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Could the bubble in U.S. house prices have been detected in real time?

Benati, Luca - 2017

I explore whether time-series methods exploiting the long-run equilibrium properties of the housing market might have detected the disequilibrium in U.S. house prices which pre-dated the Great Recession as it was building up. Based on real-time data, I show that a VAR in levels identified as in...

Persistent link: https://www.econbiz.de/10011824294

Estimating the financial crisis’ impact on potential output

Benati, Luca - In: Economics letters 114 (2012) 1, pp. 113-119

Persistent link: https://www.econbiz.de/10009517267

Unconventional Monetary Policy and the Great Recession - Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound

Baumeister, Christiane - 2010

is constrained by the zero lower bound. Two main findings stand out. First, in all the countries we analyse (U.S., Euro …

Persistent link: https://www.econbiz.de/10013137091

Joint estimation of the natural rate of interest, the natural rate of unemployment, expected inflation, and potential output

Benati, Luca (contributor); Vitale, Giovanni (contributor) - 2007

output for the Euro area, the United States, Sweden, Australia, and the United Kingdom. Particular attention is paid to time … United States, and especially for the Euro area, and smaller for Australia and the United Kingdom. Overall, natural rate …