The Time-Series Linkages between US Fiscal Policy and Asset Prices
Year of publication: |
2015-03
|
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Authors: | Montasser, Ghassen El ; Gupta, Rangan ; Jooste, Charl ; Miller, Stephen M. |
Institutions: | Department of Economics, Faculty of Economic and Management Sciences |
Subject: | TVP-VAR | countercyclical fiscal policy | stock prices | house prices |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 201519 21 pages |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; H30 - Fiscal Policies and Behavior of Economic Agents. General ; H61 - Budget; Budget Systems |
Source: |
-
A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
Gupta, Rangan, (2013)
-
Evolution of Monetary Policy in the US: The Role of Asset Prices
Simo-Kengne, Beatrice D., (2014)
-
Evolution of Monetary Policy in the US: The Role of Asset Prices
Simo-Kengne, Beatrice D., (2013)
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Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
Aye, Goodness C., (2012)
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The time-series linkages between US fiscal policy and asset prices
El Montasser, Ghassen, (2016)
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Montasser, Ghassen El, (2014)
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