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Jurgilas, Marius (contributor) - 2007

Persistent link: https://www.econbiz.de/10003620340

Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics

Gupta, Rangan; Jurgilas, Marius; Miller, Stephen M.; … - Department of Economics, Faculty of Economic and … - 2010

This paper considers how monetary policy, a Federal funds rate shock, affects the dynamics of the US housing sector and whether the financial market liberalization of the early 1980’s influenced those dynamics. The analysis uses impulse response functions obtained from a large-scale Bayesian...

Persistent link: https://www.econbiz.de/10008518273

Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode

Gupta, Rangan; Jurgilas, Marius; Kabundi, Alan; Miller, … - Department of Economics, University of Nevada-Las Vegas - 2009

Our paper considers this channel whereby monetary policy, a Federal funds rate shock, affects the dynamics of the US housing sector. The analysis uses impulse response functions obtained from a large-scale Bayesian Vector Autoregression (LBVAR) model that incorporates 143 monthly macroeconomic...

Persistent link: https://www.econbiz.de/10004987313

Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model

Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain; … - Department of Economics, Faculty of Economic and … - 2009

Our paper considers the channel whereby monetary policy, a Federal funds rate shock, affects the dynamics of the US housing sector. The analysis uses impulse response functions obtained from a large-scale Bayesian Vector Autoregression (LBVAR) model that incorporates 143 monthly macroeconomic...

Persistent link: https://www.econbiz.de/10005036784