Browsing Working Papers (Economics) by Subject "Housing -- Prices -- United States"

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The effect of monetary policy on house price inflation : a factor augmented vector autoregression (FAVAR) approach

Gupta, Rangan; Kabundi, Alain (University of Pretoria, Department of Economics, 2009-01)

This paper assesses the impact of monetary policy on house price inflation for the nine census divisions of the US economy using a factor-augmented VAR (FAVAR), estimated a large data set comprising of 126 quarterly ...
Predicting downturns in US housing market : a Bayesian approach

Gupta, Rangan; Das, Sonali (University of Pretoria, Department of Economics, 2008-06)

This paper estimates Bayesian Vector Autoregressive (BVAR) models, both spatial and non-spatial (univariate and multivariate), for the twenty largest states of the US economy, using quarterly data over the period 1976:Q1 ...

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