WASHINGTON (CNN) - Police Friday are investigating a burglary at the home of Federal Reserve Chairman Alan Greenspan.

The burglary took place Thursday afternoon, police spokesman Quintin Peterson said.

Police were called to a home in northwest Washington to respond to a burglar alarm that was going off, Peterson said.

Police would not say who owned the house, but CNN has confirmed that Greenspan and his wife, NBC news correspondent Andrea Mitchell, live there.

When police arrived at the home, they found that the rear door had been forced open, Peterson said.

Initial reports say that jewelry from a second-floor bedroom was taken, but there is no word on what else may be missing, he added.

No one was home at the time of the break-in and the suspect or suspects were gone by the time police got there, Peterson said.