Economic policy uncertainty, monetary policy, and housing price in China
This paper analyzes the impact of macroeconomic variables on house price volatility under different regimes of policy uncertainty, incorporating the Economic Policy Uncertainty Index and several Chinese macroeconomic data sets for the period from 1999 to 2014. We adopt a logistic smooth transition v...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2020-01-01
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Series: | Journal of Applied Economics |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/15140326.2020.1740874 |