House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?

 

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dc.contributor.advisor Viegi, Nicola en_ZA
dc.contributor.author Mistry, Smeeta en_ZA
dc.date.accessioned 2014-07-31T12:24:33Z
dc.date.available 2014-07-31T12:24:33Z
dc.date.issued 2008 en_ZA
dc.identifier.citation Mistry, S. 2008. House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/5735
dc.description Includes abstract.
dc.description Includes bibliographical references (p. 46-50).
dc.description.abstract The increased volatility of asset prices in both developing and developed economies seems to be a growing concern for economic policy makers. Whilst there is a growing literature investigating the link between monetary policy and its implications for asset price volatility there remains uncertainty regarding the overall effects of macroeconomic shocks on longterm asset prices. Using a VAR framework and South African house price data from 1970 to 2006, this paper takes a preliminary step towards identifying how this asset price responds to macroeconomic shocks and the relative importance of these shocks. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Economics en_ZA
dc.title House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? en_ZA
dc.type Master Thesis
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Commerce en_ZA
dc.publisher.department School of Economics en_ZA
dc.type.qualificationlevel Masters
dc.type.qualificationname MCom en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Mistry, S. (2008). <i>House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Economics. Retrieved from http://hdl.handle.net/11427/5735 en_ZA
dc.identifier.chicagocitation Mistry, Smeeta. <i>"House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Economics, 2008. http://hdl.handle.net/11427/5735 en_ZA
dc.identifier.vancouvercitation Mistry S. House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Economics, 2008 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/5735 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Mistry, Smeeta AB - The increased volatility of asset prices in both developing and developed economies seems to be a growing concern for economic policy makers. Whilst there is a growing literature investigating the link between monetary policy and its implications for asset price volatility there remains uncertainty regarding the overall effects of macroeconomic shocks on longterm asset prices. Using a VAR framework and South African house price data from 1970 to 2006, this paper takes a preliminary step towards identifying how this asset price responds to macroeconomic shocks and the relative importance of these shocks. DA - 2008 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2008 T1 - House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? TI - House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? UR - http://hdl.handle.net/11427/5735 ER - en_ZA


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