Money, credit, house prices and quantitative easing – the wavelet perspective from 1970 to 2016
This paper investigates the relationship between money/credit growth and house price inflation for a sample of twelve developed countries. The novel application of the continuous wavelet transform showed significant but time-varying linkages between these two variables. During quantitative easing in...
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| Format: | Article |
| Language: | English |
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Vilnius Gediminas Technical University
2019-05-01
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| Series: | Journal of Business Economics and Management |
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| Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/9859 |