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Monetary policy effectiveness in China: evidence from a FAVAR model

Fernald, John; Spiegel, Mark M; Swanson, Eric T. - Federal Reserve Bank of San Francisco - 2014

We use a broad set of Chinese economic indicators and a dynamic factor model framework to estimate Chinese economic activity and inflation as latent variables. We incorporate these latent variables into a factor-augmented vector autoregression (FAVAR) to estimate the effects of Chinese monetary...

Persistent link: https://www.econbiz.de/10010752048

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868248

Asset price declines and real estate market illiquidity : evidence from Japanese land values

Krainer, John (contributor); Spiegel, Mark (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002672082

Monetary policy and the slope factor in empirical term structure estimations

Wu, Tao (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686948

Stylized facts on nominal term structure and business cycles : an empirical VAR study

Wu, Tao (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686954

The responses of wages and prices to technology shocks

Edge, Rochelle M. (contributor); Laubach, Thomas (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868496

Consumer sentiment, the economy, and the news media

Doms, Mark E. (contributor); Morin, Norman (contributor) - 2004

Persistent link: https://www.econbiz.de/10003152595

Mortgage choice in the housing boom: impacts of house price appreciation and borrower type

Furlong, Frederick Thomas; Takhtamanova, Yelena F.; … - Federal Reserve Bank of San Francisco - 2014

mix of borrowers, the evidence indicates that, while low risk-rated borrowers were affected on the margin more by house … price appreciation, on balance those borrowers tended be at least as responsive to fundamentals as high risk-rated borrowers …-rated borrowers in the housing boom appears to have been related to borrower credit risk metrics. Given the evidence related to loan …

Persistent link: https://www.econbiz.de/10010739531

Mortgages as recursive contracts

Krainer, John (contributor); Marquis, Milton H. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001763912

Macro factors and the affine term structure of interest rates

Wu, Tao (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686940