House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR
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- Juan Carlos Cuestas, 2016. "House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR," Working Papers 16-11, Asociación Española de Economía y Finanzas Internacionales.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Saker Sabkha & Christian De Peretti & Dorra Hmaied, 2017. "International risk spillover in the sovereign credit markets: An empirical analysis," Working Papers hal-01652526, HAL.
More about this item
KeywordsHouse prices; Capital inflows; Leveraging; CVAR; Structural Bayesian VAR;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F15 - International Economics - - Trade - - - Economic Integration
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