Abstract

This paper examines the dual impact of Federal Reserve monetary policy and its accompanying information statements on U.S. residential investments. Using a closed-economy IS-LM framework combined with cost-minimization models, the study tests the hypothesis that Fed interest rate decisions—when paired with forward guidance from FOMC announcements— significantly shape housing market dynamics and REIT returns. By analyzing four distinct scenarios that blend expansionary and contractionary policies with positive and negative informational cues, the research disentangles the direct effects of rate changes from the market’s response to qualitative economic signals. The study demonstrates how favorable information can counteract contractionary measures and negative information can weaken expansionary policies. The research demonstrates that Fed announcements act as a strong influence on investor behavior and market trends while disputing traditional beliefs about monetary policy success.

Advisor

Moledina, Amyaz

Department

Business Economics

Disciplines

Business

Keywords

Federal Reserve, Information Statements, FOMC

Publication Date

2025

Degree Granted

Bachelor of Arts

Document Type

Senior Independent Study Thesis

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