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http://hdl.handle.net/2445/175728
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DC Field | Value | Language |
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dc.contributor.author | Gómez-González, José E. | - |
dc.contributor.author | Hirs-Garzon, Jorge | - |
dc.contributor.author | Sanin-Restrepo, Sebastian | - |
dc.contributor.author | Uribe Gil, Jorge Mario | - |
dc.date.accessioned | 2021-03-24T21:51:31Z | - |
dc.date.available | 2021-03-24T21:51:31Z | - |
dc.date.issued | 2021 | - |
dc.identifier.uri | http://hdl.handle.net/2445/175728 | - |
dc.description.abstract | We study the effect of macroeconomic and financial U.S. uncertainty shocks on international housing markets using a multi-country FAVAR model. This approach allows the identification of the effects of different sources of uncertainty on the global economy by imposing natural contemporaneous restrictions on the data generating process, which cannot be used within a single-country perspective. We find that financial uncertainty has an immediate negative effect on most REIT markets around the world lasting between one and three quarters. The effect of macroeconomic uncertainty is diverse.(...) | ca |
dc.format.extent | 28 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.publisher | Universitat de Barcelona. Facultat d'Economia i Empresa | ca |
dc.relation.isformatof | Reproducció del document publicat a: http://www.ub.edu/irea/working_papers/2021/202105.pdf | - |
dc.relation.ispartof | IREA – Working Papers, 2021, IR21/05 | - |
dc.relation.ispartofseries | [WP E-IR21/05] | ca |
dc.rights | cc-by-nc-nd, (c) Gómez-González et al., 2021 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) | - |
dc.subject.classification | Incertesa | - |
dc.subject.classification | Anàlisi vectorial | - |
dc.subject.classification | Negocis immobiliaris | - |
dc.subject.classification | Gestió de cartera | cat |
dc.subject.other | Uncertainty | - |
dc.subject.other | Vector analysis | - |
dc.subject.other | Real estate business | - |
dc.subject.other | Portfolio management | eng |
dc.title | Financial and Macroeconomic Uncertainties and Real Estate Markets | ca |
dc.type | info:eu-repo/semantics/workingPaper | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA)) |
Files in This Item:
File | Description | Size | Format | |
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IR21_005_Gomez+Hirs+Sanin+Uribe.pdf | 12.96 MB | Adobe PDF | View/Open |
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