Evolution of the monetary transmission mechanism in the US : the role of asset returns
Year of publication: |
April 2016
|
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Authors: | Simo-Kengne, Beatrice D. ; Miller, Stephen M. ; Gupta, Rangan ; Balcilar, Mehmet |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 52.2016, 3, p. 226-243
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Subject: | Monetary policy transmission | Housing return | Stock return | TVP-VAR | Geldpolitische Transmission | Monetary transmission | Kapitaleinkommen | Capital income | USA | United States | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Volatilität | Volatility |
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