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: | Sen Wang, Yanni Zeng, Jiaying Yao, Hao Zhang |
---|---|
Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2020-01-01
|
Series: | Journal of Applied Economics |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/15140326.2020.1740874 |
Similar Items
-
Monetary Policy and Housing Prices Dynamics in India
by: M. Waseem NAIKOO, et al.
Published: (2021-05-01) -
The impact of China's fiscal and monetary policies on regional disparity in housing prices
by: Pang, Ming, et al.
Published: (2014) -
Monetary policy transmission and house prices, a VAR approach: a case study of South Africa (1994 to 2011)
by: Mutsvunguma, Priscilla Tatenda
Published: (2013) -
Price Uncertainty and Optimal Hedging in the Agricultural Market
by: Nicolae ISTUDOR, et al.
Published: (2014-06-01) -
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: Evidence from over 150 years of data
by: Gupta, R., et al.
Published: (2019)