A threshold unobserved components model of housing bubbles: timings and effectiveness of monetary policies
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DOI: 10.1007/s00181-019-01679-4
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More about this item
Keywords
Monetary policy; Threshold unobserved components model; Housing bubble; Federal funds rate;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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