The international transmission of house price shocks
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- Catherine Bruneau & Olivier De Bandt & Karim Barhoumi, 2010. "The International Transmission of House Price Shocks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665531, HAL.
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More about this item
Keywordshousing; factor models; Vector Autoregressive model.;
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-11 (All new papers)
- NEP-CBA-2010-04-11 (Central Banking)
- NEP-EEC-2010-04-11 (European Economics)
- NEP-IFN-2010-04-11 (International Finance)
- NEP-URE-2010-04-11 (Urban & Real Estate Economics)
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