We use a dynamic factor model estimated on quarterly state-level data from 1986 to 2005
via Bayesian methods to disentangle the relative importance of the common component in …

We investigate the macroeconomic effects of fiscal policy using a Bayesian Structural Vector
Autoregression (B-SVAR) approach. We identify fiscal policy shocks via a partial …

I estimate an eight variable structural vector autoregression (SVAR) model of the UK
economy based upon that of Kim and Roubini [Kim, S., Roubini, N., 2000. Exchange rate …

The paper investigates linkages between general macroeconomic conditions and the
housing market for the G-7 area. Among the key results of the paper, we find that the US are …

This paper provides an empirical investigation of both the within-US and international
channels of transmission of macroeconomic and financial shocks by means of a 50-country …

This paper provides a discussion of the 'housing market'channels of the monetary
transmission mechanism and offers some evidence of institutional differences in the …

This paper studies the dynamic properties of international house prices, stock prices, interest
rates and macroeconomic aggregates in industrial countries. While the dynamics of stock …

This paper investigates interrelations between housing prices and other macroeconomic
variables, using an structural vector autoregression (SVAR) model of the Korean economy …

Financial market shocks and portfolio rebalancing | Emerald Insight Books and journals Case
studies Expert Briefings Open Access Publish with us Advanced search Financial market …

The authors use a dynamic factor model estimated via Bayesian methods to disentangle the
relative importance of the common component in the Office of Federal Housing Enterprise …