Housing is the business cycle: commentary
No abstract is available for this item.
Volume (Year): (2007)
Issue (Month): ()
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2007.
"Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?,"
CEPR Discussion Papers
6231, C.E.P.R. Discussion Papers.
- Calza, Alessandro & Monacelli, Tommaso & Stracca, Livio, 2006. "Mortgage markets, collateral constraints, and monetary policy: Do institutional factors matter?," CFS Working Paper Series 2007/10, Center for Financial Studies (CFS).
- Jeffrey R. Campbell & Zvi Hercowitz, 2004. "The role of households' collateralized debts in macroeconomic stabilization," Working Paper Series WP-04-24, Federal Reserve Bank of Chicago.
- Christopher J. Erceg & Andrew T. Levin, 2002.
"Optimal monetary policy with durable and non-durable goods,"
International Finance Discussion Papers
748, Board of Governors of the Federal Reserve System (U.S.).
- Christopher J. Erceg & Andrew T. Levin, 2002. "Optimal Monetary Policy with Durable and Non-Durable Goods," Computing in Economics and Finance 2002 343, Society for Computational Economics.
- Erceg, Christopher J. & Levin, Andrew T., 2002. "Optimal monetary policy with durable and non-durable goods," Working Paper Series 0179, European Central Bank.
- Detken, Carsten & Smets, Frank, 2004.
"Asset price booms and monetary policy,"
Working Paper Series
0364, European Central Bank.
- Arturo Estrella & Frederic S. Mishkin, 1995.
"Predicting U.S. Recessions: Financial Variables as Leading Indicators,"
NBER Working Papers
5379, National Bureau of Economic Research, Inc.
- Arturo Estrella & Frederic S. Mishkin, 1998. "Predicting U.S. Recessions: Financial Variables As Leading Indicators," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 45-61, February.
- Arturo Estrella & Frederic S. Mishkin, 1996. "Predicting U.S. recessions: financial variables as leading indicators," Research Paper 9609, Federal Reserve Bank of New York.
- Benoît Mojon, 2007. "Monetary policy, output composition and the Great Moderation," Working Paper Series WP-07-07, Federal Reserve Bank of Chicago.
- Ben S. Bernanke & Mark Gertler, 1995.
"Inside the Black Box: The Credit Channel of Monetary Policy Transmission,"
NBER Working Papers
5146, National Bureau of Economic Research, Inc.
- Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 27-48, Fall.
- Bernanke, Ben & Gertler, Mark, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," Working Papers 95-15, C.V. Starr Center for Applied Economics, New York University.
- Dynan, Karen E. & Elmendorf, Douglas W. & Sichel, Daniel E., 2006.
"Can financial innovation help to explain the reduced volatility of economic activity?,"
Journal of Monetary Economics,
Elsevier, vol. 53(1), pages 123-150, January.
- Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2005. "Can financial innovation help to explain the reduced volatility of economic activity?," Finance and Economics Discussion Series 2005-54, Board of Governors of the Federal Reserve System (U.S.).
- Luca Benati, 2008.
"Investigating Inflation Persistence Across Monetary Regimes,"
The Quarterly Journal of Economics,
MIT Press, vol. 123(3), pages 1005-1060, August.
- Benati, Luca, 2008. "Investigating inflation persistence across monetary regimes," Working Paper Series 0851, European Central Bank.
- Adalid, Ramón & Detken, Carsten, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series 0732, European Central Bank.
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