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

Gupta, Rangan; Kabundi, Alain - In: Journal of economic studies 37 (2010) 5/6, pp. 616-626

Persistent link: https://www.econbiz.de/10008778767

Inflation and inflation expectations in South Africa : an attempt at explanation

Kabundi, Alain; Schaling, Eric - In: The South African journal of economics 81 (2013) 3, pp. 346-355

Persistent link: https://www.econbiz.de/10010188701

A time-varying Phillips curve with global factors : are global factors important?

Kabundi, Alain; Poon, Aubrey; Wu, Ping - In: Economic modelling 126 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014462575

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

Gupta, Rangan; Kabundi, Alain - In: Journal of Economic Studies 37 (2010) September, pp. 616-626

Purpose – This paper seeks to assess the impact of monetary policy on house price inflation for the nine census divisions of the US economy. Design/methodology/approach – A factor-augmented VAR (FAVAR) model is estimated using a large data set comprising of 126 quarterly series over the...

Persistent link: https://www.econbiz.de/10009143638

The effect of monetary policy on house price inflation

Gupta, Rangan; Kabundi, Alain - In: Journal of Economic Studies 37 (2010) 6, pp. 616-626

Purpose – This paper seeks to assess the impact of monetary policy on house price inflation for the nine census divisions of the US economy. Design/methodology/approach – A factor‐augmented VAR (FAVAR) model is estimated using a large data set comprising of 126 quarterly series over the...

Persistent link: https://www.econbiz.de/10014863263