The effect of monetary policy on housing: a factor-augmented vector autoregression (FAVAR) approach

This study examines the link between monetary policy and the housing market. The analysis is conducted using impulse response functions derived from a factor-augmented vector autoregression (FAVAR) model. The FAVAR methodology as developed by Bernanke et al. ( 2005 ) avoids the degrees of freedom pr...

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Bibliographic details
Volume: 15
Main Author: Vargas-Silva, Carlos
Format: Journal Article
Language: English
Place of publication: ABINGDON Taylor & Francis 06.08.2008
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Taylor and Francis Journals
published in: Applied economics letters Vol. 15; no. 10; pp. 749 - 752
Data of publication: 8/6/2008
ISSN: 1350-4851
1466-4291
EISSN: 1466-4291
Discipline: Economics
Series: Applied Economics Letters
Subjects:
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2008
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