Time-varying impact of uncertainty shocks on the US housing market
Christina Christou, Rangan Gupta, Wendy Nyakabawo
| Year of publication: |
2019
|
|---|---|
| Authors: | Christou, Christina ; Gupta, Rangan ; Nyakabawo, Wendy |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 180.2019, p. 15-20
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| Subject: | FAVAR | Housing market | Stochastic volatility | Time-varying parameter | Uncertainty shocks | Schock | Shock | Volatilität | Volatility | USA | United States | Risiko | Risk | Wohnungsmarkt | VAR-Modell | VAR model | Konjunktur | Business cycle | Immobilienpreis | Real estate price | Schätzung | Estimation | Immobilienmarkt | Real estate market | Wirkungsanalyse | Impact assessment | Großbritannien | United Kingdom | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.03.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121736