Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10008656478
Persistent link: https://www.econbiz.de/10002776858
Persistent link: https://www.econbiz.de/10003899872
Persistent link: https://www.econbiz.de/10011376234
Persistent link: https://www.econbiz.de/10010197045
The article uses three alternative models and monthly data to investigate whether the Federal Funds Rate or the rate on standard 30 year mortgages in the US for the period 1987 to 2010 impacts an index of housing prices. The results indicate that positive shocks to the Federal Funds Rate are...
Persistent link: https://www.econbiz.de/10010469480
The causes of the housing bubble are investigated using Granger causality analysis and VAR modeling methods. The study employs the S&P/Case-Shiller aggregate 10 city monthly housing price index, available in the period 1987-2010/8, the 20 city monthly housing price index for 2000-2010/8, and the...
Persistent link: https://www.econbiz.de/10013035958
Persistent link: https://www.econbiz.de/10010475575
Persistent link: https://www.econbiz.de/10011685345