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How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries »

Source: How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

Volume/Issue: 2011/231

Series: IMF Working Papers

Author(s): Philippe Bracke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

ISBN: 9781463921316

Keywords: Housing Cycles, House Prices, Duration Dependence, dependence, equation, probability, statistics, descriptive statistics, Duration Analysis,

This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length dist...

Does Fiscal Policy Affect Interest Rates? Evidence from a Factor-Augmented Panel

Does Fiscal Policy Affect Interest Rates? Evidence from a Factor-Augmented Panel »

Source: Does Fiscal Policy Affect Interest Rates? Evidence from a Factor-Augmented Panel

Volume/Issue: 2013/159

Series: IMF Working Papers

Author(s): Salvatore Dell'Erba , and Sergio Sola

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2013

ISBN: 9781484394502

Keywords: Real time data, Cross-sectional dependence, Heterogeneous panels, public debt, fiscal stance, budget deficits, fiscal variables, General, International Policy Coordination and Transmission, Globalization: Macroeconomic Impacts

This paper reconsiders the effects of fiscal policy on long-term interest rates employing a Factor Augmented Panel (FAP) to control for the presence of common unobservable factors. We construct a real-time dataset...

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries »

Volume/Issue: 2011/231

Series: IMF Working Papers

Author(s): Philippe Bracke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

DOI: http://dx.doi.org/10.5089/9781463921316.001

ISBN: 9781463921316

Keywords: Housing Cycles, House Prices, Duration Dependence, dependence, equation, probability, statistics, descriptive statistics, Duration Analysis,

This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length dist...

Does Fiscal Policy Affect Interest Rates? Evidence from a Factor-Augmented Panel

Does Fiscal Policy Affect Interest Rates? Evidence from a Factor-Augmented Panel »

Volume/Issue: 2013/159

Series: IMF Working Papers

Author(s): Salvatore Dell'Erba , and Sergio Sola

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2013

DOI: http://dx.doi.org/10.5089/9781484394502.001

ISBN: 9781484394502

Keywords: Real time data, Cross-sectional dependence, Heterogeneous panels, public debt, fiscal stance, budget deficits, fiscal variables, General, International Policy Coordination and Transmission, Globalization: Macroeconomic Impacts

This paper reconsiders the effects of fiscal policy on long-term interest rates employing a Factor Augmented Panel (FAP) to control for the presence of common unobservable factors. We construct a real-time dataset...