Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
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DOI: 10.1016/j.irfa.2016.01.006
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More about this item
Keywords
Housing market; Stock market; Economic policy uncertainty; Spillover; Vector autoregression; Impulse response;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G20 - Financial Economics - - Financial Institutions and Services - - - General
Statistics
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