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House Prices, Credit and the Effect of Monetary Policy in Norway: Evidence from Structural VAR Models
16 references·0 citing·43 second hopsampled
House Prices, Credit and the Effect of Monetary Policy in Norway: Evidence from Structural VAR Models (2014)House Prices, Credit and the Effect of Mo…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…This Time is Different: A Panoramic View of Eight Centuries of Financial Crises (2008)This Time is Different: A Pan…House prices, money, credit, and the macroeconomy (2008)House prices, money, credit, …Housing and Monetary Policy (2007)Housing and Monetary PolicyWhat are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Asset prices and central bank policy (2000)Asset prices and central bank…The Band Pass Filter (1999)The Band Pass FilterError Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Macroeconomics and Reality (1980)Macroeconomics and RealityThe 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)Credit Spreads and Business Cycle Fluctuations (2012)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Staggered prices in a utility-maximizing framework (1983)Credit Cycles (1997)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)The federal funds rate and the channels of monetary transmission (1989)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Understanding the Effects of Government Spending on Consumption (2007)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Inflation Targeting: A New Framework for Monetary Policy? (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Risk, Uncertainty and Monetary Policy (2011)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Discretion versus policy rules in practice (1993)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)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)The Unreliability of Output-Gap Estimates in Real Time (2002)Fiscal Volatility Shocks and Economic Activity (2015)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,569 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
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,203 cited
  • 1999The Band Pass Filter1,909 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 2008This Time is Different: A Panoramic View of Eight Centuries of Financial Crises880 cited
  • 2008House prices, money, credit, and the macroeconomy760 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 2007Housing and Monetary Policy595 cited

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  • 2000Asset prices and central bank policy584 cited
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