House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure
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KeywordsHouse prices; wealth effect; financial markets; balance of trade; Bayesian VAR;
- 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
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2012-09-09 (Africa)
- NEP-ALL-2012-09-09 (All new papers)
- NEP-URE-2012-09-09 (Urban & Real Estate Economics)
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