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A hierarchical factor analysis of U.S. housing market dynamics
16 references·4 citing·42 second hop
A hierarchical factor analysis of U.S. housing market dynamics (2011)A hierarchical factor analysis of U.S. ho…What moves housing markets: A variance decomposition of the rent–price ratio (2009)What moves housing markets: A…Money Illusion and Housing Frenzies (2007)Money Illusion and Housing Fr…Housing IS the Business Cycle (2007)Housing IS the Business CycleHow do house prices affect consumption? Evidence from micro data (2006)How do house prices affect co…Housing, consumption and asset pricing (2006)Housing, consumption and asse…Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (2006)Confidence Intervals for Diff…Understanding the Evolution of World Business Cycles (2005)Understanding the Evolution o…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Comparing Wealth Effects: The Stock Market versus the Housing Market (2005)Comparing Wealth Effects: The…Assessing High House Prices: Bubbles, Fundamentals and Misperceptions (2005)Assessing High House Prices: …Consumption, house prices, and collateral constraints: a structural econometric analysis (2004)Consumption, house prices, an…OWNER-OCCUPIED HOUSING AS A HEDGE AGAINST RENT RISK (2003)OWNER-OCCUPIED HOUSING AS A H…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects (1995)Prices and Trading Volume in …House Prices and Home Owner Saving Behavior (1995)House Prices and Home Owner S…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment (2021)Effects of Conventional and U…Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey (2014)Structural Vector Autoregress…Global House Price Fluctuations: Synchronization and Determinants (2013)Global House Price Fluctuatio…Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model (2010)Macroeconomics, finance, comm…Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? 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this work references cited by second hop

References

  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2005Comparing Wealth Effects: The Stock Market versus the Housing Market1,109 cited
  • 2006How do house prices affect consumption? Evidence from micro data1,065 cited
  • 2005Assessing High House Prices: Bubbles, Fundamentals and Misperceptions1,051 cited
  • 1995Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects919 cited
  • 2003OWNER-OCCUPIED HOUSING AS A HEDGE AGAINST RENT RISK743 cited
  • 2006Housing, consumption and asset pricing720 cited
  • 2007Housing IS the Business Cycle648 cited
  • 2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions629 cited
  • 2005Understanding the Evolution of World Business Cycles541 cited
  • 2009What moves housing markets: A variance decomposition of the rent–price ratio450 cited
  • 2007Money Illusion and Housing Frenzies426 cited
  • 1995House Prices and Home Owner Saving Behavior309 cited

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  • 2004Consumption, house prices, and collateral constraints: a structural econometric analysis281 cited
  • Cited by

    • 2010Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model75 cited
    • 2013Global House Price Fluctuations: Synchronization and Determinants74 cited
    • 2021Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment17 cited
    • 2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey15 cited