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Browsing Economic and Management Sciences by Subject "Variance decomposition"
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Dynamic spillovers in the United States : stock market, housing, uncertainty, and the macroeconomy (Wiley, 2016-10)In this study we examine dynamic macroeconomic spillovers in the United States, with a particular focus on the stock market, housing and economic policy uncertainty (EPU). Based on monthly data over the period 1987M1 to ...
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(University of Pretoria, Department of Economics, 2008-02)This paper investigates the effectiveness of monetary policy on house prices in South Africa, before and after financial liberalisation, with financial liberalisation being identified with the recommendations of the De ...
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