Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model

Author:

Gupta Rangan,Sun Xiaojin

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference43 articles.

1. André C, Gupta R, Kanda P (2012) Do house prices impact consumption and interest rate? Evidence from OECD countries using an agnostic identification procedure. Appl Econ Q 58(1):19–70

2. André C, Bonga-Bonga L, Gupta R, Muteba Mwamba JW (2017) Economic policy uncertainty, US real housing returns and their volatility: a nonparametric approach. J Real Estate Res 39(4):493–513

3. Apergis N, Simo-Kengne B, Gupta R (2014) The long-run relationship between consumption, house prices, and stock prices in South Africa: evidence from provincial-level data. J Real Estate Lit 22(1):83–99

4. Aye GC, Gupta R, Kaninda A, Nyakabawo W, Razak A (2013) House price, stock price and consumption in South Africa: a structural VAR approach. Corp Ownersh Control 10(1):585–90

5. Aye GC, Balcilar M, Bosch A, Gupta R (2014) Housing and the business cycle in South Africa. J Policy Model 36(3):471–491

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