Mar 2015
Author(s): Cesa-Bianchi, Ambrogio; Céspedes, Luis Felipe; Rebucci, Alessandro
This paper first compares house price cycles in advanced and emerging economies using a new quarterly house price dataset covering the period 1990- 2012. It is found that that house prices in…
Feb 2013
Author(s): Cesa-Bianchi, Ambrogio; Rebucci, Alessandro
This paper develops a model featuring both a macroeconomic and a financial stability objective that speaks to the interaction between monetary and macroprudential policies. First, we find that…
Apr 2012
Author(s): Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, Alessandro; Xu, TengTeng
This is the data used for the estimation of the GVAR model as in "China's Emergence in the World Economy and Business Cycles in Latin America" (access the study in the related URL…