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Monetary Policy Shocks and the Role of House Prices Across European Countries
16 references·2 citing·42 second hop
Monetary Policy Shocks and the Role of House Prices Across European Countries (2002)Monetary Policy Shocks and the Role of Ho…Comparing Wealth Effects: The Stock Market versus the Housing Market (2005)Comparing Wealth Effects: The…Financial Structure and the Interest Rate Channel of ECB Monetary Policy (2003)Financial Structure and the I…Financial market imperfections and home ownership: A comparative study (2002)Financial market imperfection…The Transmission Mechanism and the Role of Asset Prices in Monetary Policy (2001)The Transmission Mechanism an…Legal Structure, Financial Structure and the Monetary Policy Transmission Mechanism (1999)Legal Structure, Financial St…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Asymmetries in housing and financial market institutions and EMU (1998)Asymmetries in housing and fi…Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…Booms and Busts in the UK Housing Market (1997)Booms and Busts in the UK Hou…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…The dynamic effects of aggregate demand and supply disturbance (1988)The dynamic effects of aggreg…Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…Alternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Macroeconomics and Reality (1980)Macroeconomics and RealityInternational Real Estate Review (2017)International Real Estate Rev…Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model (2013)Is the relationship between m…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Econometric policy evaluation: A critique (1976)The federal funds rate and the channels of monetary transmission (1989)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Credit Rationing in Markets with Imperfect Information (1981)Time to Build and Aggregate Fluctuations (1982)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)House prices, consumption, and monetary policy: a financial accelerator approach (2004)Money Illusion and Housing Frenzies (2007)House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis (2009)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Risk, uncertainty and monetary policy (2013)What Does Monetary Policy Do? (1996)Oil price shocks and stock market activity (1999)What are the effects of fiscal policy shocks? (2009)Housing wealth, financial wealth, and consumption: New evidence from micro data (2008)The Financialization of Home and the Mortgage Market Crisis (2008)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 2005Comparing Wealth Effects: The Stock Market versus the Housing Market1,109 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 1997Booms and Busts in the UK Housing Market606 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance468 cited
  • 1999Legal Structure, Financial Structure and the Monetary Policy Transmission Mechanism431 cited
  • 2001The Transmission Mechanism and the Role of Asset Prices in Monetary Policy375 cited
  • 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited
  • 2002Financial market imperfections and home ownership: A comparative study296 cited

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  • 1998Asymmetries in housing and financial market institutions and EMU225 cited
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    • 2013Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model49 cited
    • 2017International Real Estate Review14 cited