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Pei Kuang

Personal Details

First Name:Pei
Middle Name:
Last Name:Kuang
Suffix:
RePEc Short-ID:pku353
[This author has chosen not to make the email address public]
http://sites.google.com/site/peikuang2011/

Affiliation

Department of Economics
University of Birmingham

Birmingham, United Kingdom
http://www.bham.ac.uk/economics/
RePEc:edi:debhauk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Pei Kuang & Michael Weber & Shihan Xie, 2024. "Perceived Political Bias of the Federal Reserve," NBER Working Papers 33071, National Bureau of Economic Research, Inc.
  2. Carola Binder & Pei Kuang & Li Tang, 2023. "Central Bank Communication and House Price Expectations," NBER Working Papers 31232, National Bureau of Economic Research, Inc.
  3. Pei Kuang & Renbin Zhang & Tongbin Zhang, 2019. "New Tests of Expectation Formation with Applications to Asset Pricing Models," Discussion Papers 19-05, Department of Economics, University of Birmingham.
  4. Pei Kuang & Kaushik Mitra, 2015. "Long-Run Growth Uncertainty," Discussion Papers 15-07, Department of Economics, University of Birmingham.
  5. Pei Kuang, 2014. "A Model of Housing and Credit Cycles with Imperfect Market Knowledge," Discussion Papers 14-07, Department of Economics, University of Birmingham.
  6. Pei Kuang, 2014. "Learning Dynamics with Data (Quasi-) Differencing," Discussion Papers 15-06, Department of Economics, University of Birmingham.
  7. Pei Kuang, 2013. "A Note on Learning in a Credit Economy," Discussion Papers 14-08, Department of Economics, University of Birmingham.
  8. P Kuang & M Schroder & Q Wang, 2013. "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers 13-09, Department of Economics, University of Birmingham.
  9. Pei Kuang, 2012. "Comment on Assenza and Berardi "Learning in a Credit Economy" (2009, JEDC)," Discussion Papers 13-06, Department of Economics, University of Birmingham.
  10. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," CEP Discussion Papers dp1064, Centre for Economic Performance, LSE.

Articles

  1. Kuang, Pei & Yao, Yao, 2017. "Are rational explosive solutions learnable?," Economics Letters, Elsevier, vol. 157(C), pages 62-66.
  2. Pei Kuang & Tong Wang, 2017. "Labor Market Dynamics With Search Frictions And Fair Wage Considerations," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1336-1349, July.
  3. Kuang, Pei, 2016. "A Note On Learning In A Credit Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 20(3), pages 845-855, April.
  4. Kuang, Pei & Mitra, Kaushik, 2016. "Long-run growth uncertainty," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 67-80.
  5. Kuang, P. & Schröder, M. & Wang, Q., 2014. "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, vol. 30(2), pages 192-205.
  6. Kuang, Pei, 2014. "A model of housing and credit cycles with imperfect market knowledge," European Economic Review, Elsevier, vol. 70(C), pages 419-437.
  7. Klaus Adam & Pei Kuang & Albert Marcet, 2012. "House Price Booms and the Current Account," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 77-122.

Chapters

  1. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 77-122, National Bureau of Economic Research, Inc.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," CEP Discussion Papers dp1064, Centre for Economic Performance, LSE.

    Mentioned in:

    1. Near rational agents and house price booms
      by Economic Logician in Economic Logic on 2011-09-12 19:17:00

Working papers

  1. Carola Binder & Pei Kuang & Li Tang, 2023. "Central Bank Communication and House Price Expectations," NBER Working Papers 31232, National Bureau of Economic Research, Inc.

    Cited by:

    1. Michelle Alexopoulos & Xinfen Han & Oleksiy Kryvtsov & Xu Zhang, 2022. "More Than Words: Fed Chairs’ Communication During Congressional Testimonies," Staff Working Papers 22-20, Bank of Canada.
    2. Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
    3. Kuang, Pei & Luca, Davide & Wei, Zhiwu & Yao, Yao, 2023. "Great or grim? Disagreement about Brexit, economic expectations and household spending," LSE Research Online Documents on Economics 119200, London School of Economics and Political Science, LSE Library.
    4. Yu, Zhen & Liu, Wei & Yang, Fuyu, 2023. "A central bankers’ sentiment index of global financial cycle," Finance Research Letters, Elsevier, vol. 57(C).

  2. Pei Kuang & Kaushik Mitra, 2015. "Long-Run Growth Uncertainty," Discussion Papers 15-07, Department of Economics, University of Birmingham.

    Cited by:

    1. Seppo Honkapohja & Kaushik Mitra & George Evans, 2017. "Expectations, Stagnation and Fiscal Policy," 2017 Meeting Papers 160, Society for Economic Dynamics.
    2. Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023. "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, vol. 130(C).
    3. Daniel Tortorice, 2015. "Long Run Expectations, Learning and the U.S. Housing Market," Working Papers 85, Brandeis University, Department of Economics and International Business School.
    4. F. Di Pace & K. Mitra & S. Zhang, 2021. "Adaptive Learning and Labor Market Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 441-475, March.
    5. Dan Tortorice, 2016. "The Business Cycles Implications of Fluctuating Long Run Expectations," Working Papers 100, Brandeis University, Department of Economics and International Business School.
    6. Kuang, Pei & Tang, Li & Zhang, Renbin & Zhang, Tongbin, 2022. "Forecast disagreement about long-run macroeconomic relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 371-387.
    7. Kuang, Pei & Yao, Yao, 2017. "Are rational explosive solutions learnable?," Economics Letters, Elsevier, vol. 157(C), pages 62-66.
    8. Polbin, Andrey & Shumilov, Andrei, 2020. "Модель Зависимости Обменного Курса Рубля От Цен На Нефть С Марковскими Переключениями Режимов [Modeling the relationship between the Russian ruble exchange rate and oil prices: A Markov regime swit," MPRA Paper 102450, University Library of Munich, Germany.
    9. Kuusi Tero, 2018. "Output Gap Uncertainty and the Optimal Fiscal Policy in the EU," Review of Economics, De Gruyter, vol. 69(2), pages 111-146, August.
    10. Pei Kuang & Tong Wang, 2017. "Labor Market Dynamics With Search Frictions And Fair Wage Considerations," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1336-1349, July.

  3. Pei Kuang, 2014. "A Model of Housing and Credit Cycles with Imperfect Market Knowledge," Discussion Papers 14-07, Department of Economics, University of Birmingham.

    Cited by:

    1. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
    2. Pancrazi, Roberto & Pietrunti, Mario, 2015. "Natural Expectations and Home Equity Extraction," The Warwick Economics Research Paper Series (TWERPS) 1068, University of Warwick, Department of Economics.
    3. Natalia S. Nikitina, 2022. "Прогнозирование Индекса Цен На Недвижимость В России," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
    4. Patrick A. Pintus & Jacek Suda, 2016. "Learning Financial Shocks and the Great Recession," Working Papers halshs-00830480, HAL.
    5. Mach Łukasz & Dąbrowski Ireneusz & Wotzka Daria & Frącz Paweł, 2023. "The Identification of Seasonality in the Housing Market Using the X13-ARIMA-SEATS Model," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(4), pages 29-43, December.
    6. Martijn I. Dröes & Marc K. Francke, 2018. "What Causes the Positive Price-Turnover Correlation in European Housing Markets?," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 618-646, November.
    7. Mérő, Bence & Borsos, András & Hosszú, Zsuzsanna & Oláh, Zsolt & Vágó, Nikolett, 2023. "A high-resolution, data-driven agent-based model of the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
    8. Pedro Gete, 2015. "Housing demands, savings gluts and current account dynamics," Globalization Institute Working Papers 221, Federal Reserve Bank of Dallas.
    9. Obed I. Ojonta & Jonathan E. Ogbuabor, 2024. "Effects of international tourism on environmental quality and renewable energy use in Africa: a study of the moderating role of governance institutions," Economic Change and Restructuring, Springer, vol. 57(4), pages 1-37, August.
    10. Martijn Dröes & Philip Koppels & Boris Ziermans, 2017. "Information Asymmetry, Lease Incentives, and the Role of Advisors in the Market for Commercial Real Estate," ERES eres2017_250, European Real Estate Society (ERES).
    11. Pauline Gandré, 2020. "Learning, house prices and macro-financial linkages," EconomiX Working Papers 2020-10, University of Paris Nanterre, EconomiX.
    12. Margaret Jacobson, 2019. "Beliefs, Aggregate Risk, and the U.S. Housing Boom," 2019 Meeting Papers 1549, Society for Economic Dynamics.
    13. Ma, Qiang & Khan, Zeeshan & Chen, Fuzhong & Murshed, Muntasir & Siqun, Yang & Kirikkaleli, Dervis, 2023. "Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 266-274.
    14. Colin C. Caines, 2016. "Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom," International Finance Discussion Papers 1181, Board of Governors of the Federal Reserve System (U.S.).
    15. Kuang, Pei & Yao, Yao, 2017. "Are rational explosive solutions learnable?," Economics Letters, Elsevier, vol. 157(C), pages 62-66.
    16. Yongheng Deng & Eric Girardin & Roselyne Joyeux, 2018. "Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy," Post-Print hal-01996210, HAL.
    17. Mérő, Bence & Vágó, Nikolett, 2018. "Keresletvezérelt lakáspiaci modell a lakáshitelezést szabályozó makro prudenciális eszközök tanulmányozására [A demand-led model of the housing market for studying the macro-prudential means of reg," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1115-1153.
    18. Natalia S. Nikitina, 2022. "Forecasting the Real Estate Price Index in Russia [Прогнозирование Индекса Цен На Недвижимость В России]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
    19. Pei Kuang & Tong Wang, 2017. "Labor Market Dynamics With Search Frictions And Fair Wage Considerations," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1336-1349, July.
    20. Yongheng Deng & Eric Girardin & Roselyne Joyeux, 2015. "Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy," Working Papers 222015, Hong Kong Institute for Monetary Research.
    21. Francisco Camões & Sofia Vale, 2020. "I feel wealthy: A major determinant of Portuguese households’ indebtedness?," Empirical Economics, Springer, vol. 58(4), pages 1953-1978, April.
    22. Gandré, Pauline, 2020. "US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath," Journal of International Money and Finance, Elsevier, vol. 104(C).

  4. Pei Kuang, 2013. "A Note on Learning in a Credit Economy," Discussion Papers 14-08, Department of Economics, University of Birmingham.

    Cited by:

    1. Pei Kuang, 2013. "Imperfect Knowledge About Asset Prices and Credit Cycles," Discussion Papers 13-02, Department of Economics, University of Birmingham.

  5. P Kuang & M Schroder & Q Wang, 2013. "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers 13-09, Department of Economics, University of Birmingham.

    Cited by:

    1. Noureddine Kouaissah & Amin Hocine, 2021. "Forecasting systemic risk in portfolio selection: The role of technical trading rules," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 708-729, July.
    2. Jin, Xiaoye, 2022. "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    3. Flavio Ivo Riedlinger & João Nicolau, 2020. "The Profitability in the FTSE 100 Index: A New Markov Chain Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 61-81, March.
    4. Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021. "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 42-56.
    5. Potì, Valerio, 2018. "A new tight and general bound on return predictability," Economics Letters, Elsevier, vol. 162(C), pages 140-145.
    6. Potì, Valerio & Levich, Richard & Conlon, Thomas, 2020. "Predictability and pricing efficiency in forward and spot, developed and emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 107(C).
    7. Luís Lobato Macedo & Pedro Godinho & Maria João Alves, 2020. "A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 349-381, January.
    8. Jin, Xiaoye, 2021. "What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    9. Matheus José Silva de Souza & Danilo Guimarães Franco Ramos & Marina Garcia Pena & Vinicius Amorim Sobreiro & Herbert Kimura, 2018. "Examination of the profitability of technical analysis based on moving average strategies in BRICS," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-18, December.
    10. Xiaoye Jin, 2022. "Evaluating the predictive power of intraday technical trading in China's crude oil market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1416-1432, November.
    11. Psaradellis, Ioannis & Laws, Jason & Pantelous, Athanasios A. & Sermpinis, Georgios, 2023. "Technical analysis, spread trading, and data snooping control," International Journal of Forecasting, Elsevier, vol. 39(1), pages 178-191.
    12. Frömmel, Michael & Lampaert, Kevin, 2016. "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, vol. 18(C), pages 177-183.
    13. Dockery, Everton & Todorov, Ivan, 2023. "Further evidence on the returns to technical trading rules: Insights from fourteen currencies," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
    14. Levich, Richard & Conlon, Thomas & Potì, Valerio, 2019. "Measuring excess-predictability of asset returns and market efficiency over time," Economics Letters, Elsevier, vol. 175(C), pages 92-96.
    15. Lee, Namhoon & Choi, Wonseok & Pae, Yuntaek, 2021. "Market efficiency in foreign exchange market," Economics Letters, Elsevier, vol. 205(C).
    16. Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew, 2016. "A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 158-167.
    17. Tajaddini, Reza & Crack, Timothy Falcon, 2012. "Do momentum-based trading strategies work in emerging currency markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 521-537.
    18. Yang, Junmin & Cao, Zhiguang & Han, Qiheng & Wang, Qiyu, 2019. "Tactical asset allocation on technical trading rules and data snooping," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).

  6. Pei Kuang, 2012. "Comment on Assenza and Berardi "Learning in a Credit Economy" (2009, JEDC)," Discussion Papers 13-06, Department of Economics, University of Birmingham.

    Cited by:

    1. Pei Kuang, 2013. "Imperfect Knowledge About Asset Prices and Credit Cycles," Discussion Papers 13-02, Department of Economics, University of Birmingham.

  7. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," CEP Discussion Papers dp1064, Centre for Economic Performance, LSE.

    Cited by:

    1. Hull, Isaiah, 2015. "What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession," Working Paper Series 301, Sveriges Riksbank (Central Bank of Sweden).
    2. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
    3. Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    4. Chen, Qiuyu & Feng, Ling & Li, Zhiyuan & Lin, Ching-Yi, 2021. "Housing prices and trade surpluses in China: An inter-temporal approach," Journal of International Money and Finance, Elsevier, vol. 110(C).
    5. Sophie Piton, 2018. "Do Unit Labor Costs Matter? A Decomposition Exercise on European Data," Working Papers halshs-01785345, HAL.
    6. Andrea Gazzani, 2020. "News and noise bubbles in the housing market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 46-72, April.
    7. Lambertini, Luisa & Mendicino, Caterina & Teresa Punzi, Maria, 2013. "Leaning against boom–bust cycles in credit and housing prices," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1500-1522.
    8. Enrique G. Mendoza & Emine Boz, 2009. "Financial Innovation, the Discovery of Risk, and the U.S. Credit Crisis," 2009 Meeting Papers 1273, Society for Economic Dynamics.
    9. Kuang, Pei, 2014. "A model of housing and credit cycles with imperfect market knowledge," European Economic Review, Elsevier, vol. 70(C), pages 419-437.
    10. Kollmann, Robert & Roeger, Werner & in t Veld, Jan & Ratto, Marco & Pataracchia, Beatrice, 2014. "International Capital Flows and the Boom-Bust Cycle in Spain," CEPR Discussion Papers 9957, C.E.P.R. Discussion Papers.
    11. Patrick A. Pintus & Jacek Suda, 2016. "Learning Financial Shocks and the Great Recession," Working Papers halshs-00830480, HAL.
    12. Schneider, Martin & Piazzesi, Monika, 2016. "Housing and macroeconomics," CEPR Discussion Papers 11519, C.E.P.R. Discussion Papers.
    13. Daniel L. Tortorice, 2014. "Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks," Working Papers 70, Brandeis University, Department of Economics and International Business School.
    14. Franjo, Luis, 2018. "International interest rates, the current account and housing markets," Economic Modelling, Elsevier, vol. 75(C), pages 268-280.
    15. Hui An & Lijie Yu & Rakesh Gupta, 2016. "Capital Inflows and House Prices: Aggregate and Regional Evidence from China," Australian Economic Papers, Wiley Blackwell, vol. 55(4), pages 451-475, December.
    16. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2014. "Credit Supply and the Housing Boom," Working Paper Series WP-2014-21, Federal Reserve Bank of Chicago.
    17. Tillmann, Peter, 2012. "Capital inflows and asset prices: Evidence from emerging Asia," IMFS Working Paper Series 58, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    18. Klaus Adam & Michael Woodford, 2020. "Robustly Optimal Monetary Policy in a New Keynesian Model with Housing," CESifo Working Paper Series 8127, CESifo.
    19. Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper 2013/05, Norges Bank.
    20. Pei Kuang, 2013. "Imperfect Knowledge About Asset Prices and Credit Cycles," Discussion Papers 13-02, Department of Economics, University of Birmingham.
    21. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 52-67, National Bureau of Economic Research, Inc.
    22. Andrea Ferrero, 2012. "House price booms, current account deficits, and low interest rates," Staff Reports 541, Federal Reserve Bank of New York.
    23. Mayer, Eric & Maas, Daniel & Rüth, Sebastian, 2016. "Current Account Dynamics and the Housing Cycle in Spain," VfS Annual Conference 2016 (Augsburg): Demographic Change 145824, Verein für Socialpolitik / German Economic Association.
    24. J. Andrés & J. E. Boscá & J. Ferri, 2015. "Household Debt and Fiscal Multipliers," Economica, London School of Economics and Political Science, vol. 82, pages 1048-1081, December.
    25. Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner, 2015. "How Low Can House Prices Go? Estimating a Conservative Lower Bound," FHFA Staff Working Papers 15-01, Federal Housing Finance Agency.
    26. Pierre-Olivier Gourinchas & Hélène Rey, 2013. "External Adjustment, Global Imbalances and Valuation Effects," NBER Working Papers 19240, National Bureau of Economic Research, Inc.
    27. Colin Caines & Fabian Winkler, 2019. "Asset Price Beliefs and Optimal Monetary Policy," 2019 Meeting Papers 713, Society for Economic Dynamics.
    28. Cesa-Bianchi, Ambrogio & Cespedes, Luis & Rebucci, Alessandro, 2015. "Global liquidity, house prices and the macroeconomy: evidence from advanced and emerging economies," Bank of England working papers 522, Bank of England.
    29. Sandra Gomes, 2011. "Housing Market Dynamics: Any News?," Working Papers w201121, Banco de Portugal, Economics and Research Department.
    30. Pedro Gete, 2015. "Housing demands, savings gluts and current account dynamics," Globalization Institute Working Papers 221, Federal Reserve Bank of Dallas.
    31. Jørgensen, Peter Lihn, 2023. "The global savings glut and the housing boom," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    32. Alqaralleh, Huthaifa & Canepa, Alessandra, 2020. "Housing market cycles in large urban areas," Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
    33. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012. "House prices, credit growth, and excess volatility: implications for monetary and macroprudential policy," Working Paper Series 2012-11, Federal Reserve Bank of San Francisco.
    34. Klaus Adam & Michael Woodford, 2018. "Leaning Against Housing Prices as Robustly Optimal Monetary Policy," NBER Working Papers 24629, National Bureau of Economic Research, Inc.
    35. Cengiz Tunc & Mustafa Kilinc, 2023. "Household Debt and Economic Growth: Debt Service Matters," Open Economies Review, Springer, vol. 34(1), pages 71-92, February.
    36. Eleonora Granziera & Sharon Kozicki, 2012. "House Price Dynamics: Fundamentals and Expectations," Staff Working Papers 12-12, Bank of Canada.
    37. Hwee Kwan Chow & Taojun Xie, 2016. "Are House Prices Driven by Capital Flows? Evidence from Singapore," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-21, February.
    38. Glaeser, Edward L. & Nathanson, Charles G., 2017. "An extrapolative model of house price dynamics," Journal of Financial Economics, Elsevier, vol. 126(1), pages 147-170.
    39. Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012. "Trend growth expectations and U.S. house prices before and after the crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 394-409.
    40. Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik, 2015. "Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach," Working Paper 2015/11, Norges Bank.
    41. Gourinchas, Pierre-Olivier & Rey, Hélène, 2014. "External Adjustment, Global Imbalances, Valuation Effects," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 585-645, Elsevier.
    42. Rots, Eyno, 2017. "Imperfect information and the house price in a general-equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 215-231.
    43. Aquiles Arrieta Barcasnegras, 2012. "La relación entre los flujos de capital y el precio de la vivienda: el caso colombiano," Revista de Economía del Caribe 10854, Universidad del Norte.
    44. Klaus Adam & Oliver Pfäuti & Timo Reinelt, 2020. "Falling Natural Rates, Rising Housing Volatility and the Optimal Inflation Target," CRC TR 224 Discussion Paper Series crctr224_2020_235, University of Bonn and University of Mannheim, Germany.
    45. Kuang, Pei & Mitra, Kaushik, 2016. "Long-run growth uncertainty," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 67-80.
    46. Joshua Aizenman & Yothin Jinjarak, 2013. "Real Estate Valuation, Current Account and Credit Growth Patterns, Before and After the 2008-9 Crisis," NBER Working Papers 19190, National Bureau of Economic Research, Inc.
    47. Maas, Daniel & Mayer, Eric & Rüth, Sebastian, 2015. "Current account dynamics and the housing boom and bust cycle in Spain," W.E.P. - Würzburg Economic Papers 94, University of Würzburg, Department of Economics.
    48. Zheng, Min & Wang, Hefei & Wang, Chengzhang & Wang, Shouyang, 2017. "Speculative behavior in a housing market: Boom and bust," Economic Modelling, Elsevier, vol. 61(C), pages 50-64.
    49. Callum Jones & Mr. Pau Rabanal, 2021. "Credit Cycles, Fiscal Policy, and Global Imbalances," IMF Working Papers 2021/043, International Monetary Fund.
    50. José Daniel Aromí, 2021. "Large Current Account Deficits and Neglected Vulnerabilities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(4), pages 597-623, December.
    51. Itzhak Ben-David & Pascal Towbin & Sebastian Weber, 2019. "Inferring Expectations from Observables: Evidence from the Housing Market," NBER Working Papers 25702, National Bureau of Economic Research, Inc.
    52. Pauline Gandré, 2020. "Learning, house prices and macro-financial linkages," EconomiX Working Papers 2020-10, University of Paris Nanterre, EconomiX.
    53. Geerolf, François & Grjebine, Thomas, 2013. "House Prices Drive Current Accounts: Evidence from Property Tax Variations," CEPREMAP Working Papers (Docweb) 1315, CEPREMAP.
    54. Jengei Hong & Doojin Ryu, 2023. "Expectations and the housing market: A model of house price dynamics," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 1242-1266, October.
    55. Margaret Jacobson, 2019. "Beliefs, Aggregate Risk, and the U.S. Housing Boom," 2019 Meeting Papers 1549, Society for Economic Dynamics.
    56. Mr. Pau Rabanal & Marzie Taheri Sanjani, 2015. "Financial Factors: Implications for Output Gaps," IMF Working Papers 2015/153, International Monetary Fund.
    57. Ellison, Martin & Macaulay, Alistair, 2019. "A Rational Inattention Unemployment Trap," CEPR Discussion Papers 13761, C.E.P.R. Discussion Papers.
    58. Daniel Tortorice, 2015. "Long Run Expectations, Learning and the U.S. Housing Market," Working Papers 85, Brandeis University, Department of Economics and International Business School.
    59. Colin C. Caines, 2016. "Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom," International Finance Discussion Papers 1181, Board of Governors of the Federal Reserve System (U.S.).
    60. F. Di Pace & K. Mitra & S. Zhang, 2021. "Adaptive Learning and Labor Market Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 441-475, March.
    61. Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2012. "International Capital Flows and House Prices: Theory and Evidence," NBER Chapters, in: Housing and the Financial Crisis, pages 235-299, National Bureau of Economic Research, Inc.
    62. Philip Lane & Peter McQuade, 2013. "Domestic Credit Growth and International Capital Flows," The Institute for International Integration Studies Discussion Paper Series iiisdp428, IIIS.
    63. Dieci, Roberto & Westerhoff, Frank, 2016. "Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 71(C), pages 21-44.
    64. Gourinchas, Pierre-Olivier & Rey, Hélène, 2014. "Chapter 10 External Adjustment, Global Imbalances, Valuation Effects," Department of Economics, Working Paper Series qt42k8h7mp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    65. Glaeser, Edward L. & Nathanson, Charles G., 2015. "An Extrapolative Model of House Price Dynamics," Working Paper Series rwp15-012, Harvard University, John F. Kennedy School of Government.
    66. Carlos Garriga & Rodolfo E. Manuelli & Adrian Peralta-Alva, 2012. "A model of price swings in the housing market," Working Papers 2012-022, Federal Reserve Bank of St. Louis.
    67. Joseph L. Breeden & Jose J. Canals-Cerda, 2016. "Consumer risk appetite, the credit cycle, and the housing bubble," Working Papers 16-5, Federal Reserve Bank of Philadelphia.
    68. Yang Zhou, 2022. "The Effects of Capital Controls on Housing Prices," Discussion Paper Series DP2022-29, Research Institute for Economics & Business Administration, Kobe University.
    69. Kuang, Pei & Luca, Davide & Wei, Zhiwu & Yao, Yao, 2023. "Great or grim? Disagreement about Brexit, economic expectations and household spending," LSE Research Online Documents on Economics 119200, London School of Economics and Political Science, LSE Library.
    70. Kuang, Pei & Yao, Yao, 2017. "Are rational explosive solutions learnable?," Economics Letters, Elsevier, vol. 157(C), pages 62-66.
    71. Zhang, Tongbin, 2021. "Stock prices and the risk-free rate: An internal rationality approach," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    72. Alejandro Jara & Eduardo Olaberría, 2013. "Are all Capital Inflows Associated with Booms in House Prices? An Empirical Evaluation," Working Papers Central Bank of Chile 696, Central Bank of Chile.
    73. Irina-Marilena, Ban, 2022. "Introducing house prices to the intertemporal current account model: An application to the European Union," Economic Modelling, Elsevier, vol. 117(C).
    74. Edward L. Glaeser, 2011. "Comment on "House Price Booms and the Current Account"," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 123-131, National Bureau of Economic Research, Inc.
    75. Obregon, Carlos, 2018. "Globalization misguided views," MPRA Paper 85813, University Library of Munich, Germany.
    76. Lars Peter Hansen, 2011. "Comment on "House Price Booms and the Current Account"," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 132-143, National Bureau of Economic Research, Inc.
    77. Abebe Hailemariam & Sefa Awaworyi Churchill & Russell Smyth & Kingsley Tetteh Baako, 2021. "Income inequality and housing prices in the very long‐run," Southern Economic Journal, John Wiley & Sons, vol. 88(1), pages 295-321, July.
    78. Eduardo Olaberría, 2014. "Capital Inflows and Booms in Asset Prices: Evidence from a Panel of Countries," Central Banking, Analysis, and Economic Policies Book Series, in: Miguel Fuentes D. & Claudio E. Raddatz & Carmen M. Reinhart (ed.),Capital Mobility and Monetary Policy, edition 1, volume 18, chapter 8, pages 255-290, Central Bank of Chile.
    79. Zhang, Tongbin, 2014. "Stock Price, Real Riskless Interest Rate and Learning," MPRA Paper 57090, University Library of Munich, Germany.
    80. Dr. Pascal Towbin & Sebastian Weber, 2016. "Price expectations and the US housing boom," Working Papers 2016-06, Swiss National Bank.
    81. Miao, Jianjun & Wang, Pengfei & Zhou, Jing, 2015. "Asset bubbles, collateral, and policy analysis," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 57-70.
    82. Paul R. Bergin, 2011. "Asset price booms and current account deficits," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec.5.
    83. Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2013. "Foreign Debt Flows and Domestic Credit: A Principal-Agent Approach," Temas de Estabilidad Financiera 075, Banco de la Republica de Colombia.
    84. Edward L. Glaeser & Charles G. Nathanson, 2015. "An Extrapolative Model of House Price Dynamics," NBER Working Papers 21037, National Bureau of Economic Research, Inc.
    85. Tubadji, Annie & Nijkamp, Peter, 2017. "Green Online vs Green Offline preferences on local public goods trade-offs and house prices," Socio-Economic Planning Sciences, Elsevier, vol. 58(C), pages 72-86.
    86. Dieci, Roberto & Westerhoff, Frank, 2015. "Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach," BERG Working Paper Series 99, Bamberg University, Bamberg Economic Research Group.
    87. Obregon, Carlos, 2018. "Globalización visiones equivocadas [Globalization misguided views]," MPRA Paper 86396, University Library of Munich, Germany.
    88. Lars Peter Hansen, 2017. "Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise"," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 479-489, National Bureau of Economic Research, Inc.
    89. Carmen Silva & Camilo Vio, 2015. "Housing prices and macroeconomic factors: evidence from Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(1), pages 4-24, April.
    90. Aizenman, Joshua, 2019. "A modern reincarnation of Mundell-Fleming's trilemma," Economic Modelling, Elsevier, vol. 81(C), pages 444-454.
    91. Filipa Sá & Tomasz Wieladek, 2015. "Capital Inflows and the U.S. Housing Boom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 221-256, March.
    92. Mr. Steven T Phillips & Mr. Luis Catão & Mr. Luca A Ricci & Mr. Rudolfs Bems & Ms. Mitali Das & Mr. Julian Di Giovanni & Ms. Filiz D Unsal & Marola Castillo & Jungjin Lee & Jair Rodriguez & Mr. Mauric, 2013. "The External Balance Assessment (EBA) Methodology," IMF Working Papers 2013/272, International Monetary Fund.
    93. Sophie Piton, 2017. "Economic Integration and the Non-tradable Sector: The European Experience," 2017 Papers ppi361, Job Market Papers.
    94. Pei Kuang & Kaushik Mitra, 2022. "Potential Output Pessimism and Austerity in the European Union," Discussion Papers 22-08, Department of Economics, University of Birmingham.
    95. Luis Franjo, 2015. "International Interest Rates and Housing Markets," Working Papers 201501, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Feb 2015.
    96. Blanka ŠKRABIĆ PERIĆ & Ana RIMAC SMILJANIĆ & Petar SORIĆ, 2022. "Confidence vs. Uncertainty : An Explanation of Housing Prices In the Old EU Member States," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 31-45, October.
    97. Carlos Garriga & Aaron Hedlund, 2019. "Crises in the Housing Market: Causes, Consequences, and Policy Lessons," Working Papers 2019-33, Federal Reserve Bank of St. Louis.
    98. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
    99. Aizenman, Joshua & Jinjarak, Yothin, 2013. "Real Estate Valuation, Current Account, and Credit Growth Patterns Before and After the 2008–2009 Crisis," ADBI Working Papers 429, Asian Development Bank Institute.
    100. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2014. "Mehr Vertrauen in Marktprozesse. Jahresgutachten 2014/15 [More confidence in market processes. Annual Report 2014/15]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201415.
    101. Colin C. Caines & Fabian Winkler, 2018. "Asset Price Learning and Optimal Monetary Policy," International Finance Discussion Papers 1236, Board of Governors of the Federal Reserve System (U.S.).
    102. Giorgio Primiceri & Andrea Tambalotti & Alejandro Justiniano, 2013. "Household Debt and Foreign Capital Flows," 2013 Meeting Papers 964, Society for Economic Dynamics.

Articles

  1. Pei Kuang & Tong Wang, 2017. "Labor Market Dynamics With Search Frictions And Fair Wage Considerations," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1336-1349, July.

    Cited by:

    1. Cords, Dario & Prettner, Klaus, 2019. "Technological Unemployment Revisited: Automation in a Search and Matching Framework," GLO Discussion Paper Series 308, Global Labor Organization (GLO).
    2. Guerrazzi, Marco, 2017. "Efficiency-wage competition: What happens as the number of players increases?," MPRA Paper 77950, University Library of Munich, Germany.
    3. Marco Fongoni, 2018. "Workers' reciprocity and the (ir)relevance of wage cyclicality for the volatility of job creation," Working Papers 1809, University of Strathclyde Business School, Department of Economics.
    4. Martin, Chris & Wang, Bingsong, 2018. "Unemployment Volatility in a Behavioural Search Model," The Warwick Economics Research Paper Series (TWERPS) 1179, University of Warwick, Department of Economics.

  2. Kuang, Pei, 2016. "A Note On Learning In A Credit Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 20(3), pages 845-855, April.
    See citations under working paper version above.
  3. Kuang, Pei & Mitra, Kaushik, 2016. "Long-run growth uncertainty," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 67-80.
    See citations under working paper version above.
  4. Kuang, P. & Schröder, M. & Wang, Q., 2014. "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, vol. 30(2), pages 192-205.
    See citations under working paper version above.
  5. Kuang, Pei, 2014. "A model of housing and credit cycles with imperfect market knowledge," European Economic Review, Elsevier, vol. 70(C), pages 419-437.
    See citations under working paper version above.
  6. Klaus Adam & Pei Kuang & Albert Marcet, 2012. "House Price Booms and the Current Account," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 77-122.
    See citations under working paper version above.

Chapters

  1. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 77-122, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (4) 2011-08-22 2014-08-02 2014-08-02 2015-09-26
  2. NEP-CBA: Central Banking (3) 2011-07-27 2011-08-22 2023-06-19
  3. NEP-FDG: Financial Development and Growth (2) 2015-04-02 2015-09-26
  4. NEP-GRO: Economic Growth (2) 2015-04-02 2015-09-26
  5. NEP-BAN: Banking (1) 2023-06-19
  6. NEP-CTA: Contract Theory and Applications (1) 2014-08-02

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