A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach
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More about this item
KeywordsQual VAR; Unconventional Monetary Policy; Emerging Markets; REITs;
- 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
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- R33 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Nonagricultural and Nonresidential Real Estate Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2017-05-28 (Central Banking)
- NEP-MAC-2017-05-28 (Macroeconomics)
- NEP-MON-2017-05-28 (Monetary Economics)
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