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Business cycle implications of mortgage spreads

Walentin, Karl - In: Journal of monetary economics 67 (2014), pp. 62-77

Persistent link: https://www.econbiz.de/10010510924

Business cycle implications of mortgage spreads

Walentin, Karl - 2014 - September 2013 (Updated March 2014)

How do aggregate quantities at the business cycle frequency respond to shocks to the spread between residential mortgage rates and government bonds? Using a structural VAR approach, we find that mortgage spread shocks impact the real economy by both economically and statistically significant...

Persistent link: https://www.econbiz.de/10010202977

Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions : insights from the housing and credit markets

Chatterjee, Ujjal K.; Zirgulis, Aras; Hüttinger, Maik; … - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014580825

Disentangling rent index differences : data, methods, and scope

Adams, Brian; Loewenstein, Lara P.; Montag, Hugh; … - 2023

Persistent link: https://www.econbiz.de/10014391332

What role does the housing market play for the macroeconomic transmission mechanism?

Wilhelmsson, Mats - In: Journal of risk and financial management : JRFM 13 (2020) 6/112, pp. 1-17

The main objective is to answer the question: What role does the housing market play for the transmission mechanism and (in particular) is the impact constant over time? The research question also includes analyzing the importance of the housing market for the transmission mechanism. We estimate...

Persistent link: https://www.econbiz.de/10012305100

A bank lending channel or a credit supply shock?

Milcheva, Stanimira - In: Journal of macroeconomics 37 (2013), pp. 314-332

Persistent link: https://www.econbiz.de/10010237907

Compositional effects of bank capital buffers and interactions with monetary policy

Cappelletti, Giuseppe; Reghezza, Alessio; D'Acri, … - In: Journal of banking & finance 140 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013463068

House price dynamics and their reaction to macroeconomic changes

Nneji, Ogonna; Brooks, Chris; Ward, Charles W. R. - In: Economic modelling 32 (2013), pp. 172-178

Persistent link: https://www.econbiz.de/10009760663

China’s Monetary Policy Regulation and Financial Risk Prevention : The Study of Effectiveness and Appropriateness

Zhou, Hui - 2015

Regulation on Economic Growth and Inflation -- Appropriateness Study of Monetary Policy Regulation on Real Estate Price … correlations between monetary policy, economic growth, inflation and asset price volatility, explores the creation of financial … inflation, and provides a theoretical basis for and empirical demonstration of monetary policy implementation in China. Previous …

Persistent link: https://www.econbiz.de/10014021002

China’s monetary policy regulation and financial risk prevention : the study of effectiveness and appropriateness

Zhou, Hui - 2015

Persistent link: https://www.econbiz.de/10010401549

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