Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Vittorio Peretti; Rangan Gupta; Roula Inglesi-Lotz
| Year of publication: |
2012
|
|---|---|
| Authors: | Peretti, Vittorio ; Gupta, Rangan ; Inglesi-Lotz, Roula |
| Subject: | Bayesian inference | consumption | house price | Markov Chain Monte Carlo | monetary policy | structural vector autoregression | stochastic volatility | time-varying parameter | Immobilienpreis | Real estate price | VAR-Modell | VAR model | Markov-Kette | Markov chain | Bayes-Statistik | Südafrika | South Africa | Schätzung | Estimation | Zins | Interest rate | Geldpolitik | Monetary policy | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Privater Konsum | Private consumption |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009740972