-
1
-
-
84906004844
-
Are house prices rising too fast in China
-
Ahuja A., Cheung L., Han G., Nathan Porter, Zhang W. Are house prices rising too fast in China. IMF Working Paper, WP/10/274 2010.
-
(2010)
IMF Working Paper, WP/10/274
-
-
Ahuja, A.1
Cheung, L.2
Han, G.3
Nathan, P.4
Zhang, W.5
-
3
-
-
0002516839
-
Inside the black box: the credit channel of monetary policy transmission
-
Bernanke B.S., Gertler M. Inside the black box: the credit channel of monetary policy transmission. Journal of Economic Perspectives 1995, 9:27-48.
-
(1995)
Journal of Economic Perspectives
, vol.9
, pp. 27-48
-
-
Bernanke, B.S.1
Gertler, M.2
-
4
-
-
84867628363
-
Identification of NARMAX and related models
-
Department of Automatic Control and System Engineering, University of Sheffield
-
Billings S.A., Coca D. Identification of NARMAX and related models. Research Report 2001, 786. Department of Automatic Control and System Engineering, University of Sheffield.
-
(2001)
Research Report
, pp. 786
-
-
Billings, S.A.1
Coca, D.2
-
5
-
-
0000719723
-
A structure detection algorithm for nonlinear rational models
-
Billings S.A., Zhu Q.M. A structure detection algorithm for nonlinear rational models. International Journal of Control 1994, 59:1439-1463.
-
(1994)
International Journal of Control
, vol.59
, pp. 1439-1463
-
-
Billings, S.A.1
Zhu, Q.M.2
-
6
-
-
0024067409
-
Identification of nonlinear output-affine systems using an orthogonal least-squares algorithm
-
Billings S.A., Korenberg M., Chen S. Identification of nonlinear output-affine systems using an orthogonal least-squares algorithm. Int. Journal of Systems Science 1988, 19:1559-1568.
-
(1988)
Int. Journal of Systems Science
, vol.19
, pp. 1559-1568
-
-
Billings, S.A.1
Korenberg, M.2
Chen, S.3
-
7
-
-
0024685547
-
Identification of MIMO non-linear systems using a forward regression orthogonal estimator
-
Billings S.A., Chen S., Korenberg M.J. Identification of MIMO non-linear systems using a forward regression orthogonal estimator. International Journal of Control 1989, 49:2157-2189.
-
(1989)
International Journal of Control
, vol.49
, pp. 2157-2189
-
-
Billings, S.A.1
Chen, S.2
Korenberg, M.J.3
-
8
-
-
61649104318
-
Identifying the interdependence between US monetary policy and the stock market
-
Bjørnland H.C., Leitemo K. Identifying the interdependence between US monetary policy and the stock market. Journal of Monetary Economics 2009, 56:275-282.
-
(2009)
Journal of Monetary Economics
, vol.56
, pp. 275-282
-
-
Bjørnland, H.C.1
Leitemo, K.2
-
9
-
-
77955107368
-
Rethinking macroeconomic policy
-
February 12, 2010, SPN/10/03
-
Blanchard O., Dell'Ariccia G., Mauro P. Rethinking macroeconomic policy. IMF Staff Position Note 2010, February 12, 2010, SPN/10/03.
-
(2010)
IMF Staff Position Note
-
-
Blanchard, O.1
Dell'Ariccia, G.2
Mauro, P.3
-
10
-
-
31344478175
-
Bubbles and capital flow volatility: causes and risk management
-
Caballero R.J., Krishnamurthy A. Bubbles and capital flow volatility: causes and risk management. Journal of Monetary Economics 2006, 53(1):35-53.
-
(2006)
Journal of Monetary Economics
, vol.53
, Issue.1
, pp. 35-53
-
-
Caballero, R.J.1
Krishnamurthy, A.2
-
11
-
-
84867655499
-
Housing Assets are the Largest Single Source of Household Wealth in China
-
Chen T. Housing Assets are the Largest Single Source of Household Wealth in China. Southern Weekend (Nanfang zhoumo), 8 October 2009 2009.
-
(2009)
Southern Weekend (Nanfang zhoumo), 8 October 2009
-
-
Chen, T.1
-
12
-
-
0024771664
-
Least squares methods and their application to non-linear system identification
-
Chen S., Billings S.A., Luo W. Least squares methods and their application to non-linear system identification. International Journal of Control 1989, 50:1873-1986.
-
(1989)
International Journal of Control
, vol.50
, pp. 1873-1986
-
-
Chen, S.1
Billings, S.A.2
Luo, W.3
-
13
-
-
77956938050
-
One decade of urban housing reform in China: urban housing price dynamics and the role of migration and urbanization, 1995-2005
-
Chen J., Guo F., Wu Y. One decade of urban housing reform in China: urban housing price dynamics and the role of migration and urbanization, 1995-2005. Habitat International 2011, 35:1-8.
-
(2011)
Habitat International
, vol.35
, pp. 1-8
-
-
Chen, J.1
Guo, F.2
Wu, Y.3
-
15
-
-
0002825953
-
Housing market dynamics and the future of housing prices
-
DiPasquale D., Wheaton W.C. Housing market dynamics and the future of housing prices. Journal of Urban Economics 1994, 35:1-27.
-
(1994)
Journal of Urban Economics
, vol.35
, pp. 1-27
-
-
DiPasquale, D.1
Wheaton, W.C.2
-
16
-
-
69249124427
-
Backtesting Stochastic Mortality Model: An Ex-Post Evaluation of Multi-Period-Ahead Density Forecasts
-
Dowd, K., Cairns, A.J.G., Blake, D., Coughlan, G.D., Epstein, D., and Khalaf-Allah, M., 2008. Backtesting Stochastic Mortality Model: An Ex-Post Evaluation of Multi-Period-Ahead Density Forecasts. Pensions Institute Discussion Paper, 0803.
-
(2008)
Pensions Institute Discussion Paper, 0803
-
-
Dowd, K.1
Cairns, A.J.G.2
Blake, D.3
Coughlan, G.D.4
Epstein, D.5
Khalaf-Allah, M.6
-
17
-
-
78650784718
-
The impact of land policy on the relation between housing and land prices: evidence from China
-
Du H., Ma Y., An Y. The impact of land policy on the relation between housing and land prices: evidence from China. Quarterly Review of Economics and Finance 2011, 51:19-27.
-
(2011)
Quarterly Review of Economics and Finance
, vol.51
, pp. 19-27
-
-
Du, H.1
Ma, Y.2
An, Y.3
-
18
-
-
0000013567
-
Cointegration and error correction: representation, estimation and testing
-
Engle R.F., Granger C.W.J. Cointegration and error correction: representation, estimation and testing. Econometrica 1987, 55:251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
19
-
-
32344451443
-
On the Renminbi: the choice between adjustment under a fixed exchange rate and adjustment under a flexible rate
-
11274
-
Frankel J.A. On the Renminbi: the choice between adjustment under a fixed exchange rate and adjustment under a flexible rate. NBER Working Paper 2005, 11274.
-
(2005)
NBER Working Paper
-
-
Frankel, J.A.1
-
20
-
-
0042853657
-
Monetary policy, housing, and heterogeneous regional markets
-
Fratantoni M., Schuh S. Monetary policy, housing, and heterogeneous regional markets. Journal of Money, Credit, and Banking 2003, 35:557-590.
-
(2003)
Journal of Money, Credit, and Banking
, vol.35
, pp. 557-590
-
-
Fratantoni, M.1
Schuh, S.2
-
21
-
-
77953539058
-
The relationship between house prices and house purchase loans: the Spanish case
-
Gimeno Ricardo, Martínez-Carrascal Carmen The relationship between house prices and house purchase loans: the Spanish case. Journal of Banking & Finance 2010, 34:1849-1855.
-
(2010)
Journal of Banking & Finance
, vol.34
, pp. 1849-1855
-
-
Gimeno, R.1
Martínez-Carrascal, C.2
-
24
-
-
71349086095
-
The effect of monetary policy on real house price growth in South Africa: a factor-augmented vector autoregression (FAVAR) approach
-
Gupta R., Jurgilas M., Kabundi A. The effect of monetary policy on real house price growth in South Africa: a factor-augmented vector autoregression (FAVAR) approach. Economic modeling 2010, 27:315-323.
-
(2010)
Economic modeling
, vol.27
, pp. 315-323
-
-
Gupta, R.1
Jurgilas, M.2
Kabundi, A.3
-
25
-
-
14844343356
-
Tropical bubbles: asset prices in Latin America, 1980-2001
-
The MIT Press, Cambridge, MA, W.C. Hunter, G.G. Kaufman, M. Pomerleano (Eds.)
-
Herrera S., Perry G.E. Tropical bubbles: asset prices in Latin America, 1980-2001. Asset Price Bubbles: the Implications for Monetary, Regulatory, and International Policies 2003, 127-162. The MIT Press, Cambridge, MA. W.C. Hunter, G.G. Kaufman, M. Pomerleano (Eds.).
-
(2003)
Asset Price Bubbles: the Implications for Monetary, Regulatory, and International Policies
, pp. 127-162
-
-
Herrera, S.1
Perry, G.E.2
-
26
-
-
84861810776
-
Housing price bubbles in Beijing and Shanghai? A multi-indicator analysis
-
Hou Y. Housing price bubbles in Beijing and Shanghai? A multi-indicator analysis. International Journal of Housing Markets and Analysis 2010, 3(1):17-37.
-
(2010)
International Journal of Housing Markets and Analysis
, vol.3
, Issue.1
, pp. 17-37
-
-
Hou, Y.1
-
27
-
-
84867655980
-
The influence of fundamental factors on Chinese residential real estate prices: a unique data panel study, Nottingham University Business School
-
available at SSRN
-
Hua X., Sun L., Borgia D. The influence of fundamental factors on Chinese residential real estate prices: a unique data panel study, Nottingham University Business School. Working Paper 2012, available at SSRN, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2022682.
-
(2012)
Working Paper
-
-
Hua, X.1
Sun, L.2
Borgia, D.3
-
28
-
-
82055200229
-
Does financial repression inhibit or facilitate economic growth? A case study of Chinese reform experience
-
Huang Y., Wang X. Does financial repression inhibit or facilitate economic growth? A case study of Chinese reform experience. Oxford Bulletin of Economics and Statistics 2011, 73:833-855.
-
(2011)
Oxford Bulletin of Economics and Statistics
, vol.73
, pp. 833-855
-
-
Huang, Y.1
Wang, X.2
-
29
-
-
33751531827
-
Housing price bubbles in Hong Kong, Beijing and Shanghai: a comparative study
-
Hui E., Yue S. Housing price bubbles in Hong Kong, Beijing and Shanghai: a comparative study. Journal of Real Estate Finance and Economics 2006, 33:299-327.
-
(2006)
Journal of Real Estate Finance and Economics
, vol.33
, pp. 299-327
-
-
Hui, E.1
Yue, S.2
-
30
-
-
30844433546
-
House prices, borrowing constraints, and monetary policy in the business cycle
-
Iacoviello M. House prices, borrowing constraints, and monetary policy in the business cycle. American Economic Review 2005, 95:739-764.
-
(2005)
American Economic Review
, vol.95
, pp. 739-764
-
-
Iacoviello, M.1
-
31
-
-
0141888923
-
Financial liberalisation and the sensitivity of house prices to monetary policy: theory and evidence
-
Iacoviello M., Minetti R. Financial liberalisation and the sensitivity of house prices to monetary policy: theory and evidence. The Manchester School 2003, 71(1):20-34.
-
(2003)
The Manchester School
, vol.71
, Issue.1
, pp. 20-34
-
-
Iacoviello, M.1
Minetti, R.2
-
32
-
-
84867628361
-
IMF, People's Republic of China: 2010 Article IV Consultation-Staff Report
-
IMF People's Republic of China: 2010 Article IV Consultation-Staff Report. IMF Country Report, No. 10/238 2010.
-
(2010)
IMF Country Report, No. 10/238
-
-
-
33
-
-
84997580348
-
China's property bubble, VOX
-
available at
-
Ito T. China's property bubble, VOX. 15 April 2010 2010, available at http://www.voxeu.org/index.php?q=node/4885.
-
(2010)
15 April 2010
-
-
Ito, T.1
-
34
-
-
33846789836
-
What drives house prices?
-
Central Bank of Norway
-
Jacobsen D.H., Naug B. What drives house prices?. Economic Bulletin 2005, 1:29-41. Central Bank of Norway.
-
(2005)
Economic Bulletin
, vol.1
, pp. 29-41
-
-
Jacobsen, D.H.1
Naug, B.2
-
35
-
-
0024047911
-
Orthogonal parameter estimation algorithm for non-linear stochastic systems
-
Korenberg M., Billings S.A., Liu Y.P., Mcilroy P.J. Orthogonal parameter estimation algorithm for non-linear stochastic systems. International Journal of Control 1988, 48:193-210.
-
(1988)
International Journal of Control
, vol.48
, pp. 193-210
-
-
Korenberg, M.1
Billings, S.A.2
Liu, Y.P.3
Mcilroy, P.J.4
-
37
-
-
33847275209
-
Property prices and bank lending in China
-
Liang Q., Cao H. Property prices and bank lending in China. Journal of Asian Economics 2007, 18:63-75.
-
(2007)
Journal of Asian Economics
, vol.18
, pp. 63-75
-
-
Liang, Q.1
Cao, H.2
-
38
-
-
42649119068
-
The interaction between housing investment and economic growth in China
-
Liu H., Yun W.P., Zheng S. The interaction between housing investment and economic growth in China. International Real Estate Review 2002, 5:40-60.
-
(2002)
International Real Estate Review
, vol.5
, pp. 40-60
-
-
Liu, H.1
Yun, W.P.2
Zheng, S.3
-
39
-
-
0003569323
-
-
Cambridge University Press, Cambridge
-
Maddala G.S., Kim I. Unit Roots, Cointegration, and Structural Change 1998, Cambridge University Press, Cambridge.
-
(1998)
Unit Roots, Cointegration, and Structural Change
-
-
Maddala, G.S.1
Kim, I.2
-
42
-
-
67349173527
-
Do house prices reflect fundamentals? Aggregate and panel data evidence
-
Mikhed V., Zemcik P. Do house prices reflect fundamentals? Aggregate and panel data evidence. Journal of Housing Economics 2009, 18:140-149.
-
(2009)
Journal of Housing Economics
, vol.18
, pp. 140-149
-
-
Mikhed, V.1
Zemcik, P.2
-
43
-
-
38749093668
-
The effect of bank credit on asset prices: evidence from the Japanese real estate boom during the 1980s
-
Mora N. The effect of bank credit on asset prices: evidence from the Japanese real estate boom during the 1980s. Journal of Money, Credit and Banking 2008, 40:57-87.
-
(2008)
Journal of Money, Credit and Banking
, vol.40
, pp. 57-87
-
-
Mora, N.1
-
44
-
-
34548829399
-
99 Luftballons: monetary policy and the house price boom across U.S. states
-
Negro M.D., Otrok C. 99 Luftballons: monetary policy and the house price boom across U.S. states. Journal of Monetary Economics 2007, 54:1962-1985.
-
(2007)
Journal of Monetary Economics
, vol.54
, pp. 1962-1985
-
-
Negro, M.D.1
Otrok, C.2
-
45
-
-
34247242569
-
OECD, Recent house price developments: the role of fundamentals
-
OECD Recent house price developments: the role of fundamentals. OECD Economic Outlook 2005, 78:123-155.
-
(2005)
OECD Economic Outlook
, vol.78
, pp. 123-155
-
-
-
46
-
-
47749119378
-
Japan's experience with asset price bubbles: is it a case for inflation targeting?
-
MIT Press, W.C. Hunter, G.G. Kaufman, M. Pomerleano (Eds.)
-
Okina K., Shiratsuka M. Japan's experience with asset price bubbles: is it a case for inflation targeting?. Asset Price Bubbles: the Implications for Monetary, Regulatory, and International Policies 2003, 81-99. MIT Press. W.C. Hunter, G.G. Kaufman, M. Pomerleano (Eds.).
-
(2003)
Asset Price Bubbles: the Implications for Monetary, Regulatory, and International Policies
, pp. 81-99
-
-
Okina, K.1
Shiratsuka, M.2
-
48
-
-
61849100476
-
Differences in housing price forecast ability across U.S. states
-
Rapach D.E., Strauss J.K. Differences in housing price forecast ability across U.S. states. International Journal of Forecasting 2009, 25:351-372.
-
(2009)
International Journal of Forecasting
, vol.25
, pp. 351-372
-
-
Rapach, D.E.1
Strauss, J.K.2
-
49
-
-
5144235368
-
The impact of monetary policy on asset prices
-
Rigobon R., Sack B. The impact of monetary policy on asset prices. Journal of Monetary Economics 2004, 51:1553-1575.
-
(2004)
Journal of Monetary Economics
, vol.51
, pp. 1553-1575
-
-
Rigobon, R.1
Sack, B.2
-
50
-
-
33644584589
-
Housing inequality and housing poverty in urban China in the late 1990s
-
Sato H. Housing inequality and housing poverty in urban China in the late 1990s. China Economic Review 2006, 17:37-50.
-
(2006)
China Economic Review
, vol.17
, pp. 37-50
-
-
Sato, H.1
-
54
-
-
11844275054
-
What drives housing price dynamics: cross-country evidence
-
Bank for International Settlements, March
-
Tsatsaronis K., Zhu H. What drives housing price dynamics: cross-country evidence. BIS Quarterly Review 2004, 65-78. Bank for International Settlements, March.
-
(2004)
BIS Quarterly Review
, pp. 65-78
-
-
Tsatsaronis, K.1
Zhu, H.2
-
55
-
-
49449084299
-
Monetary policy and the US housing market: a VAR analysis imposing sign restrictions
-
Vargas-Silva C. Monetary policy and the US housing market: a VAR analysis imposing sign restrictions. Journal of Macroeconomics 2008, 30:977-990.
-
(2008)
Journal of Macroeconomics
, vol.30
, pp. 977-990
-
-
Vargas-Silva, C.1
-
56
-
-
84867635931
-
China's Housing Market Worse Than US Before Subprime Collapse
-
Vega R. China's Housing Market Worse Than US Before Subprime Collapse. Daily Reckoning, June 2010, 2:2010.
-
(2010)
Daily Reckoning, June
, vol.2
, pp. 2010
-
-
Vega, R.1
-
57
-
-
79951680778
-
Impact of urban economic openness on real estate prices: evidence from thirty-five cities in China
-
Wang S., Yang Z., Liu H. Impact of urban economic openness on real estate prices: evidence from thirty-five cities in China. China Economic Review 2011, 22:42-54.
-
(2011)
China Economic Review
, vol.22
, pp. 42-54
-
-
Wang, S.1
Yang, Z.2
Liu, H.3
-
58
-
-
0742304416
-
Term and variable selection for nonlinear system identification
-
Wei H.L., Billings S.A., Liu J. Term and variable selection for nonlinear system identification. International Journal of Control 2004, 77(1):86-110.
-
(2004)
International Journal of Control
, vol.77
, Issue.1
, pp. 86-110
-
-
Wei, H.L.1
Billings, S.A.2
Liu, J.3
-
59
-
-
41449092564
-
The 1998-2005 housing 'bubble' and the current 'correction': what is different this time?
-
Wheaton W.C., Nechayev G. The 1998-2005 housing 'bubble' and the current 'correction': what is different this time?. Journal of Real Estate Research 2008, 30(1):1-26.
-
(2008)
Journal of Real Estate Research
, vol.30
, Issue.1
, pp. 1-26
-
-
Wheaton, W.C.1
Nechayev, G.2
-
61
-
-
80052524624
-
The effect of monetary policy on real estate price growth in China
-
Xu X.E., Chen T. The effect of monetary policy on real estate price growth in China. Pacific-Basin Finance Journal 2012, 20:62-77.
-
(2012)
Pacific-Basin Finance Journal
, vol.20
, pp. 62-77
-
-
Xu, X.E.1
Chen, T.2
-
63
-
-
68049147156
-
On the imbalance between the real estate market and the stock markets in China
-
Zhang G., Fung H.G. On the imbalance between the real estate market and the stock markets in China. The Chinese Economy 2006, 39:26-39.
-
(2006)
The Chinese Economy
, vol.39
, pp. 26-39
-
-
Zhang, G.1
Fung, H.G.2
-
64
-
-
84867655979
-
Under review. Economic fundamentals and the predictability of Chinese stock market returns: a comparison of VECM and NARMAX approaches
-
Zhang, Y., Hua, X., Zhao, L. and Billings, S.A., under review. Economic fundamentals and the predictability of Chinese stock market returns: a comparison of VECM and NARMAX approaches, Journal of Forecasting.
-
Journal of Forecasting
-
-
Zhang, Y.1
Hua, X.2
Zhao, L.3
Billings, S.A.4
|