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Browsing Research Articles (Economics) by Author "Jurgilas, Marius"
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Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain
(Elsevier, 2010-01)
This paper assesses the impact of monetary policy on real house price growth in South Africa using a factor-augmented vector autoregression (FAVAR), estimated using a large data set comprising of 246 quarterly series over ...
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Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain; Miller, Stephen M.
(Taylor & Francis, 2012-01)
Our paper considers the channel whereby monetary policy, a Federal funds rate shock, affects the
dynamics of the US housing sector. The analysis uses impulse response functions obtained from
a large-scale Bayesian vector ...