Time-varying effects of housing and stock returns on U.S. consumption
Beatrice D. Simo-Kengne, Stephen M. Miller, Rangan Gupta, Goodness C. Aye
| Year of publication: |
April 2015
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|---|---|
| Authors: | Simo-Kengne, Beatrice D. ; Miller, Stephen M. ; Gupta, Rangan ; Aye, Goodness C. |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 50.2015, 3, p. 339-354
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| Subject: | Asset Returns | Consumption | Time-Varying Parameter Vector Autoregressive | USA | United States | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Privater Konsum | Private consumption | Schätzung | Estimation | Autokorrelation | Autocorrelation | Immobilienpreis | Real estate price | CAPM | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-014-9470-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474541