.... Housing supply and demand House prices rents Financial economics Asset pricing Time-series models G12 R30 R31 We find that while house prices are currently more varied across the USA than rents, this difference is very much less than that found in Tang et al. (2020) and Yao...

... with unit variance, so: Joshua C. Hall can be contacted at: joshua.hall@mail.wvu.edu 19 12 2023 21 01 2024 21 01 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Financial markets Asset pricing Time-series models...

... an important financing channel in China’s housing market should be properly investigated. Central banking Time-series models Econometric modelling China’s house prices Shadow banking Dual channel of housing finance Time series analysis C22 R31 Since the market-oriented housing reform...

... j − T p e a k ≤ 1 Elisabetta Marzano can be contacted at: elisabetta.marzano@uniparthenope.it 21 03 2018 30 04 2018 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Credit Cycles Time-series models...

... that has not been studied previously. G21 E44 C33 financial risk and risk management Financial markets and the macroeconomy Financial institutions and services Non-performing loans Time-series models VAR Instrumental variables estimations US banking industry Macrofinancial linkages...

... Publishing Limited Licensed re-use rights only Monetary policy Macroeconomics and monetary economics Time-series models C22 E52 G10 Stock markets are viewed as a performance indicator of an economy because of their instant response to the shocks or policy changes (Shiskin and Moore...

... Credit Mortgages Time-Series models Error-correction model E43 E52 G21 G23 The transmission of monetary policy rates to lending rates through money markets is viewed as a crucial path of monetary policy. Changes in lending rates influence spending decisions, which then impact real...

... Financial markets Energy Time-series models G1 G15 O53 Q43 The recent time period has witnessed a growing activity in the oil market which made it easier for portfolio managers to invest in oil. Therefore, understanding how oil price shocks impact equities has become relevant and critical...

... on the specific form of the test equation. Wasim Ahmad can be contacted at: ahmadwasimdu@gmail.com © Emerald Group Publishing Limited 2015 Government policy and regulation Financial economics Financing policy Time-series models Contingent pricing C32 G10 G14 G15 Since its...

...‐series models Single equation models Single variables Mathematical and quantitative methods Deflation Business fluctuations and cycles Monetary economics Central banking In the field of practical macroeconomic analysis, policy formulators are primarily concerned with the behavioural...