The International Transmission of House Price Shocks
نویسندگان
چکیده
منابع مشابه
On the international transmission of productivity shocks
This paper represents a contribution to the study of the international transmission of business cycle shocks. A domestic positive productivity shock hitting countries vis-à-vis the rest of the world is identified in a VAR model following the methodology of sign restriction pioneered by Canova and De Nicolò in 2002. By this identification strategy, restrictions are imposed on impulse response fu...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1619278