The effect of monetary policy on housing: a factor-augmented vector autoregression (FAVAR) approach
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DOI: 10.1080/13504850600770947
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Cited by:
- Leu, Shawn C.-Y. & Robertson, Mari L., 2021. "Mortgage credit volumes and monetary policy after the Great Recession," Economic Modelling, Elsevier, vol. 94(C), pages 483-500.
- Sigal Ribon, 2011. "The Effect of Monetary Policy on Inflation: A Factor Augmented VAR Approach using disaggregated data," Bank of Israel Working Papers 2011.12, Bank of Israel.
- Matteo Luciani, 2015.
"Monetary Policy and the Housing Market: A Structural Factor Analysis,"
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- Matteo LUCIANI, "undated". "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers wp2010-7, Department of the Treasury, Ministry of the Economy and of Finance.
- Matteo Luciani, 2013. "Monetary Policy, and the Housing Market: A Structural Factor Analysis," ULB Institutional Repository 2013/153324, ULB -- Universite Libre de Bruxelles.
- Matteo Luciani, 2012. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers ECARES ECARES 2012-035, ULB -- Universite Libre de Bruxelles.
- John McDonald & Houston Stokes, 2013. "Monetary Policy and the Housing Bubble," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 437-451, April.
- Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010.
"The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach,"
Economic Modelling, Elsevier, vol. 27(1), pages 315-323, January.
- Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009. "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200905, University of Pretoria, Department of Economics.
- Takao Fujii & Kazuki Hiraga & Masafumi Kozuka, 2012. "Analyses of Public Investment Shock in Japan: Factor Augmented Vector Autoregressive Approach," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-006, Keio/Kyoto Joint Global COE Program.
- Nannan Yuan & Shigeyuki Hamori, 2014. "Are government interventions effective in regulating China fs house prices?," Discussion Papers 1427, Graduate School of Economics, Kobe University.
- Geoffrey M. Ngene & Daniel P. Sohn & M. Kabir Hassan, 2017. "Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 54(4), pages 482-514, May.
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- Jing-Ping Li & Jiao-Jiao Fan & Chi-Wei Su & Oana-Ramona Lobonţ, 2017. "Investment coordinates in the context of housing and stock markets nexus," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1455-1463, November.
- Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan, 2013.
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Economic Modelling, Elsevier, vol. 30(C), pages 90-116.
- Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011. "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, vol. 31(4), pages 1-49.
- Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," EconomiX Working Papers 2012-27, University of Paris Nanterre, EconomiX.
- Gogas, Periklis & Pragidis, Ioannis, 2010. "Does the Interest Risk Premium Predict Housing Prices?," DUTH Research Papers in Economics 1-2010, Democritus University of Thrace, Department of Economics.
- Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009.
"Could we have predicted the recent downturn in the South African housing market?,"
Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
- Nonso Obikili, 2018. "Unfulfilled expectations and the emergence of the EFF," Working Papers 149, Economic Research Southern Africa.
- Todd H. Kuethe & Valerien Pede, 2009. "Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level," Working Papers 09-04, Purdue University, College of Agriculture, Department of Agricultural Economics.
- Carolina Cosculluela-Mart & Rafael Flores de Frutos, 2013.
"Housing investment in Spain: has it been the main engine of growth?,"
Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1835-1843, May.
- Carolina Cosculluela Martínez & Rafael Flores de Frutos, 2010. "Housing investment in Spain: has it been the main engine of growth?," Documentos de Trabajo del ICAE 1003, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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- Charles Rahal,, 2016. "Housing markets and unconventional monetary policy," Journal of Housing Economics, Elsevier, vol. 32(C), pages 67-80.
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