The dynamic impact of monetary policy on regional housing prices in the US : evidence based on factor-augmented vector autoregressions

Manfred M. Fischer, Florian Huber, Michael Pfarrhofer and Petra Staufer-Steinnocher (Vienna University of Economics and Business)

Year of publication:	16th February 2018
Authors:	Fischer, Manfred M. ; Huber, Florian ; Pfarrhofer, Michael ; Staufer-Steinnocher, Petra
Publisher:	Vienna : WU Vienna University of Economics and Business
Subject:	Regional housing prices \| metropolitan regions \| Bayesian estimation \| high-frequency identification \| Immobilienpreis \| Real estate price \| VAR-Modell \| VAR model \| USA \| United States \| Schätzung \| Estimation \| Geldpolitik \| Monetary policy \| Schock \| Shock \| Großbritannien \| United Kingdom \| Wirkungsanalyse \| Impact assessment \| Ballungsraum \| Metropolitan area \| Regionaler Preisindex \| Regional price index