Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10011949976
Persistent link: https://www.econbiz.de/10008859111
Persistent link: https://www.econbiz.de/10008989381
Persistent link: https://www.econbiz.de/10010357340
Persistent link: https://www.econbiz.de/10011554410
Persistent link: https://www.econbiz.de/10001205530
Persistent link: https://www.econbiz.de/10001214730
Persistent link: https://www.econbiz.de/10011661835
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/10012254637