Asymmetric pass-through effects from monetary policy to housing prices in South Africa
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More about this item
Keywordsasymmetric cointegration; monetary policy instrument; house price inflation; South Africa.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-04-09 (All new papers)
- NEP-CBA-2016-04-09 (Central Banking)
- NEP-MAC-2016-04-09 (Macroeconomics)
- NEP-MON-2016-04-09 (Monetary Economics)
- NEP-URE-2016-04-09 (Urban & Real Estate Economics)
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