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Citations for "Monetary policy and housing prices in an estimated DSGE for the US and the euro area"

by Darracq Pariès, Matthieu & Notarpietro, Alessandro

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  1. Michael Funke & Michael Paetz, 2010. "What can an open-economy DSGE model tell us about Hong Kong’s housing market?," Quantitative Macroeconomics Working Papers 21011, Hamburg University, Department of Economics.
  2. Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009. "Monetary Policy Transmission and House Prices: European Cross-country Evidence," CESifo Working Paper Series 2750, CESifo Group Munich.
  3. Musso, Alberto & Neri, Stefano & Stracca, Livio, 2011. "Housing, consumption and monetary policy: How different are the US and the euro area?," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3019-3041, November.
  4. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers 2012-12, University of Connecticut, Department of Economics.
  5. Michael Paetz & Rangan Gupta, 2014. "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers 2014-576, Department of Research, Ipag Business School.
  6. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers 201009, University of Pretoria, Department of Economics.
  7. Funke, Michael & Paetz, Michael, 2013. "Housing prices and the business cycle: An empirical application to Hong Kong," Journal of Housing Economics, Elsevier, vol. 22(1), pages 62-76.
  8. Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010. "Financial Frictions and Inflation Differentials in a Monetary Union," CESifo Working Paper Series 3235, CESifo Group Munich.
  9. Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2012. "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(1), pages 19-70.
  10. Eickmeier, Sandra & Hofmann, Boris, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
  11. Rafael Gerke & Magnus Jonsson & Martin Kliem & Marcin Kolasa & Pierre Lafourcade & Alberto Locarno & Krzysztof Makarski & Peter McAdam, 2012. "Assessing macro-financial linkages: a model comparison exercise," National Bank of Poland Working Papers 110, National Bank of Poland, Economic Institute.
  12. Luca GATTINI & Paul HIEBERT, . "Forecasting and Assessing Euro Area House Prices Through the Lens of Key Fundamentals," EcoMod2010 259600061, EcoMod.
  13. Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
  14. Alessandro Notarpietro & Stefano Siviero, 2014. "Optimal monetary policy rules and house prices: the role of financial frictions," Temi di discussione (Economic working papers) 993, Bank of Italy, Economic Research and International Relations Area.
  15. Oriol Aspachs-Bracons & Pau Rabanal, 2010. "The drivers of housing cycles in Spain," SERIEs, Spanish Economic Association, vol. 1(1), pages 101-130, March.
  16. Gabriele Galati & Federica Teppa & Rob Alessie, 2011. "Macro and micro drivers of house price dynamics: An application to Dutch data," DNB Working Papers 288, Netherlands Central Bank, Research Department.
  17. Pau Rabanal & Oriol Aspachs-Bracons, 2011. "The Effects of Housing Prices and Monetary Policy in a Currency Union," IMF Working Papers 11/6, International Monetary Fund.
  18. Bofinger, Peter & Debes, Sebastian & Gareis, Johannes & Mayer, Eric, 2012. "Monetary Policy Transmission in a Model with Animal Spirits and House Price Booms and Busts," CEPR Discussion Papers 8804, C.E.P.R. Discussion Papers.
  19. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
  20. Mara Pirovano, 2013. "Household and firm leverage, capital flows and monetary policy in a small open economy," Working Paper Research 246, National Bank of Belgium.
  21. Matthieu Darracq Pariès & Christoffer Kok Sørensen & Diego Rodriguez-Palenzuela, 2011. "Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 49-113, December.
  22. Margarita Rubio, 2009. "Housing market heterogeneity in a monetary union," Banco de Espa�a Working Papers 0916, Banco de Espa�a.
  23. Michael Funke & Michael Paetz, 2012. "A DSGE-based assessment of nonlinear loan-to-Value policies: Evidence from Hong Kong," Quantitative Macroeconomics Working Papers 21204, Hamburg University, Department of Economics.
  24. Gareis, Johannes & Mayer, Eric, 2012. "Financial market heterogeneity: Implications for the EMU," W.E.P. - Würzburg Economic Papers 90, University of Würzburg, Chair for Monetary Policy and International Economics.
  25. Jagjit S. Chadha & Germana Corrado & Luisa Corrado, 2013. "Stabilisation Policy in a Model of Consumption, Housing Collateral and Bank Lending," Studies in Economics 1316, School of Economics, University of Kent.
  26. István P. Székely & Werner Roeger & Jan in 't Veld, 2011. "Fiscal policy in the EU in the crisis: a model-based approach," CASE Network Studies and Analyses 423, CASE-Center for Social and Economic Research.
  27. Eric Mayer & Johannes Gareis, 2013. "What Drives Ireland’s Housing Market? A Bayesian DSGE Approach," Open Economies Review, Springer, vol. 24(5), pages 919-961, November.
  28. Zhicheng Zhou & Prapatchon Jariyapan, 2013. "The impact of macroeconomic policies to real estate market in People's Republic of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 75 - 92, September.
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