A hierarchical factor analysis of U.S. housing market dynamics
Author:
Affiliation:
1. Federal Reserve Bank of New York, 33 Liberty St., New York, NY 10045, USA
2. Columbia University, 420 W. 118 St., MC 3308, New York, NY 10025, USA
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/14/1/C1/27665568/ectj00c1.pdf
Reference18 articles.
1. Real-Time Measurement of Business Conditions
2. Confidence intervals for diffusion index forecasts and inference with factor‐augmented regressions;Bai;Econometrica,2006
3. Turnover as a measure of demand for existing homes;Berkovec;Real Estate Economics,1996
4. Factor augmented vector autoregressions (FVARs) and the analysis of monetary policy;Bernanke;Quarterly Journal of Economics,2005
5. The Foreclosure-House Price Nexus: Lessons from the 2007-2008 Housing Turmoil
Cited by 70 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Factoring in the Micro: A Transaction‐Level Dynamic Factor Approach to the Decomposition of Export Volatility;Oxford Bulletin of Economics and Statistics;2024-09-12
2. A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic;Research in International Business and Finance;2024-08
3. Three-Dimensional Factor Models with Global and Local Factors *;2024
4. Large covariance estimation using a factor model with common and group‐specific factors;Journal of Forecasting;2023-07-19
5. Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices;Journal of Econometric Methods;2023-03-14
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3