Showing 1 - 10 of 7,788
Persistent link: https://www.econbiz.de/10012515378
Persistent link: https://www.econbiz.de/10012286922
Persistent link: https://www.econbiz.de/10001594942
Persistent link: https://www.econbiz.de/10001637627
Persistent link: https://www.econbiz.de/10001657334
Persistent link: https://www.econbiz.de/10010391842
Persistent link: https://www.econbiz.de/10011539947
Persistent link: https://www.econbiz.de/10012414465
Persistent link: https://www.econbiz.de/10012649950
This paper applies a time-varying parameter vector autoregressive (TVP-VAR) approach to estimate the relative effects of housing and stock prices on US consumption over time. We use annual data from 1890 to 2012 and find that over different horizons and over time, generally the housing price...
Persistent link: https://www.econbiz.de/10013007480