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99 Luftballons: Monetary policy and the house price boom across U.S. states
16 references·16 citing·39 second hopsampled
99 Luftballons: Monetary policy and the house price boom across U.S. states (2007)99 Luftballons: Monetary policy and the h…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach* (2005)Measuring the Effects of Mone…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…State-Space Models with Regime Switching (1999)State-Space Models with Regim…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Macroeconomics and Reality (1980)Macroeconomics and RealityLatent Variables in Socio-Economic Models. 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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory708 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 2005

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Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*
681 cited
  • 1978Latent Variables in Socio-Economic Models.616 cited
  • Cited by

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    • 2008Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles275 cited
    • 2008Housing Market Spillovers: Evidence from an Estimated DSGE Model254 cited
    • 2014Search, Liquidity, and the Dynamics of House Prices and Construction248 cited
    • 2013Forecasting Real Estate Prices187 cited
    • 2008House Prices and the Stance of Monetary Policy151 cited
    • 2009Monetary Policy and the Housing Bubble150 cited
    • 2011Monetary policy and the global housing bubble137 cited
    • 2012Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010131 cited
    • 2009Is housing the business cycle? Evidence from US cities131 cited
    • 2010Liquidity and the dynamic pattern of asset price adjustment: A global view127 cited
    • 2009Sectoral price data and models of price setting123 cited
    • 2008Monetary Policy, Market Excesses and Financial Turmoil123 cited