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:	Monetary policy Housing VAR Economics Business & Economics Social Sciences Value-added resellers Analysis Dwellings United States R2 Monetary policy E52 C32 Housing VAR MACROECONOMIC ACTIVITY UNITED-STATES SUPPLY SHOCKS MONEY DISTURBANCES housing IMPULSE-RESPONSE ANALYSIS IDENTIFICATION monetary policy TRANSMISSION AGGREGATE DEMAND CONSUMPTION
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