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ref.bib
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ref.bib
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@article{iacoviello2008credit,
title={The credit channel of monetary policy: Evidence from the housing market},
author={Iacoviello, Matteo and Minetti, Raoul},
journal={Journal of Macroeconomics},
volume={30},
number={1},
pages={69--96},
year={2008},
publisher={Elsevier}
}
@article{jarocinski2008house,
title={House prices and the stance of monetary policy},
author={Jarocinski, Marek and Smets, Frank},
year={2008},
publisher={Federal Reserve Bank of St. Louis Review},
journal = {Federal Reserve Bank of St. Louis Review}
}
@article{musso2011housing,
title={Housing, consumption and monetary policy: How different are the US and the euro area?},
author={Musso, Alberto and Neri, Stefano and Stracca, Livio},
journal={Journal of Banking \& Finance},
volume={35},
number={11},
pages={3019--3041},
year={2011},
publisher={Elsevier}
}
@article{ahamada2013retrospective,
title={A retrospective analysis of the house prices macro-relationship in the United States},
author={Ahamada, Ibrahim and Diaz Sanchez, Jose Luis},
journal={World Bank Policy Research Working Paper},
number={6549},
year={2013}
}
@article{ghodsi2017nonlinear,
title={Nonlinear ARDL Approach and the Housing Market in the US},
author={Ghodsi, Seyed Hesam},
year={2017}
}
@inproceedings{kang2014non,
title={The non-linear effects of monetary policy on real estate prices based on the STR model},
author={Kang, Yu-hong and Wu, Hong and Liu, Xiao-xiao},
journal={2014 International Conference on Management Science \& Engineering 21th Annual Conference Proceedings},
pages={1806--1813},
year={2014},
organization={IEEE}
}
@article{hansen1999testing,
title={Testing for linearity},
author={Hansen, Bruce},
journal={Journal of economic surveys},
volume={13},
number={5},
pages={551--576},
year={1999},
publisher={Wiley Online Library}
}
@article{lo2001threshold,
title={Threshold cointegration and nonlinear adjustment to the law of one price},
author={Lo, Ming Chien and Zivot, Eric},
journal={Macroeconomic Dynamics},
volume={5},
number={4},
pages={533--576},
year={2001},
publisher={Cambridge University Press}
}
@Manual{stigler2019,
title = {Threshold cointegration: overview and implementation in
R},
author = {Matthieu Stigler},
journal = {Handbook of Statistics, Volume 41},
publisher = {Elsevier},
editor = {Hrishikesh Vinod},
year = {2019},
}
@article{jan1998,
author={Kakes, Jan},
title={{Monetary transmission and business cycle asymmetry}},
year= {1998},
institution={University of Groningen, Research Institute SOM (Systems, Organisations and Management)},
type={Research Report},
number={98C36},
}
@TechReport{iacoviello2007,
author={Matteo Iacoviello and Stefano Neri},
title={{Housing Market Spillovers: Evidence from an Estimated DSGE Model}},
year={2007},
month={Mar},
institution={Boston College Department of Economics},
type={Boston College Working Papers in Economics},
url={https://ideas.repec.org/p/boc/bocoec/659.html},
number={659},
}
@Article{schiller2003,
author={Karl E. Case and Robert J. Shiller},
title={{Is There a Bubble in the Housing Market?}},
journal={Brookings Papers on Economic Activity},
year={2003},
volume={34},
number={2},
pages={299-362},
keywords={macroeconomics; Bubble; Housing Market},
}
@Article{dsgemacroprud,
author={Kannan Prakash and Rabanal Pau and Scott Alasdair M.},
title={{Monetary and Macroprudential Policy Rules in a Model with House Price Booms}},
journal={The B.E. Journal of Macroeconomics},
year={2012},
volume={12},
number={1},
pages={1-44},
url={https://ideas.repec.org/a/bpj/bejmac/v12y2012i1n16.html}
}
@article{seo2006bootstrap,
title={Bootstrap testing for the null of no cointegration in a threshold vector error correction model},
author={Seo, Myunghwan},
journal={Journal of Econometrics},
volume={134},
number={1},
pages={129--150},
year={2006},
publisher={Elsevier}
}