Comovement, excess volatility, and home production

Citations

Cited by:

1. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
   • Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
   • Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
   • Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
2. Morris A. Davis, 2010. "housing and the business cycle," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
   • Morris A. Davis & Jonathan Heathcote, 2005. "Housing And The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 751-784, August.
   • Davis, Morris & Heathcote, Jonathan, 2001. "Housing and the Business Cycle," Working Papers 01-09, Duke University, Department of Economics.
   • Morris A. Davis & Jonathan Heathcote, 2004. "Housing and the business cycle," Finance and Economics Discussion Series 2004-11, Board of Governors of the Federal Reserve System (U.S.).
   • Jonathan Heathcote, 2003. "Housing and the Business Cycle," Working Papers gueconwpa~03-03-21, Georgetown University, Department of Economics.
3. Mark A. Aguiar & Erik Hurst & Loukas Karabarbounis, 2011. "Time Use During Recessions," NBER Working Papers 17259, National Bureau of Economic Research, Inc.
4. Muñoz, Manuel A., 2020. "Macroprudential policy and the role of institutional investors in housing markets," Working Paper Series 2454, European Central Bank.
   • Smets, Frank & Muñoz, Manuel A., 2022. "Macroprudential policy and the role of institutional investors in housing markets," CEPR Discussion Papers 17479, C.E.P.R. Discussion Papers.
   • Muñoz, Manuel A. & Smets, Frank, 2022. "Macroprudential policy and the role of institutional investors in housing markets," ESRB Working Paper Series 137, European Systemic Risk Board.
5. Matteo Iacoviello & Stefano Neri, 2010. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
   • Matteo Iacoviello & Stefano Neri, 2007. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics 659, Boston College Department of Economics, revised 23 Oct 2009.
   • Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research 145, National Bank of Belgium.
   • Matteo Iacoviello & Stefano Neri, 2008. "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers) 659, Bank of Italy, Economic Research and International Relations Area.
6. Charles Ka Yui LEUNG, 2022. "Housing and Macroeconomics," ISER Discussion Paper 1197, Institute of Social and Economic Research, Osaka University.
   • Leung, Charles Ka Yui, 2022. "Housing and Macroeconomics," MPRA Paper 115500, University Library of Munich, Germany.
7. Nguyen, Quoc Hung, 2013. "Housing investment: What makes it so volatile? Theory and evidence from OECD countries," Journal of Housing Economics, Elsevier, vol. 22(3), pages 163-178.
8. Piazzesi, M. & Schneider, M., 2016. "Housing and Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1547-1640, Elsevier.
   • Schneider, Martin & Piazzesi, Monika, 2016. "Housing and macroeconomics," CEPR Discussion Papers 11519, C.E.P.R. Discussion Papers.
   • Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
9. Aguiar, M. & Hurst, E., 2016. "The Macroeconomics of Time Allocation," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 203-253, Elsevier.
10. Yongsung Chang & Andreas Hornstein, 2006. "Home production," Working Paper 06-04, Federal Reserve Bank of Richmond.
11. Kausik Gangopadhyay & Juan Carlos Hatchondo, 2009. "The behavior of household and business investment over the business cycle," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 95(Sum).
12. Marco Guerrazzi, 2011. "Search And Stochastic Dynamics In The Old Keynesian Economics: A Rationale For The Shimer Puzzle," Metroeconomica, Wiley Blackwell, vol. 62(4), pages 561-586, November.
13. Alessandro Piergallini, 2020. "Demographic change and real house prices: a general equilibrium perspective," Journal of Economics, Springer, vol. 130(1), pages 85-102, June.
    • Piergallini, Alessandro, 2019. "Demographic Change and Real House Prices: A General Equilibrium Perspective," MPRA Paper 112073, University Library of Munich, Germany.
14. Dotsey, Michael & Li, Wenli & Yang, Fang, 2015. "Home production and Social Security reform," European Economic Review, Elsevier, vol. 73(C), pages 131-150.
    • Michael Dotsey & Wenli Li & Fang Yang, 2012. "Home production and Social Security reform," Working Papers 12-5, Federal Reserve Bank of Philadelphia.
    • Fang Yang & Michael Dotsey & Wenli Li, 2014. "Home Production and Social Security Reform," Departmental Working Papers 2014-02, Department of Economics, Louisiana State University.
    • fang yang & Wenli Li & Michael Dotsey, 2012. "Home Production and Social Security Reform," 2012 Meeting Papers 469, Society for Economic Dynamics.
15. Konstantinos Vasilopoulos & William Tayler, 2021. "Real Estate and Construction Sector Dynamics Over the Business Cycle," Working Papers 326919291, Lancaster University Management School, Economics Department.
16. Michael Dotsey & Wenli Li & Fang Yang, 2014. "Consumption And Time Use Over The Life Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 665-692, August.
    • Michael Dotsey & Wenli Li & Fang Yang, 2010. "Consumption and time use over the life cycle," Working Papers 10-37, Federal Reserve Bank of Philadelphia.
17. Maria Teresa Punzi, 2013. "Housing Market and Current Account Imbalances in the International Economy," Review of International Economics, Wiley Blackwell, vol. 21(4), pages 601-613, September.
    • Maria Teresa Punzi, 2012. "Housing Market and Current Account Imbalances in the International Economy," Discussion Papers 12/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
18. Fehrle, Daniel, 2019. "Housing and the business cycle revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 103-115.
    • Daniel Fehrle, 2018. "Housing and the Business Cycle Revisited," Working Papers 178, Bavarian Graduate Program in Economics (BGPE).
19. Guo, Zi-Yi, 2017. "Information heterogeneity, housing dynamics and the business cycle," EconStor Preprints 168561, ZBW - Leibniz Information Centre for Economics.
20. Daniel Fehrle & Johannes Huber, 2020. "Business cycle accounting for the German fiscal stimulus program during the Great Recession," Working Papers 197, Bavarian Graduate Program in Economics (BGPE).
    • Daniel Fehrle & Johannes Huber, 2020. "Business cycle accounting for the German fiscal stimulus program during the Great Recession," Discussion Paper Series 339, Universitaet Augsburg, Institute for Economics.
21. Leung, Charles, 2004. "Macroeconomics and housing: a review of the literature," Journal of Housing Economics, Elsevier, vol. 13(4), pages 249-267, December.
    • Charles Ka Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Discussion Papers 00004, Chinese University of Hong Kong, Department of Economics.
    • Charles Ka-Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Departmental Working Papers _164, Chinese University of Hong Kong, Department of Economics.
22. Jonas D. M. Fisher, 2007. "Why Does Household Investment Lead Business Investment over the Business Cycle?," Journal of Political Economy, University of Chicago Press, vol. 115(1), pages 141-168.
23. Nguyen, Quoc Hung, 2018. "Revisiting housing and the business cycle," Journal of Housing Economics, Elsevier, vol. 41(C), pages 85-92.
24. Temel Taskin, 2010. "Unemployment Insurance and Home Production," 2010 Meeting Papers 93, Society for Economic Dynamics.
    • Taskin, Temel, 2011. "Unemployment insurance and home production," MPRA Paper 34878, University Library of Munich, Germany.
25. Wenli Li & Fang Yang & Michael Dotsey, 2010. "Consumption and Home Production over the Life Cycle," 2010 Meeting Papers 423, Society for Economic Dynamics.
26. Guo, Zi-Yi, 2017. "Information heterogeneity, housing dynamics and the business cycle," Economics Discussion Papers 2017-17, Kiel Institute for the World Economy (IfW Kiel).