The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions
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- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer-Steinnocher, 2018. "The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions," Papers 1802.05870, arXiv.org.
References listed on IDEAS
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Cited by:
- Gianni La Cava & Calvin He, 2021. "The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(3), pages 387-397, September.
- Calvin He & Gianni La Cava, 2020. "The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets," RBA Research Discussion Papers rdp2020-02, Reserve Bank of Australia.
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More about this item
Keywords
Regional housing prices; metropolitan regions; Bayesian estimation; high-frequency identification;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2018-04-09 (Central Banking)
- NEP-MON-2018-04-09 (Monetary Economics)
- NEP-URE-2018-04-09 (Urban and Real Estate Economics)
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