Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model

Autor: Simo-Kengne, Beatrice D., Balcilar, Mehmet, Gupta, Rangan, Reid, Monique, Aye, Goodness C.
Zdroj: In Economic Modelling May 2013 32:161-171
Databáze: ScienceDirect