Blar i BI Open på forfatter "Loria, Francesca"
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Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis
Aastveit, Knut Are; Furlanetto, Francesco; Loria, Francesca (Journal article; Peer reviewed, 2021)We investigate whether the Federal Reserve has responded systematically to house and stock prices and whether this response has changed over time using a Bayesian structural VAR model with time-varying parameters and ...