Monetary policy and the US housing market: A VAR analysis imposing sign restrictions

This article examines the impact of monetary policy shocks on the US housing market using an identification procedure similar to the one suggested by Uhlig [Uhlig, H., 2005. What are the effects of monetary policy on output? Results from an agnostic identification procedure. Journal of Monetary Econ...

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Bibliographic details
Volume: 30
Main Author: Vargas-Silva, Carlos
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: AMSTERDAM Elsevier Inc 01.09.2008
ELSEVIER SCIENCE BV
Elsevier
Elsevier B.V
published in: Journal of macroeconomics Vol. 30; no. 3; pp. 977 - 990
Data of publication: September 2008
ISSN: 0164-0704
1873-152X
EISSN: 1873-152X
Discipline: Economics
Series: Journal of Macroeconomics
Subjects:
VAR
R2
E52
C32
VAR
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2008
Web of Knowledge
Web of Science
RePEc
RePEc IDEAS
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS