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 |
