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

dc.contributor.advisorViegi, Nicolaen_ZA
dc.contributor.authorMistry, Smeetaen_ZA
dc.date.accessioned2014-07-31T12:24:33Z
dc.date.available2014-07-31T12:24:33Z
dc.date.issued2008en_ZA
dc.descriptionIncludes abstract.
dc.descriptionIncludes bibliographical references (p. 46-50).
dc.description.abstractThe 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.identifier.apacitationMistry, 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/11427/5735en_ZA
dc.identifier.chicagocitationMistry, 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/11427/5735en_ZA
dc.identifier.citationMistry, 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.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
dc.identifier.urihttp://hdl.handle.net/11427/5735
dc.identifier.vancouvercitationMistry 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/11427/5735en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Economicsen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherEconomicsen_ZA
dc.titleHouse prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?en_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
Files
Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
thesis_com_2008_mistry_s.pdf
Size:
2.35 MB
Format:
Adobe Portable Document Format
Description:
Collections