Residential Investment and Business Cycles in an Open Economy: A Generalized Impulse Response Approach
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Volume (Year): 37 (2008)
Issue (Month): 1 (July)
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- Pesaran, M. H. & Shin, Y., 1997.
"Generalised Impulse Response Analysis in Linear Multivariate Models,"
Cambridge Working Papers in Economics
9710, Faculty of Economics, University of Cambridge.
- Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.
- Allen Frankel, 2006. "Prime or not so prime? An exploration of US housing finance in the new century," BIS Quarterly Review, Bank for International Settlements, March.
- Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September.
- N. Edward Coulson & Myeong-Soo Kim, 2000. "Residential Investment, Non-residential Investment and GDP," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 28(2), pages 233-247.
- Swanson, N.R. & Granger, C.W.J., 1994. "Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions," Papers 9-94-1, Pennsylvania State - Department of Economics.
- Richard K. Green, 1996.
"Follow the Leader: How Changes In Residential and Non-Residential Investment Predict Changes in GDP,"
Wisconsin-Madison CULER working papers
96-05, University of Wisconsin Center for Urban Land Economic Research.
- Richard K. Green, 1997. "Follow the Leader: How Changes in Residential and Non-residential Investment Predict Changes in GDP," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(2), pages 253-270.
- Edwin S. Mills, 1987. "Has the United States Overinvested in Housing?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 15(1), pages 601-616.
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