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

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