A DSGE Model with Housing in the Cointegrated VAR Framework
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- Bjørnar Kivedal, 2014. "A DSGE model with housing in the cointegrated VAR framework," Empirical Economics, Springer, vol. 47(3), pages 853-880, November.
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More about this item
- 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
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
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