Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Goodness C. Aye; Rangan Gupta; Mampho P. Modise
| Year of publication: |
2015
|
|---|---|
| Authors: | Aye, Goodness C. ; Gupta, Rangan ; Modise, Mampho P. |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 14.2015, 2, p. 176-196
|
| Subject: | Bayesian inference | consumption | stock price | Markov chain Monte Carlo | monetary policy | structural vector autoregression | stochastic volatility | time-varying parameter | VAR-Modell | VAR model | Börsenkurs | Share price | Markov-Kette | Markov chain | Bayes-Statistik | Zins | Interest rate | Geldpolitik | Monetary policy | Südafrika | South Africa | Volatilität | Volatility | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378505