The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data-Reference-Cited by-同舟云学术

The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data

Published:2014-01-01 Issue:1 Volume:22 Page:83-99
ISSN:0927-7544
Container-title:Journal of Real Estate Literature
language:en
Short-container-title:Journal of Real Estate Literature

Author:

Apergis Nicholas¹,Simo-Kengne Beatrice²,Gupta Rangan²

Affiliation:

1. University of Piraeus

2. University of Pretoria

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous),Business, Management and Accounting (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/10835547.2014.12090371

Reference36 articles.

1. House prices, consumption, and monetary policy: a financial accelerator approach

2. Aron, J. and J. Muellbauer. Housing Wealth, Credit Conditions and Consumption: Evidence from South Africa. Review of Income and Wealth, 2013. Online at: http://onlinelibrary.wiley.com/doi/10.1111/roiw.12033/abstract. http://onlinelibrary.wiley.com/doi/10.1111/roiw.12033/abstract

3. Aron, J., J. Muellbauer, and A. Murphy. Housing Wealth, Credit Conditions and Consumption. MPRA paper No. 24485, 2006.

4. Aye, G.C., R. Gupta, and M.P. Modise. Do Stock Prices Impact Consumption and Interest Rates in South Africa? Evidence from a Time-varying Vector Autoregressive Model. Journal of Emerging Market Finance, forthcoming,

5. House price, stock price and consumption in South Africa: A structural var approach

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