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Time-varying impacts of monetary policies on state-level housing markets : evidence from the Covid-19 period

Huang, MeiChi - In: The quarterly review of economics and finance 100 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015405507

House prices and the effectiveness of monetary policy in an estimated DSGE model of Morocco

Said, Roubyou; Hicham, Ouakil - In: Economies : open access journal 13 (2025) 4, pp. 1-23

. Bayesian estimation over the period 2007Q2-2017Q2 of a dynamic stochastic general equilibrium model allowed us to reveal a …

Persistent link: https://www.econbiz.de/10015410086

The nonlinear nexuses between monetary policy, household indebtedness, and household consumption : evidence from Korea

Kim, Jounghyeon - In: Central Bank review / Central Bank of the Republic of Turkey 25 (2025) 1, pp. 1-20

Household indebtedness in Korea has surged persistently during 2003-2022. Low interest rates, coupled with escalating housing prices, are the key drivers of growing household debt. In this context, monetary tightening may play an opposite role to conventional monetary policy. Moreover,...

Persistent link: https://www.econbiz.de/10015410489

Conventional and unconventional monetary policies : effects on the Finnish housing market

Rosenberg, Signe - In: Baltic journal of economics 20 (2020) 2, pp. 170-186

sign restrictions. The results reveal that both a policy interest rate shock and a balance sheet shock have a positive and … temporary impact on house prices in Finland, with the response to a balance sheet shock being smaller and fading out faster. The … peak of the effect of a policy rate shock on house prices in Finland arrives faster than in the whole euro area but the …

Persistent link: https://www.econbiz.de/10012296184

The effect of interest rates on home buying : evidence from a shock to mortgage insurance premiums

Bhutta, Neil; Ringo, Daniel - In: Journal of monetary economics 118 (2021), pp. 195-211

Persistent link: https://www.econbiz.de/10012603769

The Time-Varying Effect of US Monetary Policy Shocks on Asset Prices and the Macroeconomy

Serbest, Özge - 2021

I explore the time-varying effects of the multi-dimensional aspect of monetary policy on asset prices and macroeconomic variables using a time-varying factor-augmented vector autoregressive model. I decompose monetary policy into three dimensions: current monetary policy stance, FOMC...

Persistent link: https://www.econbiz.de/10013313991

Measuring the effects of LTV and DTI limits : a heterogeneous panel VAR approach with sign restrictions

Kim, So-yŏng; Shim, Seri - 2022

Estimating heterogeneous panel VAR models, this paper empirically investigates how effective macroprudential policy is in curbing mortgage loans and house prices. The sign restriction approach is used to identify two fundamental policy shocks - monetary policy and macroprudential policy shocks....

Persistent link: https://www.econbiz.de/10013197887

Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment

Caraiani, Petre; Gupta, Rangan; Lau, Chi Keung; … - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 241-261

Persistent link: https://www.econbiz.de/10013353005

Rental market structure and housing dynamics : an interacted panel VAR investigation

Rubaszek, Michal; Stenvall, David; Uddin, Mohammed Gazi … - In: International journal of finance & economics : IJFE 30 (2025) 1, pp. 781-802

Persistent link: https://www.econbiz.de/10015338010

Effect of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in Canada

Nsafoah, Dennis; Dery, cosmas - 2023

quantitative easing shock is more pronounced than that of an easing target monetary policy surprise. Specifically, the peak effect … of a 25-basis point expansionary conventional monetary policy shock is a 0.47 percentage point increase in real housing …

Persistent link: https://www.econbiz.de/10014347898