Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model / Pinigų politika ir būsto sektoriaus dinamika taikant plataus masto Bajeso vektorinį autoregresinį modelį

Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model / Pinigų politika ir būsto sektoriaus dinamika taikant plataus masto Bajeso vektorinį autoregresinį modelį

Our paper considers the channel whereby monetary policy, a federal funds rate shock, affects the dynamics of the US housing sector. The analysis uses impulse response functions obtained from a large-scale Bayesian vector autoregressive model that incorporates 143 monthly macroeconomic variables over...

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Bibliographic Details
Main Authors: Rangan Gupta, Marius Jurgilas, Alain Kabundi, Stephen M. Miller
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2012-04-01
Series:International Journal of Strategic Property Management
Subjects:
Monetary policy
Housing sector dynamics
Large-Scale BVAR models
Online Access:https://tede.vgtu.lt/index.php/IJSPM/article/view/4830

Internet

https://tede.vgtu.lt/index.php/IJSPM/article/view/4830

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