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Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector
16 references·1 citing·35 second hop
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References

  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 2014Prior Selection for Vector Autoregressions737 cited
  • 2011Methods for Applied Macroeconomic Research573 cited
  • 200799 Luftballons: Monetary policy and the house price boom across U.S. states432 cited
  • 2018Identification in Macroeconomics429 cited
  • 2012Assessing the Economy‐wide Effects of Quantitative Easing258 cited
  • 2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach113 cited
  • 2017Changing Macroeconomic Dynamics at the Zero Lower Bound

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88 cited
  • 2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises50 cited
  • Cited by

    • 2019Time-varying impact of uncertainty shocks on the US housing market56 cited