A vector autoregression approach to the effects of monetary policy in South Africa
This dissertation applies vector autoregression approaches to assess the effects of the monetary policy in South Africa. First, the dissertation quantified declines in the consumption expenditure attributed to the combined house wealth and credit effects due to the contractionary monetary policy sho...
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Format: | Others |
Language: | en |
Published: |
2013
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Online Access: | http://hdl.handle.net/10539/12862 |