Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10003484107
Persistent link: https://www.econbiz.de/10009297673
Persistent link: https://www.econbiz.de/10011474541
Persistent link: https://www.econbiz.de/10013170484
We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian methods to disentangle the relative importance of the common component in FHFA house price movements from state-specific shocks, over the quarterly period of 1975Q2 to 2017Q4. We...
Persistent link: https://www.econbiz.de/10012229804
Persistent link: https://www.econbiz.de/10011591659
Persistent link: https://www.econbiz.de/10011986953
Persistent link: https://www.econbiz.de/10012015767
Persistent link: https://www.econbiz.de/10012121736
Persistent link: https://www.econbiz.de/10012428385