Housing market volatility in the OECD area : evidence from VAR based return decompositions
Tom Engsted; Thomas Q. Pedersen
| Year of publication: |
2014
|
|---|---|
| Authors: | Engsted, Tom ; Pedersen, Thomas Q. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 42.2014, p. 91-103
|
| Subject: | Housing return | OECD countries | Risk-premia | Monetary policy | OECD-Staaten | Volatilität | Volatility | Geldpolitik | Immobilienpreis | Real estate price | Wohnungsmarkt | Housing market | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Dekompositionsverfahren | Decomposition method | Immobilienmarkt | Real estate market |
| 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/10011286631