The impacts of fiscal policy shocks on the US housing market

We explore empirically the impact of fiscal policy shocks on the US housing market using a vector autoregressive model. Identification is achieved through sign restrictions. Accounting for announcement effects, a revenue shock has a short-lived positive impact on house prices and indicators of housi...

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Bibliographic details
Volume: 50
Main Author: Ruiz, Isabel
Vargas-Silva, Carlos
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2016
PHYSICA-VERLAG GMBH & CO
Springer
published in: Empirical economics Vol. 50; no. 3; pp. 777 - 800
Data of publication: 20160500
ISSN: 0377-7332
1435-8921
EISSN: 1435-8921
Discipline: Economics
Subjects:
E62
VAR
VAR
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2016
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