House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR
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- Cuestas, Juan Carlos, 2017. "House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR," Journal of Housing Economics, Elsevier, vol. 37(C), pages 22-28.
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- 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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