Sentiment-based indicators of real estate market stress and systemic risk : international evidence
Mikhail Stolbov, Maria Shchepeleva
| Year of publication: |
2023
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|---|---|
| Authors: | Stolbov, Michail I. ; Shchepeleva, Maria |
| Subject: | Granger (no) causality | Mixed frequency vector autoregressions | Real estate market stress | Sentiment | Systemic risk | Immobilienmarkt | Real estate market | VAR-Modell | VAR model | Systemrisiko | Kausalanalyse | Causality analysis | Finanzkrise | Financial crisis | Welt | World | Immobilienpreis | Real estate price | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-023-00429-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380569