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Monetary policy and housing prices in an estimated DSGE for the US and the euro area. (2008). Notarpietro, Alessandro ; DARRACQ PARIES, Matthieu.
In: Working Paper Series.
RePEc:ecb:ecbwps:2008972.

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  1. MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta. (2022). Gatt, William.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0522.

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  2. Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa. (2022). Ngalawa, Harold ; Dlamini, Lenhle.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:61:y:2022:i:2:p:304-336.

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  3. Testing Housing Markets for Episodes of Exuberance: Evidence from Different Polish Cities. (2021). Metelski, Dominik ; Sobieraj, Janusz.
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    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:412-:d:627347.

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  4. Effects of Preferential Tax Treatment on German Homeownership. (2021). Braun, Stefanie.
    In: Working Papers.
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  5. Housing Market Drivers and Dynamics in Armenia. (2021). Kartashyan, Hasmik ; Igityan, Haykaz.
    In: Working Papers.
    RePEc:ara:wpaper:016.

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  6. Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model. (2020). GUPTA, RANGAN ; Sun, Xiaojin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1613-6.

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  7. DSGE Models Used by Policymakers: A Survey. (2020). Yagihashi, Takeshi.
    In: Discussion papers.
    RePEc:mof:wpaper:ron333.

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  8. Learning, house prices and macro-financial linkages. (2020). Gandre, Pauline.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2020-10.

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  9. Consumption Dynamics, Housing Collateral and Stabilisation Policies: A Way Forward for Policy Co-Ordination?. (2018). corrado, germana ; Chadha, Jagjit.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:433.

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  10. Consumption Dynamics, Housing Collateral and Stabilisation Policies: A Way Forward for Policy Co-Ordination?. (2018). corrado, germana ; Chadha, Jagjit.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:486.

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  11. House prices and macroprudential policy in an estimated DSGE model of New Zealand. (2018). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:56:y:2018:i:c:p:152-171.

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  12. Can monetary policy revive the housing market in a crisis? Evidence from high-resolution data on Norwegian transactions. (2018). Larsen, Erling Roed.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:42:y:2018:i:c:p:69-83.

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    In: Pacific Economic Review.
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  14. House prices and macroprudential policy in an estimated DSGE model of New Zealand. (2017). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar.
    In: Working Paper Series.
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  15. Countercyclical capital rules for small open economies. (2017). Merola, Rossana ; Clancy, Daragh.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:54:y:2017:i:pb:p:332-351.

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  16. House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand. (2017). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar.
    In: CESifo Working Paper Series.
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  17. Heterogeneous Mortgage Markets: Implications for Business Cycles and Welfare in the EMU. (2017). Mayer, Eric ; Gareis, Johannes .
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  18. Current Account Dynamics and the Housing Cycle in Spain. (2016). Rüth, Sebastian ; Mayer, Eric ; Maas, Daniel ; Ruth, Sebastian .
    In: Annual Conference 2016 (Augsburg): Demographic Change.
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  19. Countercyclical capital rules for small open economies. (2016). Merola, Rossana ; Clancy, Daragh.
    In: Working Papers.
    RePEc:stm:wpaper:10.

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  20. Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model. (2016). Sun, Xiaojin ; GUPTA, RANGAN.
    In: Working Papers.
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  21. Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin ; Kyei, Clement.
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  22. Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa. (2016). .
    In: MPRA Paper.
    RePEc:pra:mprapa:69610.

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  23. Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). GUPTA, RANGAN ; Paetz, Michael .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182.

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  24. Taking financial frictions to the data. (2016). Suh, Hyunduk ; Walker, Todd B.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:64:y:2016:i:c:p:39-65.

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  25. Current account dynamics and the housing boom and bust cycle in Spain. (2015). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian ; Maas, Daniel.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:94.

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  26. Optimal Monetary Policy Rules and House Prices: The Role of Financial Frictions. (2015). Siviero, Stefano ; Notarpietro, Alessandro.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:47:y:2015:i:s1:p:383-410.

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  27. 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.

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  28. Slovene Residential Property Prices Misalignment with Fundamentals. (2015). Lenarčič, Črt ; Damjanovi, Milan ; Lenari, RT.
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    RePEc:pra:mprapa:101198.

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    RePEc:eee:dyncon:v:60:y:2015:i:c:p:152-165.

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  31. Housing-market heterogeneity in a monetary union. (2014). Rubio, Margarita.
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    RePEc:eee:jimfin:v:40:y:2014:i:c:p:163-184.

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  32. Financial Frictions and Inflation Differentials in a Monetary Union. (2014). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
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    RePEc:bla:manchs:v:82:y:2014:i:5:p:549-595.

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  33. Optimal monetary policy rules and house prices: the role of financial frictions. (2014). Siviero, Stefano ; Notarpietro, Alessandro.
    In: Temi di discussione (Economic working papers).
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  34. Stabilisation Policy in a Model of Consumption, Housing Collateral and Bank Lending. (2013). corrado, germana ; Chadha, Jagjit.
    In: Studies in Economics.
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  35. Household and firm leverage, capital flows and monetary policy in a small open economy. (2013). Pirovano, Mara.
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  36. What Drives Ireland’s Housing Market? A Bayesian DSGE Approach. (2013). Mayer, Eric ; Gareis, Johannes.
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  37. Housing prices and the business cycle: An empirical application to Hong Kong. (2013). Paetz, Michael ; Funke, Michael.
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  38. Assessing macro-financial linkages: A model comparison exercise. (2013). McAdam, Peter ; Makarski, Krzysztof ; Locarno, Alberto ; Kolasa, Marcin ; Kliem, Martin ; Gerke, R. ; Lafourcade, P. ; Jonsson, M..
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  39. Monetary policy transmission in a model with animal spirits and house price booms and busts. (2013). Mayer, Eric ; Gareis, Johannes ; Debes, Sebastian ; Bofinger, Peter.
    In: Journal of Economic Dynamics and Control.
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    In: The Empirical Econometrics and Quantitative Economics Letters.
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    In: Working Papers.
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  42. Financial market heterogeneity: Implications for the EMU. (2012). Mayer, Eric ; Gareis, Johannes.
    In: W.E.P. - Würzburg Economic Papers.
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  43. What drives Irelands housing market? A Bayesian DSGE approach. (2012). Mayer, Eric ; Gareis, Johannes.
    In: W.E.P. - Würzburg Economic Papers.
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  44. Assessing macro-financial linkages: A model comparison exercise. (2012). McAdam, Peter ; Makarski, Krzysztof ; Locarno, Alberto ; Kolasa, Marcin ; Kliem, Martin ; Gerke, Rafael ; Lafourcade, Pierre ; Jonsson, Magnus .
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  45. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working papers.
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  46. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
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  47. 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..
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  48. 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 .
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  49. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  50. A DSGE-based assessment of nonlinear loan-to-Value policies: Evidence from Hong Kong. (2012). Paetz, Michael ; Funke, Michael.
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  51. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  52. Monetary Policy Transmission in a Model with Animal Spirits and House Price Booms and Busts. (2012). Mayer, Eric ; Gareis, Johannes ; Debes, Sebastian ; Bofinger, Peter.
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  53. A DSGE-based assessment of nonlinear loan-to-Value policies : Evidence from Hong Kong. (2012). Funke, Michael ; Paetz, Michael .
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  54. Fiscal policy in the EU in the crisis: a model-based approach. (2011). Szekely, Istvan P ; in 't Veld, Jan ; Jan in't Veld, ; Roeger, Werner ; Jan in'tVeld, ; Jan in 't Veld, .
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  55. 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.
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  56. The Effects of Housing Prices and Monetary Policy in a Currency Union. (2011). Rabanal, Pau ; Aspachs-Bracons, Oriol.
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  57. Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area. (2011). Kok, Christoffer ; DARRACQ PARIES, Matthieu ; Sorensen, Christoffer Kok ; Rodriguez-Palenzuela, Diego.
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  58. The Effects of Housing Prices and Monetary Policy in a Currency Union. (2011). Rabanal, Pau ; Aspachs-Bracons, Oriol .
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  59. Housing Prices and the Business Cycle: An Empirical Application to Hong Kong. (2011). Paetz, Michael ; Funke, Michael.
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  60. Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
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  65. The drivers of housing cycles in Spain. (2010). Rabanal, Pau ; Aspachs-Bracons, Oriol.
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  66. What can an open-economy DSGE model tell us about Hong Kong’s housing market?. (2010). Paetz, Michael ; Funke, Michael.
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  67. Monetary policy, housing booms and financial (im)balances. (2010). Hofmann, Boris ; Eickmeier, Sandra.
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  68. Housing, consumption and monetary policy: how different are the US and the euro area?. (2010). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
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  69. Financial Frictions and Inflation Differentials in a Monetary Union. (2010). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
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  70. What can an open-economy DSGE model tell us about Hong Kongs housing market?. (2010). Funke, Michael ; Paetz, Michael .
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  71. Monetary Policy Transmission and House Prices: European Cross Country Evidence. (2009). Wollmershäuser, Timo ; Hülsewig, Oliver ; Carstensen, Kai ; Hulsewig, Oliver ; Wollmershauser, Timo.
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  73. Forecasting and Assessing Euro Area House Prices Through the Lens of Key Fundamentals. (2002). Gattini, Luca ; HIEBERT, Paul .
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References

References cited by this document

  1. ~~WorkingPap~Series No 912 F. Smets and R. Wouters. Comparing shocks and frictions in us and euro area business cycles: a bayesian dsge approach. Journal of Applied Econometrics, 20(1), 2005.

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  4. Euro area data are taken from Fagan et al (2001) and Eurostat. Concerning the euro area, employment numbers replace hours. Consequently, as in Smets and Wouters {2005J, hours are linked to the number of people employed e with the following dynamics: * * (1-~3A6)(1-A6) * * e~ =i3Ete~+1+ A6 (l~ -et) House prices for the euro area are based on national sources and taken from the ECB website26. Residential investment is taken from Eurostat national accounts and is backcasted using national sources. Households debt for the euro area also comes from the ECB and Eurostat27. The exchange rate is the euro/dollar exchange rate. Due to statistical problems in computing long series of bilateral current account and current account for the euro area, we use the US current account as a share of US GDP. Aggregate real variables are expressed in per capita terms by dividing through with working age population.
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  17. V.V. Chari, P. Kehoe, and E. McGrattan. Can sticky price models generate volatile and persistent real exchange rates? Review of Economic Studies, 69:533-563, 2002.

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    RePEc:sur:surrec:0408.

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  7. Stabilizing Inflation under Heterogeneity: a welfare-based measure on what to target. (2008). Sinigaglia, Daniel.
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  8. Optimal Fiscal and Monetary Policy under Sectorial Heterogeneity. (2008). Sinigaglia, Daniel ; Berriel, Tiago.
    In: MPRA Paper.
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  9. Unemployment Insurance in a Sticky-Price Model with Worker Moral Hazard.. (2008). Givens, Gregory.
    In: Working Papers.
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  10. Production Stages and the Transmission of Technological Progress. (2008). Rebei, Nooman ; Phaneuf, Louis.
    In: Cahiers de recherche.
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  11. Regime Switching, Learning, and the Great Moderation. (2008). Murray, James.
    In: Caepr Working Papers.
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  12. The Fed and the ECB: Why such an apparent difference in reactivity?. (2008). Penot, Alexis ; LEVIEUGE, Gregory.
    In: Working Papers.
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  13. Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy. (2008). Yun, Tack ; Nelson, Edward ; Lopez-Salido, David ; Levin, Andrew.
    In: Working Papers.
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  14. Towards a monetary policy evaluation framework. (2008). Moyen, Stéphane ; DARRACQ PARIES, Matthieu ; Adjemian, Stéphane.
    In: Working Paper Series.
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  15. Resuscitating the wage channel in models with unemployment fluctuations. (2008). Kuester, Keith ; Christoffel, Kai.
    In: Working Paper Series.
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  16. A quantitative perspective on optimal monetary policy cooperation between the US and the euro area. (2008). Smets, Frank ; DARRACQ PARIES, Matthieu ; Adjemian, Stéphane.
    In: Working Paper Series.
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  17. Oil shocks and endogenous markups: results from an estimated euro area DSGE model. (2008). , Marcelosanchez ; Sanchez, Marcelo .
    In: Working Paper Series.
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  18. Interest Rate Rules and Welfare in Open Economies. (2007). Senay, Ozge.
    In: CDMA Working Paper Series.
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  19. The External Finance Premium and the Macroeconomy: US post-WWII Evidence. (2007). De Graeve, Ferre.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:07/482.

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  20. Constructing Historical Euro Area Data. (2007). Vahid, Farshid ; Osborn, Denise ; Dungey, Mardi ; Anderson, Heather.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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  21. The External Finance Premium and the Macroeconomy: US post-WWII Evidence. (2007). De Graeve, Ferre ; Ferre, De Graeve.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:83.

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  22. What does the yield curve tell us about the Federal Reserves implicit inflation target?. (2007). Doh, Taeyoung.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp07-10.

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  23. Endogenous Business Cycles and the Economic Response to Exogenous Shocks. (2007). Hallegatte, Stephane ; Ghil, Michael.
    In: Working Papers.
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  24. Euro area inflation persistence in an estimated nonlinear DSGE model. (2007). Tristani, Oreste ; amisano, gianni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007754.

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  25. Shocks and frictions in US business cycles: a Bayesian DSGE approach. (2007). Wouters, Raf ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007722.

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  26. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model. (2007). Tristani, Oreste ; amisano, gianni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6373.

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  27. Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. (2007). Wouters, Raf ; Smets, Frank.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6112.

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  28. Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy. (2007). Juillard, Michel ; Pelgrin, Florian .
    In: Staff Working Papers.
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  29. Does Indexation Bias the Estimated Frequency of Price Adjustment?. (2007). Kryvtsov, Oleksiy ; Kichian, Maral.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-15.

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  30. The Bank of Canadas Version of the Global Economy Model (BoC-GEM). (2007). Muir, Dirk ; Lalonde, Rene .
    In: Technical Reports.
    RePEc:bca:bocatr:98.

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  31. Fiscal Sustainability in a New Keynesian Model. (2006). Wren-Lewis, Simon ; Leith, Campbell.
    In: WEF Working Papers.
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  32. The External Finance Premium and the Macroeconomy: US post-WWII Evidence. (2006). De Graeve, Ferre.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:84.

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  33. Euro area inflation persistence in an estimated nonlinear. (2006). Tristani, Oreste ; amisano, gianni.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:347.

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  34. Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
    In: MPRA Paper.
    RePEc:pra:mprapa:802.

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  35. Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
    In: MPRA Paper.
    RePEc:pra:mprapa:801.

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  36. Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
    In: MPRA Paper.
    RePEc:pra:mprapa:800.

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  37. Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
    In: MPRA Paper.
    RePEc:pra:mprapa:797.

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  38. U.S. wage and price dynamics: a limited information approach. (2006). Sbordone, Argia.
    In: Staff Reports.
    RePEc:fip:fednsr:256.

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  39. Estimating Macroeconomic Models: A Likelihood Approach. (2006). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000849.

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  40. Medium-Term Business Cycles. (2006). Gertler, Mark ; Comin, Diego.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:523-551.

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  41. Expectations, Learning and Macroeconomic Persistence. (2005). Milani, Fabio.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0510022.

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  42. What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?. (2005). Owyang, Michael ; Theodorou, Athena T ; Francis, Neville R.
    In: MPRA Paper.
    RePEc:pra:mprapa:834.

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  43. Generalizing the Taylor Principle. (2005). Leeper, Eric ; Davig, Troy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11874.

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  44. Measuring inflation persistence: A structural time series approach. (2005). Everaert, Gerdie ; Dossche, Maarten.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:85.

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  45. A Bayesian DSGE Model with Infinite-Horizon Learning: Do Mechanical Sources of Persistence Become Superfluous?. (2005). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:060703.

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  46. Expectations, Learning and Macroeconomic Persistence. (2005). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:050608.

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  47. What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?. (2005). Owyang, Michael ; Theodorou, Athena T. ; Francis, Neville R..
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2005:q:4:a:2.

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  48. Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models. (2005). Dueker, Michael ; Belaygorod, Anatoliy.
    In: Review.
    RePEc:fip:fedlrv:y:2005:i:nov:p:719-34:n:v.87no.6.

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  49. Bayesian Analysis of DSGE Models. (2005). Schorfheide, Frank.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5207.

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  50. Convergence Properties of the Likelihood of Computed Dynamic Models. (2005). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Santos, Manuel .
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000822.

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