News and noise bubbles in the housing market
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DOI: 10.1016/j.red.2019.08.001
Abstract: Abstract Employing a non-standard VAR technique, I decompose house price movements into news and noise shocks and I analyze their macroeconomic effects in the US between 1963 and 2016. News shocks are identified as disturbances… read more here.
Keywords: housing market; news; news noise; housing ... See more keywords