What factors drive house prices in the USA? Sign restricted VAR approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-023-02533-4.pdf
Reference55 articles.
1. Aastveit KA, Albuquerque B, Anundsen AK (2020) Changing supply elasticities and regional housing booms. Staff working paper no. 844, Bank of England
2. Aastveit KA, Anundsen AK (2022) Asymmetric effects of monetary policy in regional housing markets. Am Econ J Macroecon 14(4):499–529
3. Adelino M, Schoar A, Severino F (2012) Credit supply and house prices: evidence from mortgage market segmentation. NBER working paper no. w17832, National Bureau of Economic Research
4. Adelino M, Schoar A, Severino F (2016) Loan originations and defaults in the mortgage crisis: the role of the middle class. Rev Financ Stud 29(7):1635–1670
5. Anundsen AK (2019) Detecting imbalances in house prices: what goes up must come down? Scand J Econ 121(4):1587–1619
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1. Does monetary policy contribute to housing price booms? Empirical evidence from the US economy;International Journal of Housing Markets and Analysis;2024-04-25
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