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Showing 1 to 1 of 1 for “"Factor augmented vector autoregressive (FAVAR)"”.
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Essays in macroeconomics and housing
… iii) we propose a standard New Keynesian model augmented with an endogenous housing tenure choice mechanism. Using a calibrated version of the model, we do a counterfactual exercise and estimate that, when the monetary authority targets the implied consumer price index net of housing rents …