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House Prices and Business Cycles in Europe: a VAR Analysis
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House Prices and Business Cycles in Europe: a VAR Analysis (2002)House Prices and Business Cycles in Europ…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…The demand for M3 in the euro area (2001)The demand for M3 in the euro…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…What do the VARs mean? Measuring the output effects of monetary policy (1998)What do the VARs mean? Measur…International evidence on equity prices, interest rates and money (1998)International evidence on equ…Asymmetries in housing and financial market institutions and EMU (1998)Asymmetries in housing and fi…Testing for a Unit Root (1993)Testing for a Unit RootStochastic trends and economic fluctuations in a small open economy (1992)Stochastic trends and economi…How Well Does The IS-LM Model Fit Postwar U. S. Data? (1992)How Well Does The IS-LM Model…House Price Dynamics: The Role of Tax Policy and Demography (1991)House Price Dynamics: The Rol…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)Tax Subsidies to Owner-Occupi…King Charles I (1981)King Charles IThe purchasing power of money (1911)The purchasing power of moneyHousing markets and unconventional monetary policy (2016)Housing markets and unconvent…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Should Central Banks Respond to Movements in Asset Prices? (2001)Financial Intermediaries and Monetary Economics (2010)Estimation of Dynamic Models with Error Components (1981)Papers on Economic Activity (1983)The Efficiency of the Market for Single-Family Homes (1988)Bubbles in Metropolitan Housing Markets (1994)HOUSING AND THE BUSINESS CYCLE* (2005)The price and quantity of residential land in the United States (2007)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Is There a Bubble in the Housing Market? (2003)Assessing High House Prices: Bubbles, Fundamentals and Misperceptions (2005)The Wealth of Cities: Agglomeration Economies and Spatial Equilibrium in the United States (2009)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries (2000)Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysis (2004)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Wage indexation: A macroeconomic approach (1976)Monetary policy and asset prices (2002)Global Imbalances and the Financial Crisis: Link or No Link? (2011)
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References

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  • 1998Asymmetries in housing and financial market institutions and EMU225 cited
  • 1992Stochastic trends and economic fluctuations in a small open economy203 cited
  • 1998What do the VARs mean? Measuring the output effects of monetary policy197 cited
  • 1998

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International evidence on equity prices, interest rates and money
137 cited

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  • 2016Housing markets and unconventional monetary policy62 cited