My bibliography
Save this item
Regional housing market spillovers in the US: lessons from regional divergences in a common monetary policy setting
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- INOUE Tomoo & OKIMOTO Tatsuyoshi, 2019. "How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models," Discussion papers 19031, Research Institute of Economy, Trade and Industry (RIETI).
- Cipollini, Andrea & Parla, Fabio, 2020.
"Housing market shocks in italy: A GVAR approach,"
Journal of Housing Economics, Elsevier, vol. 50(C).
- Andrea Cipollini & Fabio Parla, 2018. "Housing Market Shocks in Italy: a GVAR approach," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0069, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Gomez-Gonzalez, Jose Eduardo & Sanin-Restrepo, Sebastian, 2018.
"The maple bubble: A history of migration among Canadian provinces,"
Journal of Housing Economics, Elsevier, vol. 41(C), pages 57-71.
- Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia 992, Banco de la Republica de Colombia.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013.
"Global House Price Fluctuations: Synchronization and Determinants,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119-166.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 119-166, National Bureau of Economic Research, Inc.
- Hideaki Hirata & M. Ayhan Kose & Chris Otrok & Marco Terrones, "undated". "Global House Price Fluctuations: Synchronization and Determinants," Working Paper 164451, Harvard University OpenScholar.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," CAMA Working Papers 2013-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok & Mr. Marco Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," IMF Working Papers 2013/038, International Monetary Fund.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers 18362, National Bureau of Economic Research, Inc.
- Füss, Roland & Zietz, Joachim, 2016.
"The economic drivers of differences in house price inflation rates across MSAs,"
Journal of Housing Economics, Elsevier, vol. 31(C), pages 35-53.
- Fuess, Roland & Zietz, Joachim, 2015. "The Economic Drivers of Differences in House Price Inflation Rates across MSAs," Working Papers on Finance 1526, University of St. Gallen, School of Finance.
- Inoue,Tomoo & Kaya,Demet & Ohshige,Hitoshi, 2015. "The impact of China?s slowdown on the Asia Pacific region : an application of the GVAR model," Policy Research Working Paper Series 7442, The World Bank.
- Yanotti, Maria B. & Kangogo, Moses & Wright, Danika & Sarkar, Somwrita & Lyu, Fei, 2024. "House price dynamics and internal migration across Australia," SocArXiv r5eg2, Center for Open Science.
- Vansteenkiste, Isabel & Hiebert, Paul, 2011.
"Do house price developments spillover across euro area countries? Evidence from a global VAR,"
Journal of Housing Economics, Elsevier, vol. 20(4), pages 299-314.
- Hiebert, Paul & Vansteenkiste, Isabel, 2009. "Do house price developments spill over across euro area countries? Evidence from a Global VAR," Working Paper Series 1026, European Central Bank.
- Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2018.
"When Bubble Meets Bubble: Contagion in OECD Countries,"
The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 546-566, May.
- Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2016. "When Bubble Meets Bubble: Contagion in OECD Countries," Borradores de Economia 942, Banco de la Republica de Colombia.
- Alexander Chudik & M. Hashem Pesaran, 2016.
"Theory And Practice Of Gvar Modelling,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Ms. Yan M Sun & Mr. Frigyes F Heinz & Giang Ho, 2013. "Cross-Country Linkages in Europe: A Global VAR Analysis," IMF Working Papers 2013/194, International Monetary Fund.
- Hany Abdel-Latif & Tapas Mishra & Anita Staneva, 2019.
"Arab Countries between Winter and Spring: Where Democracy Shock Goes Next!,"
Economies, MDPI, vol. 7(1), pages 1-19, March.
- Hany Abdel-Latif & Tapas Mishra & Anita Staneva, 2015. "Arab Countries Between Winter and Spring: Where Democracy Shock Goes Next!," Working Papers 954, Economic Research Forum, revised Oct 2015.
- An, Galina & Becker, Charles & Cheng, Enoch, 2021. "Housing price appreciation and economic integration in a transition economy: Evidence from Kazakhstan," Journal of Housing Economics, Elsevier, vol. 52(C).
- TengTeng Xu, 2012.
"The Role of Credit in International Business Cycles,"
Staff Working Papers
12-36, Bank of Canada.
- Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
- Cesa-Bianchi, Ambrogio, 2013.
"Housing cycles and macroeconomic fluctuations: A global perspective,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 215-238.
- Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
- Cesa-Bianchi, Ambrogio, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," IDB Publications (Working Papers) 4085, Inter-American Development Bank.
- Christophe André, 2010. "A Bird's Eye View of OECD Housing Markets," OECD Economics Department Working Papers 746, OECD Publishing.
- Rangan Gupta & Christophe André & Luis Gil-Alana, 2015.
"Comovement in Euro area housing prices: A fractional cointegration approach,"
Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
- Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
- Adam Traczyk, 2013. "Financial integration and the term structure of interest rates," Empirical Economics, Springer, vol. 45(3), pages 1267-1305, December.
- Timo Bettendorf, 2019.
"Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 296-312, January.
- Bettendorf, Timo, 2016. "Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach," Discussion Papers 42/2016, Deutsche Bundesbank.
- Brzezicka, Justyna & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2019. "Analysis of the filtering process and the ripple effect on the primary and secondary housing market in Warsaw, Poland," Land Use Policy, Elsevier, vol. 88(C).
- Favero, Carlo A., 2013. "Modelling and forecasting government bond spreads in the euro area: A GVAR model," Journal of Econometrics, Elsevier, vol. 177(2), pages 343-356.
- Michael Funke & Petar Mihaylovski & Adrian Wende, 2018. "Out of Sync Subnational Housing Markets and Macroprudential Policies," CESifo Working Paper Series 6887, CESifo.
- MeiChi Huang, 2012. "Forecasts and implications of the current housing crisis: switching regimes in a threshold framework," Applied Economics Letters, Taylor & Francis Journals, vol. 19(6), pages 557-568, April.
- Tomoo Inoue & Tatsuyoshi Okimoto, 2022. "How does unconventional monetary policy affect the global financial markets?," Empirical Economics, Springer, vol. 62(3), pages 1013-1036, March.
- Thierry Bracke & Matthieu Bussière & Michael Fidora & Roland Straub, 2010.
"A Framework for Assessing Global Imbalances,"
The World Economy, Wiley Blackwell, vol. 33(9), pages 1140-1174, September.
- Bracke, Thierry & Bussière, Matthieu & Fidora, Michael & Straub, Roland, 2008. "A framework for assessing global imbalances," Occasional Paper Series 78, European Central Bank.
- Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avendaño Arosemena, 2015. "Relaciones regionales en los precios de vivienda nueva en Colombia," Revista Ecos de Economía, Universidad EAFIT, vol. 19(40), pages 25-47, June.
- Dreger, Christian & Zhang, Yanqun, 2014. "Does the economic integration of China affect growth and inflation in industrial countries?," Economic Modelling, Elsevier, vol. 38(C), pages 184-189.
- INOUE Tomoo & OKIMOTO Tatsuyoshi, 2017. "Measuring the Effects of Commodity Price Shocks on Asian Economies," Discussion papers 17009, Research Institute of Economy, Trade and Industry (RIETI).
- Dayong Zhang & Qiang Ji & Wan-Li Zhao & Nicholas J Horsewood, 2021. "Regional housing price dependency in the UK: A dynamic network approach," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 1014-1031, April.
- Goto, Eiji, 2023. "Industry effects of unconventional monetary policy, within and across countries," Journal of International Money and Finance, Elsevier, vol. 136(C).
- Samargandi, Nahla & Kutan, Ali M., 2016. "Private credit spillovers and economic growth: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 56-84.
- Agyemang, Abraham & Chowdhury, Iftekhar & Balli, Faruk, 2021. "Quantifying Return Spillovers in Global Real Estate Markets," Journal of Housing Economics, Elsevier, vol. 52(C).
- Paul Corrigan, 2017. "Terms-of-Trade and House Price Fluctuations: A Cross-Country Study," Staff Working Papers 17-1, Bank of Canada.
- MeiChi Huang, 2014. "Monetary policy implications of housing shift-contagion across regional markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 589-608, October.
- Bahar Öztürk & Dorinth van Dijk & Frank van Hoenselaar & Sander Burgers, 2018. "The relation between supply constraints and house price dynamics in the Netherlands," DNB Working Papers 601, Netherlands Central Bank, Research Department.
- Eiji Goto, 2020. "Industry Impacts of Unconventional Monetary Policy," 2020 Papers pgo873, Job Market Papers.