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Issues:
7
Volumes:
31
Journals:
Journal of Applied Econometrics
Tags:
Real estate price
Esteban Prieto
;
Sandra Eickmeier
;
Massimiliano Marcellino
Time Variation in Macro-Financial Linkages (replication data)
We analyze the contribution of credit spread, house and stock price shocks to the US economy based on a time-varying parameter vector autoregressive model. We find that the...
DOI:10.15456/jae.2022326.0700278264
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