Insight from a time-varying VAR model with stochastic volatility of the French housing and credit markets
Sanvi Avouyi-Dovi, Claire Labonne, Rémy Lecat & Simon Ray
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Avouyi-Dovi, Sanvi ; Labonne, Claire ; Lecat, Rémy ; Ray, Simon |
| Publisher: |
Paris : Banque de France |
| Subject: | housing bubble | housing credit | housing demand | housing supply | time-varying VAR | stochastic volatility | VAR-Modell | VAR model | Volatilität | Volatility | Immobilienpreis | Real estate price | Wohnungsmarkt | Housing market | Spekulationsblase | Bubbles | Hypothek | Mortgage | Frankreich | France | Schätzung | Estimation | Immobilienmarkt | Real estate market | Konjunktur | Business cycle | Kreditmarkt | Credit market | Stochastischer Prozess | Stochastic process |
| Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
|---|---|
| Series: | Documents de travail / Banque de France. - Paris, ZDB-ID 2585859-2. - Vol. #620 (January 2017) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zusammenfassung in französischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647274