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Housing Market Spillovers: Evidence from an Estimated DSGE Model
16 references·16 citing·29 second hopsampled
Housing Market Spillovers: Evidence from an Estimated DSGE Model (2008)Housing Market Spillovers: Evidence from …Risk Aversion, Wealth, and Background Risk (2008)Risk Aversion, Wealth, and Ba…Investment Shocks and Business Cycles (2008)Investment Shocks and Busines…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…How do house prices affect consumption? Evidence from micro data (2006)How do house prices affect co…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Comparing Wealth Effects: The Stock Market versus the Housing Market (2005)Comparing Wealth Effects: The…Interest and Prices (2004)Interest and PricesAn Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…Trade and Finance: Is There More than Just 'Trade Finance'? 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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2004Interest and Prices2,583 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
  • 2005Comparing Wealth Effects: The Stock Market versus the Housing Market1,109 cited
  • 2006How do house prices affect consumption? Evidence from micro data1,065 cited
  • 2008Risk Aversion, Wealth, and Background Risk

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1,054 cited
  • 2008Investment Shocks and Business Cycles887 cited
  • Cited by

    • 2013Forecasting Real Estate Prices187 cited
    • 2011Monetary policy and the global housing bubble137 cited
    • 2014The Impact of Local Minimum Wages on Employment: Evidence from Italy in the 1950s124 cited
    • 2009The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach109 cited
    • 2012Bank Balance Sheets and the Transmission of Financial Shocks to Borrowers: Evidence from the 2007-2008 Crisis87 cited
    • 2009What Drives Personal Consumption? The Role of Housing and Financial Wealth73 cited
    • 2014Trade and Finance: Is There More than Just 'Trade Finance'? Evidence from Matched Bank-Firm Data72 cited
    • 2009Banking Competition, Housing Prices and Macroeconomic Stability72 cited
    • 2010The interplay between output, inflation, interest rates and house prices: international evidence71 cited
    • 2010Housing in DSGE Models: Findings and New Directions64 cited
    • 2011Housing, Consumption and Monetary Policy: How Different are the U.S. And the Euro Area?64 cited
    • 2010The Internationalization Process of Firms: From Exports to FDI?61 cited
    • 2009Housing Market Heterogeneity in a Monetary Union59 cited
    • 2011Wage Structure Effects of International Trade: Evidence from a Small Open Economy57 cited
    • 2013Expectation-driven cycles in the housing market: Evidence from survey data57 cited
    • 2010Getting Rid of Keynes? A Survey of the History of Macroeconomics from Keynes to Lucas and Beyond55 cited