C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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Canadian City Housing Prices and Urban Market Segmentation
The authors provide a detailed empirical analysis of Canadian city housing prices. They examine the long-run relationship between city house prices in Canada from 1981 to 2005 as well as idiosyncratic relations between city prices and city-specific variables. -
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
The authors examine simultaneously the causal links connecting monetary policy variables, real activity, and stock returns.