Insight from a time-varying VAR model with stochastic volatility of the French housing and credit markets
Year of publication: |
[2017]
|
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Authors: | Avouyi-Dovi, Sanvi ; Labonne, Claire ; Lecat, Rémy ; Ray, Simon |
Publisher: |
Paris : Banque de France |
Subject: | housing bubble | housing credit | housing demand | housing supply | time-varying VAR | stochastic volatility | Volatilität | Volatility | Immobilienpreis | Real estate price | VAR-Modell | VAR model | Frankreich | France | Immobilienmarkt | Real estate market | Wohnungsmarkt | Housing market | Spekulationsblase | Bubbles | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Hypothek | Mortgage | Konjunktur | Business cycle | Kreditmarkt | Credit market |
Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
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Series: | Documents de travail / Banque de France. - Paris, ZDB-ID 2585859-2. - Vol. #620 (January 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Zusammenfassung in französischer Sprache |
Source: | ECONIS - Online Catalogue of the ZBW |
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