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Volumn 15, Issue 10, 2008, Pages 749-752

The effect of monetary policy on housing: A factor-augmented vector autoregression (FAVAR) approach

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION METHOD; FACTOR ANALYSIS; HOUSING MARKET; MACROECONOMICS; MONETARY POLICY; TIME SERIES ANALYSIS; VECTOR AUTOREGRESSION;

EID: 48749102441     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850600770947     Document Type: Article
Times cited : (35)

References (11)
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  • 2
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    • The federal funds rate and the channels of monetary transmission
    • Bernanke, B. S. and Blinder, A. (1992) The federal funds rate and the channels of monetary transmission. 82, pp. 901-921.
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  • 3
    • 15544377383 scopus 로고    scopus 로고
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    • Bernanke, B. S., Boivin, J. and Eliazs, P. (2005) Measuring the effects of monetary policy: A factor-augmented vector autoregressive (FAVAR) approach. 120, pp. 387-422.
    • (2005) , vol.120 , pp. 387-422
    • Bernanke, B.S.1    Boivin, J.2    Eliazs, P.3
  • 4
    • 0038182831 scopus 로고    scopus 로고
    • Monetary policy in a data-rich environment
    • Bernanke, B. S. and Boivin, J. (2003) Monetary policy in a data-rich environment. 50, pp. 525-546.
    • (2003) , vol.50 , pp. 525-546
    • Bernanke, B.S.1    Boivin, J.2
  • 5
    • 0027756663 scopus 로고
    • The housing market, macroeconomic activity and financial innovation: An empirical analysis of US data
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  • 6
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    • Ewing, B. T. and Wang, Y. (2005) Single housing starts and macroeconomic activity: An application of generalized impulse response analysis. 12, pp. 187-190.
    • (2005) , vol.12 , pp. 187-190
    • Ewing, B.T.1    Wang, Y.2
  • 7
    • 0000335037 scopus 로고    scopus 로고
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    • Green, R. (1997) Follow the leader: How changes in residential and non-residential investment predict changes in GDP. 25, pp. 253-270.
    • (1997) , vol.25 , pp. 253-270
    • Green, R.1
  • 8
    • 0042853657 scopus 로고    scopus 로고
    • Monetary policy, housing, and heterogeneous regional markets
    • Fratantoni, M. and Schuh, S. (2003) Monetary policy, housing, and heterogeneous regional markets. 35, pp. 557-590.
    • (2003) , vol.35 , pp. 557-590
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  • 9
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    • Small-Sample confidence intervals for impulse response functions
    • Kilian, L. (1998) Small-Sample confidence intervals for impulse response functions. pp. 218-230.
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  • 10
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    • Measuring monetary policy in the U.K.: A factor-augmented vector autoregression model approach
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    • (2005) , vol.73 , pp. 77-98
    • Lagana, G.1    Mountford, A.2
  • 11
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    • Stock, J. H. and Watson, M. W. (2002) Macroeconomics forecasting using diffusion indexes. 20, pp. 147-162.
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    • Stock, J.H.1    Watson, M.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.