An SVAR analysis of monetary policy dynamics and housing market responses in Australia [electronic r...
An SVAR analysis of monetary policy dynamics and housing market responses in Australia [electronic resource] / IKM Mokhtarul Wadud, Omar HMN Bashar and Huson Joher Ali Ahmed.
About this item
Full title
Author / Creator
Publisher
[Melbourne] : School of Accounting, Economics and Finance, Deakin University, 2009.
Alternative title
Date
2009.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Melbourne] : School of Accounting, Economics and Finance, Deakin University, 2009.
Place of Publication
Victoria
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
This paper examines the impact of monetary policy and a range of sector-specific and macroeconomic shocks on the Australian housing market using quarterly data for a period of 1974-2008. The paper develops a structural vector autoregressive (SVAR) model based on contemporaneous restrictions to analyse the dynamics of these shocks. The results indic...
Alternative Titles
Full title
An SVAR analysis of monetary policy dynamics and housing market responses in Australia [electronic resource] / IKM Mokhtarul Wadud, Omar HMN Bashar and Huson Joher Ali Ahmed.
Authors, Artists and Contributors
Author / Creator
Notes
General note
School working paper - Economic series / School of Accounting, Economics and Finance ; SWP 2009/22.
Title from title screen (viewed on 5 May, 2010)
At head of title: Faculty of Business and Law. School of Accounting, Economics and Finance.
Includes bibliographical references (p. 27-28)
System details note
System requirements: Adobe Acrobat Reader to read pdf file.
Mode of access: Internet via World Wide Web. Available at: http://www.deakin.edu.au/buslaw/aef/workingpapers/papers/2009_22.pdf.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VKdaljVEdg
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VKdaljVEdg
Other Identifiers
DDC
332.46
MMS ID
991019955269702626
