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Three Cycles

Three Cycles »

Source: Three Cycles : Housing, Credit, and Real Activity

Volume/Issue: 2009/231

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Alain Kabundi , Deniz Igan , Francisco Nadal De Simone , and Marcelo Pinheiro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873788

Keywords: Macro-financial linkages, house prices, business cycle, lead, spillovers,

We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor model. House pric...

Global Liquidity and Asset Prices

Global Liquidity and Asset Prices »

Source: Global Liquidity and Asset Prices : Measurement, Implications, and Spillovers

Volume/Issue: 1999/168

Series: IMF Working Papers

Author(s): Klaas Baks , and Charles Kramer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

ISBN: 9781451858242

Keywords: Liquidity, money growth, international spillovers, monetary policy, real interest rates, monetary aggregates

Much recent commentary suggests that global liquidity has influenced financial conditions in the major international markets to an important degree, and that excess liquidity in one financial center can influence f...

Three Cycles
			: Housing, Credit, and Real Activity

Three Cycles : Housing, Credit, and Real Activity »

Volume/Issue: 2009/231

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Alain Kabundi , Deniz Igan , Francisco Nadal De Simone , and Marcelo Pinheiro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873788.001

ISBN: 9781451873788

Keywords: Macro-financial linkages, house prices, business cycle, lead, spillovers,

We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor model. House pric...

Global Liquidity and Asset Prices
			: Measurement, Implications, and Spillovers

Global Liquidity and Asset Prices : Measurement, Implications, and Spillovers »

Volume/Issue: 1999/168

Series: IMF Working Papers

Author(s): Klaas Baks , and Charles Kramer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

DOI: http://dx.doi.org/10.5089/9781451858242.001

ISBN: 9781451858242

Keywords: Liquidity, money growth, international spillovers, monetary policy, real interest rates, monetary aggregates

Much recent commentary suggests that global liquidity has influenced financial conditions in the major international markets to an important degree, and that excess liquidity in one financial center can influence f...