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Housing, credit, and real activity cycles: Characteristics and comovement
16 references·0 citing·38 second hop
Housing, credit, and real activity cycles: Characteristics and comovement (2011)Housing, credit, and real activity cycles…Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Bank Liquidity Creation (2009)Bank Liquidity CreationAsset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Credit Cycles (1997)Credit CyclesEfficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Measuring Business Cycles (1947)Measuring Business CyclesThe Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)The federal funds rate and the channels of monetary transmission (1989)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Quarterly Journal of Economics (2024)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1997Credit Cycles5,254 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 1947Measuring Business Cycles1,481 cited
  • 2009Bank Liquidity Creation1,308 cited
  • 2005

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Asset Prices, Financial and Monetary Stability: Exploring the Nexus
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