The effects of macroprudential policy on Hong Kong’s housing market : a multivariate ordered probit-augmented vector autoregressive approach
William W. Chow, Michael K. Fung
| Year of publication: |
2021
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|---|---|
| Authors: | Chow, William W. ; Fung, Michael Ka-yiu |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 60.2021, 2, p. 633-660
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| Subject: | Housing market | Macroprudential policy | Hong Kong | Bayesian | Vector autoregression | Multivariate ordered probit | Hongkong | Finanzmarktaufsicht | Financial supervision | VAR-Modell | VAR model | Wohnungsmarkt | Bayes-Statistik | Bayesian inference | Immobilienmarkt | Real estate market | Immobilienpreis | Real estate price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01765-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012490312