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Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices?

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Author Info
Ansgar Belke ()
Walter Orth ()
Ralph Setzer ()

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Abstract

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File URL: http://hdl.handle.net/10.1007/s10368-008-0123-y
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Publisher Info
Article provided by Springer in its journal International Economics and Economic Policy.

Volume (Year): 5 (2008)
Issue (Month): 4 (December)
Pages: 403-424
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:iecepo:v:5:y:2008:i:4:p:403-424

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Web page: http://www.springerlink.com/link.asp?id=111059

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: E31; E52; F01; F42; Asset prices; Global liquidity; House prices; International spillovers; Stock prices; VAR analysis;

References listed on IDEAS
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  1. Beyer, A. & Doornik, J.A. & Hendry, D.F., 2000. "Constructing Historical Euro-Zone Data," Economics Working Papers eco2000/10, European University Institute.
    Other versions:
  2. Barbara Roffia & Andrea Zaghini, 2007. "Excess money growth and inflation dynamics," Working Paper Series 749, European Central Bank. [Downloadable!]
    Other versions:
  3. John B. Taylor, 2007. "Housing and monetary policy," Proceedings, Federal Reserve Bank of Kansas City, pages 463-476. [Downloadable!]
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  4. Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2008. "Liquidity and the dynamic pattern of price adjustment: a global view," Discussion Paper Series 1: Economic Studies 2008,25, Deutsche Bundesbank, Research Centre. [Downloadable!]
  5. Pietro Catte & Nathalie Girouard & Robert Price & Christophe André, 2004. "Housing Markets, Wealth and the Business Cycle," OECD Economics Department Working Papers 394, OECD, Economics Department. [Downloadable!]
  6. Frederic S. Mishkin, 2007. "Housing and the Monetary Transmission Mechanism," NBER Working Papers 13518, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Ramón Adalid & Carsten Detken, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series 732, European Central Bank. [Downloadable!]
  8. Greiber, Claus & Setzer, Ralph, 2007. "Money and housing: evidence for the euro area and the US," Discussion Paper Series 1: Economic Studies 2007,12, Deutsche Bundesbank, Research Centre. [Downloadable!]
  9. Marek Jarocinski & Frank Smets, 2008. "House prices and the stance of monetary policy," Working Paper Series 891, European Central Bank. [Downloadable!]
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  10. Joao Miguel Sousa & Andrea Zaghini, 2006. "Global Monetary Policy Shocks in the G5: A SVAR Approach," CFS Working Paper Series 2006/30, Center for Financial Studies. [Downloadable!]
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  11. Matteo Ciccarelli & Benoît Mojon, 2005. "Global inflation," Working Paper Series 537, European Central Bank. [Downloadable!]
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  12. Ansgar Belke & Daniel Gros, 2007. "Instability of the Eurozone? On Monetary Policy, House Prices and Labor Market Reforms," IZA Discussion Papers 2547, Institute for the Study of Labor (IZA). [Downloadable!]
  13. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-44, January. [Downloadable!] (restricted)
  14. Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January. [Downloadable!] (restricted)
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