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The changing role of house price dynamics over the business cycle
16 references·0 citing·45 second hop
The changing role of house price dynamics over the business cycle (2012)The changing role of house price dynamics…From Great Depression to Great Credit Crisis: similarities, differences and lessons (2010)From Great Depression to Grea…House prices, money, credit, and the macroeconomy (2008)House prices, money, credit, …Housing IS the Business Cycle (2007)Housing IS the Business CycleHousing and the Monetary Transmission Mechanism (2007)Housing and the Monetary Tran…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…Monetary Policy and Asset Prices: Does 'Benign Neglect' Make Sense? (2002)Monetary Policy and Asset Pri…Asset prices, financial and monetary stability: exploring the nexus (2002)Asset prices, financial and m…Asset prices and central bank policy (2000)Asset prices and central bank…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Modeling the conditional distribution of interest rates as a regime-switching process (1996)Modeling the conditional dist…Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects (1995)Prices and Trading Volume in …Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…Bubbles in Metropolitan Housing Markets (1994)Bubbles in Metropolitan Housi…BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Has Financial Development Made the World Riskier? (2005)Risk, uncertainty and monetary policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Forecasting Volatility in Financial Markets: A Review (2003)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Stock market volatility and the business cycle (1996)Vulnerable Growth (2019)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Betting the house (2014)The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)No Price Like Home: Global House Prices, 1870–2012 (2017)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)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)Time to Build and Aggregate Fluctuations (1982)Stabilizing an Unstable Economy (1987)Household Leverage and the Recession of 2007 to 2009 (2009)What happens during recessions, crunches and busts? (2009)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)The social and private micro-level consequences of homeownership (2003)Credit Supply and the Price of Housing (2015)Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 1995Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects919 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 2002Asset prices, financial and monetary stability: exploring the nexus763 cited
  • 2008House prices, money, credit, and the macroeconomy760 cited
  • 2007Housing IS the Business Cycle648 cited
  • 2000Asset prices and central bank policy584 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1994Bubbles in Metropolitan Housing Markets541 cited
  • 2007Housing and the Monetary Transmission Mechanism397 cited
  • 2002Monetary Policy and Asset Prices: Does 'Benign Neglect' Make Sense?285 cited

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  • 2010From Great Depression to Great Credit Crisis: similarities, differences and lessons284 cited
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