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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| 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 Web of Knowledge Web of Science RePEc RePEc IDEAS CrossRef Database information Databases - DBIS |