통화정책 및 실물,금융변수와 주택가격간 동태적 상관관계 분석 = Dynamic Analysis of Correlations among Monetary Policy, Real and Financial Variables and Housing Prices

참고문헌 (Reference)

1 김소영, "통화정책충격의 거시경제적 효과에 과한 실증 분석 문헌: 통화정책충격의 식별에 관한 문제를 중심으로" 12 (12): 95-126, 2007

2 이준희, "주택가격의 거품여부에 대한 평가" (248) : 2006

3 김봉호, "주택가격 결정요인에 관한 연구" 한국부동산학회 (32) : 235-244, 2008

4 정규일, "자산가격과 유동성 간의 관계분석" 한국경제연구학회 17 : 257-287, 2006

5 박희석, "서울시 아파트 가격의 버블 진단 및 정책방향 연구" 2007

6 박헌수, "부동산가격에 있어 장기균형과 충격반응분석 - 강남구, 성남시, 안양시, 용인시를 중심으로" 대한국토·도시계획학회 43 (43): 35-48, 2008

7 김경환, "부동산가격과 거시경제간의 상호관계" 2003

8 임호열, "부동산가격 급변동과 통화정책 대응" 한국경제연구학회 14 : 85-112, 2005

9 Tsatsaronis, Kostas, "What Derives Housing Price Dynamics: Cross-Country Evidence" 65-78, 2004

10 Meen G., "The Time-Series Properties of House Prices: A Transatlantic Divide?" 11 : 1-23, 2002

11 Villani, M., "Steady State Priors for Vector Autoregressions" 24 (24): 630-650, 2009

12 Bernanke, B., "Should Central Banks Respond to Movements in Asset Prices?" 91 (91): 253-257, 2001

13 지규현, "OECD 국가의 기초경제여건과 주택가격 변화" 주택도시연구원 11 : 2006

14 Bordo, M., "Monetary Policy and Asset Prices: Does ‘Benign Neglect’Make Sense?" 5 : 139-164, 2002

15 McCarthy, J., "Monetary Policy Transmission To Residential Investment" Federal Reserve Bank of New York 139 (139): 2002

16 Sims, C., "Interpreting Macroeconomic Time Series Facts: The Effect of Monetary Policy" 36 : 975-1000, 1992

17 International Monetary Funds, "Housing and Business Cycle. International Monetary Funds,World Economic Outlook"

18 DiPasquale, D., "Housing Market Dynamics and the Future of Housing Prices" 35 : 1-27, 1994

19 Jarocinski, M., "House Prices and the Stance of Monetary Policy" 90 : 329-365, 2008

20 Annett, "House Prices and Monetary Policy In The Euro Area" International Monetary Funds 62-86, 2005

21 Litterman, R., "Forecasting with Bayesian Vector Autoregressions: Five Years of Experience" 4 (4): 25-38, 1986

22 Sutton, "Explaining Changes In House Priecs" 46-55, 2002

23 Kim, S., "Exchange Rate Anomalies in The Industrial Countries: A Solution with a Structural VAR Approach" 45 : 561-586, 2000

24 Son, J., "Essays On Monetary Policy and Asset Prices" 2008

25 Waggoner, D., "Conditional Forecasts in Dynamic Multivariate Models" 81 (81): 639-651, 1999

26 Spirtes, P., "Causation, Prediction, and Search" The MIT Press 2000

27 Smith, A., "Bayesian Computation via the Gibbs Sampler and Related Markov Chain Monte Carlo Methods" 55 (55): 3-23, 1993

28 Borio, C., "Asset Prices, Financial and Monetary Stabilities: Exploring the Nexus" Bank for International Settlements 2002

29 Sims, C., "Are Forecasting Models Usable For Policy Analysis?" Federal Reserve Bank in Minneapolis 10 : 2-16, 1986

30 Zellner, A., "An Introduction to Bayesian Inference in Econometrics" Wiley 1971