Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis
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KeywordsStructural Factor Model; Business Cycle; Monetary Policy; Housing.;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- R2 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
- NEP-MAC-2010-04-17 (Macroeconomics)
- NEP-MON-2010-04-17 (Monetary Economics)
- NEP-URE-2010-04-17 (Urban & Real Estate Economics)
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