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House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?
Includes abstract.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2014
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| _version_ | 1867613154001813504 |
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| access_status_str | Open Access |
| author | Mistry, Smeeta |
| author2 | Viegi, Nicola |
| author_browse | Mistry, Smeeta Viegi, Nicola |
| author_facet | Viegi, Nicola Mistry, Smeeta |
| author_sort | Mistry, Smeeta |
| collection | Thesis |
| description | Includes abstract. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/5735 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:31:35.974Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Economics |
| publisherStr | School of Economics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/5735 House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? Mistry, Smeeta Viegi, Nicola Economics Includes abstract. Includes bibliographical references (p. 46-50). 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. 2014-07-31T12:24:33Z 2014-07-31T12:24:33Z 2008 Master Thesis Masters MCom http://hdl.handle.net/11427/5735 eng application/pdf School of Economics Faculty of Commerce University of Cape Town |
| spellingShingle | Economics Mistry, Smeeta House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? |
| thesis_degree_str | Master's |
| title | House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? |
| title_full | House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? |
| title_fullStr | House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? |
| title_full_unstemmed | House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? |
| title_short | House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest? |
| title_sort | house prices monetary policies and the macroeconomy what does the common trends approach on south african data suggest |
| topic | Economics |
| url | http://hdl.handle.net/11427/5735 |
| work_keys_str_mv | AT mistrysmeeta housepricesmonetarypoliciesandthemacroeconomywhatdoesthecommontrendsapproachonsouthafricandatasuggest |