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House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China

Yuan, Nannan; Hamori, Shigeyuki; Chen, Wang - Faculty of Economics, Kobe University - 2014

Several studies have focused on the relationship between stock and house prices, but they reached contradictory conclusions. This paper contributes to the literature by analyzing the effects of stock prices on house prices with panel data of 28 regions in China for the 2003:Q1 to 2012:Q4 period....

Persistent link: https://www.econbiz.de/10010941049

Monetary Policy and Financial Conditions Index

Harui, Hisashi; Iwatsubo, Kentaro - Faculty of Economics, Kobe University - 2010

Persistent link: https://www.econbiz.de/10008564673

Financial conditions indexes

Mayes, David; Virén, Matti - Suomen Pankki - 2001

house and stock prices, can provide useful additional indicators of future changes in output and inflation. We find a clear … changes in market expectations for inflation and output. This helps market participants make judgements about likely central …

Persistent link: https://www.econbiz.de/10005648973

Stock market conditions and monetary policy in an DSGE model for the US

Castelnuovo, Efrem; Nisticò, Salvatore - Suomen Pankki - 2010

This paper investigates the relationship between stock market fluctuations and monetary policy in a DSGE model for the US economy. We initially adopt a framework in which fluctuations in households’ financial wealth are allowed – but not required – to influence current consumption. This is...

Persistent link: https://www.econbiz.de/10008516094

Factors affecting asset price expectations: fundamentals and policy variables

Valckx, Nico - Suomen Pankki - 2001

Ammer (1993). Inflation news is incorporated into the stock and bond decomposition and explicit attention is given to …-held preconceptions and confirm that inflation news volatility is a non-trivial factor in the stock and bond return decompositions. …

Persistent link: https://www.econbiz.de/10005207150