likelihood of credit booms ending. (2013). Kubota, Megumi ; Castroa, Vitor .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6475.

    Full description at Econpapers || Download paper

  28. Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012. (2013). GUPTA, RANGAN ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201362.

    Full description at Econpapers || Download paper

  29. 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

  30. Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile. (2013). Lennon Sabatini, Joaquín ; Idrovo, Byron ; Aguirre, Byron Idrovo ; Lennon S., Joaquin, .
    In: MPRA Paper.
    RePEc:pra:mprapa:44741.

    Full description at Econpapers || Download paper

  31. Duration dependence and change-points in the likelihood of credit booms ending. (2013). Kubota, Megumi ; Castro, Vitor.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:09/2013.

    Full description at Econpapers || Download paper

  32. Immobilienpreise, Hypothekarkredite und Wohnbauinvestitionen. (2013). Simmons-Suer, Banu.
    In: KOF Analysen.
    RePEc:kof:anskof:v:7:y:2013:i:3:p:119-131.

    Full description at Econpapers || Download paper

  33. Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes. (2013). Sousa, Ricardo ; Furceri, Davide ; Agnello, Luca.
    In: Open Economies Review.
    RePEc:kap:openec:v:24:y:2013:i:1:p:79-100.

    Full description at Econpapers || Download paper

  34. 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

  35. Duration dependence and change-points in the likelihood of credit booms ending. (2013). Kubota, Megumi ; Castro, Vitor.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2013-17..

    Full description at Econpapers || Download paper

  36. Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending?. (2013). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2013-06..

    Full description at Econpapers || Download paper

  37. How long do housing cycles last? A duration analysis for 19 OECD countries. (2013). Bracke, Philippe.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:22:y:2013:i:3:p:213-230.

    Full description at Econpapers || Download paper

  38. Early warning indicators of asset price boom/bust cycles in emerging markets. (2013). Ponomarenko, Alexey.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:15:y:2013:i:c:p:92-106.

    Full description at Econpapers || Download paper

  39. Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices. (2013). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:25-36.

    Full description at Econpapers || Download paper

  40. An early warning system to predict the speculative house price bubbles. (2012). Kholodilin, Konstantin ; Dreger, Christian.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201244.

    Full description at Econpapers || Download paper

  41. Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework. (2012). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:20/2012.

    Full description at Econpapers || Download paper

  42. How does fiscal policy react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:874-890.

    Full description at Econpapers || Download paper

  43. On the severity of economic downturns: Lessons from cross-country evidence. (2012). Agnello, Luca ; Nerlich, Carolin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:117:y:2012:i:1:p:149-155.

    Full description at Econpapers || Download paper

  44. How do central banks react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:641-653.

    Full description at Econpapers || Download paper

  45. Fiscal Policy Discretion, Private Spending, and Crisis Episodes. (2011). Sousa, Ricardo ; Furceri, Davide ; Agnello, Luca.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:31/2011.

    Full description at Econpapers || Download paper

  46. How Does Fiscal Policy React to Wealth Composition and Asset Prices?. (2011). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:24/2011.

    Full description at Econpapers || Download paper

  47. Consumption, Wealth, Stock and Government Bond Returns: International Evidence. (2011). Sousa, Ricardo ; Afonso, Antonio.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:09/2011.

    Full description at Econpapers || Download paper

  48. Poland on the road to the euro: How serious is the risk of boom-bust cycles after the euro adoption? An empirical analysis. (2011). Stazka-Gawrysiak, Agnieszka ; Stka-Gawrysiak, Agnieszka .
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:103.

    Full description at Econpapers || Download paper

  49. Consumption, Wealth, Stock and Government Bond Returns: International Evidence. (2011). Sousa, Ricardo ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp092011.

    Full description at Econpapers || Download paper

  50. How Does Fiscal Policy React to Wealth Composition and Asset Prices?. (2011). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2011-18.

    Full description at Econpapers || Download paper

  51. Fiscal adjustments and asset price changes. (2011). Tagkalakis, Athanasios.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:2:p:206-223.

    Full description at Econpapers || Download paper

  52. In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence. (2011). Kholodilin, Konstantin ; Herwartz, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1173.

    Full description at Econpapers || Download paper

  53. Fiscal Policy Discretion, Private Spending, and Crisis Episodes. (2011). Sousa, Ricardo ; Furceri, Davide ; Agnello, Luca ; R. M, Sousa., .
    In: Working papers.
    RePEc:bfr:banfra:354.

    Full description at Econpapers || Download paper

  54. How Do Central Banks React to Wealth Composition and Asset Prices?. (2010). Sousa, Ricardo ; Castro, Vitor.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2010-19.

    Full description at Econpapers || Download paper

  55. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-13 07:51:56 || 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.