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The Changing Role of House Price Dynamics Over the Business Cycle
16 references·3 citing·48 second hop
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2008Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison978 cited
  • 1995Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects919 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 2008House prices, money, credit, and the macroeconomy760 cited
  • 2007Housing IS the Business Cycle648 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1994Bubbles in Metropolitan Housing Markets541 cited
  • 2013Inattentive professional forecasters324 cited
  • 1994Regime switching with time-varying transition probabilities291 cited
  • 2002Monetary Policy and Asset Prices: Does 'Benign Neglect' Make Sense?285 cited
  • 1998Business cycle durations260 cited

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  • 1978Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model257 cited
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    • 2011Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering44 cited
    • 2011The Confidence Channel for the Transmission of Shocks37 cited
    • 2013Two-Way Interplays between Capital Buffers, Credit and Output: Evidence from French Banks31 cited