Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Year of publication: |
2015
|
---|---|
Authors: | Aye, Goodness C. ; Gupta, Rangan ; Modise, Mampho P. |
Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 14.2015, 2, p. 176-196
|
Subject: | Bayesian inference | consumption | stock price | Markov chain Monte Carlo | monetary policy | structural vector autoregression | stochastic volatility | time-varying parameter | VAR-Modell | VAR model | Börsenkurs | Share price | Bayes-Statistik | Geldpolitik | Monetary policy | Markov-Kette | Markov chain | Zins | Interest rate | Südafrika | South Africa | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schock | Shock |
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