Time-varying effects of housing and stock returns on U.S. consumption
Year of publication: |
April 2015
|
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Authors: | Simo-Kengne, Beatrice D. ; Miller, Stephen M. ; Gupta, Rangan ; Aye, Goodness C. |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 50.2015, 3, p. 339-354
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Subject: | Asset Returns | Consumption | Time-Varying Parameter Vector Autoregressive | USA | United States | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Privater Konsum | Private consumption | Immobilienpreis | Real estate price |
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