Showing 1 - 10 of 14,209
Persistent link: https://www.econbiz.de/10011665257
investments and property prices may affect building activity. Here, the method of cointegration is used to estimate the wealth …
Persistent link: https://www.econbiz.de/10003985114
of money demand. This presumption is explored by means of a cointegration analysis. To separate income from wealth …
Persistent link: https://www.econbiz.de/10011384244
This paper predicts downside risks to future real house price growth (house-prices-at-risk or HaR) in 32 advanced and emerging market economies. Through a macro-model and predictive quantile regressions, we show that current house price overvaluation, excessive credit growth, and tighter...
Persistent link: https://www.econbiz.de/10012252738
Persistent link: https://www.econbiz.de/10010259784
Persistent link: https://www.econbiz.de/10011502457
Persistent link: https://www.econbiz.de/10011625582
. We find evidence of strong cross-sectional dependence in the panel, and clear support to a valid cointegration … policy and public debt. The aim of this paper is to address the challenges posed by the estimation of the discretionary … fiscal reaction function for the Euro area. We exploit recently introduced testing and estimation strategies for …
Persistent link: https://www.econbiz.de/10011813607
Persistent link: https://www.econbiz.de/10009412188
Persistent link: https://www.econbiz.de/10003075519