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Measuring the diffusion of housing prices across space and over time
16 references·9 citing·36 second hop
Measuring the diffusion of housing prices across space and over time (2009)Measuring the diffusion of housing prices…Panel data models with spatially correlated error components (2006)Panel data models with spatia…Why Have Housing Prices Gone Up? (2005)Why Have Housing Prices Gone …House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Specification and Estimation of Spatial Panel Data Models (2003)Specification and Estimation …Panel Data Econometrics (2003)Panel Data EconometricsIs There a Bubble in the Housing Market? (2003)Is There a Bubble in the Hous…Analysis of Panel Data (2003)Analysis of Panel DataVector Autoregressions (2001)Vector AutoregressionsA Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model (1999)A Generalized Moments Estimat…The Differential Regional Effects of Monetary Policy (1998)The Differential Regional Eff…Analysis of Spatial Autocorrelation in House Prices (1998)Analysis of Spatial Autocorre…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Spatial Patterns in Household Demand (1991)Spatial Patterns in Household…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Spatial Econometrics: Methods and Models (1988)Spatial Econometrics: Methods…Bias in Local Projections (2021)Bias in Local ProjectionsBayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago* (2021)Bayesian Inference in Spatial…A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy (2017)A dynamic spatial econometric…Aging and urban house prices (2016)Aging and urban house pricesDaily House Price Indices: Construction, Modeling, and Longer‐run Predictions (2015)Daily House Price Indices: Co…The spatial diffusion of regional housing prices across U.S. states (2014)The spatial diffusion of regi…Modelling regional labour market dynamics in space and time (2014)Modelling regional labour mar…Spatial propagation of macroeconomic shocks in Europe (2012)Spatial propagation of macroe…Explaining the spatial variation in housing prices: an economic geography approach (2012)Explaining the spatial variat…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Initial conditions and moment restrictions in dynamic panel data models (1998)Introductory Econometrics for Finance (2008)Panel Data Models With Interactive Fixed Effects (2009)Does Algorithmic Trading Improve Liquidity? (2011)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Essays in Positive Economics (1954)Essays in Positive Economics. (1954)The Efficiency of the Market for Single-Family Homes (1988)Assessing High House Prices: Bubbles, Fundamentals and Misperceptions (2005)A spatio-temporal model of house prices in the USA (2010)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)American Economic Review (2019)Macroeconomics and Reality (1980)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)ON STATIONARY PROCESSES IN THE PLANE (1954)Equipment Investment and Economic Growth (1990)Panel data analysis—advantages and challenges (2007)Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (2009)The Analysis of Spatial Association by Use of Distance Statistics (1992)Local Indicators of Spatial Association—LISA (1995)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Initial conditions and moment restrictions in dynamic panel data models (1995)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)
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  • 1998

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The Differential Regional Effects of Monetary Policy
504 cited

Cited by

  • 2014The spatial diffusion of regional housing prices across U.S. states87 cited
  • 2012Explaining the spatial variation in housing prices: an economic geography approach77 cited
  • 2015Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions67 cited
  • 2016Aging and urban house prices67 cited
  • 2014Modelling regional labour market dynamics in space and time61 cited
  • 2017A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy58 cited
  • 2021Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*25 cited
  • 2012Spatial propagation of macroeconomic shocks in Europe13 cited
  • 2021Bias in Local Projections10 cited