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House Prices, Interest Rates and Macroeconomic Fluctuations: International Evidence
16 references·4 citing·47 second hop
House Prices, Interest Rates and Macroeconomic Fluctuations: International Evidence (2005)House Prices, Interest Rates and Macroeco…The price and quantity of residential land in the United States (2007)The price and quantity of res…Similarities and convergence in G-7 cycles (2007)Similarities and convergence …Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…How Do House Prices Affect Consumption? Evidence from Micro Data (2005)How Do House Prices Affect Co…Determinants of business cycle comovement: a robust analysis (2005)Determinants of business cycl…International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Do Real Estate Prices and Sto…Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics (1998)Let's Get Real: A Factor Anal…Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching (1998)Business Cycle Turning Points…Measuring World Business Cycles (1997)Measuring World Business Cycl…Macroeconomics and Reality (1980)Macroeconomics and RealityBusiness Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Business Cycle Modeling Witho…"General Intelligence," Objectively Determined and Measured (1904)"General Intelligence," Objec…Quantifying Return Spillovers in Global Real Estate Markets (2021)Quantifying Return Spillovers…Housing, credit, and real activity cycles: Characteristics and comovement (2011)Housing, credit, and real act…Do house price developments spillover across euro area countries? 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this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1904"General Intelligence," Objectively Determined and Measured6,205 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory708 cited
  • 2005Determinants of business cycle comovement: a robust analysis663 cited
  • 2007The price and quantity of residential land in the United States473 cited
  • 1998Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching470 cited
  • 1998Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics384 cited
  • 2007Similarities and convergence in G-7 cycles318 cited
  • 1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis294 cited

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  • 1997Measuring World Business Cycles248 cited
  • 2005How Do House Prices Affect Consumption? Evidence from Micro Data227 cited
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    • 2011Do house price developments spillover across euro area countries? Evidence from a global VAR143 cited
    • 2011Housing, credit, and real activity cycles: Characteristics and comovement65 cited
    • 2021Quantifying Return Spillovers in Global Real Estate Markets24 cited
    • 2009Three Cycles: Housing, Credit, and Real Activity19 cited