Piazza dell' Indipendenza 4
I-00185
Italy
ISAE, Istituto di Studi e Analisi Economica
Common cycles, cointegration, VECM, market diversification
Panel Cointegration, Cross-section Dependence, Production
Saving rate, Mortgage equity withdrawal, Asset prices, Mortgage rates, Vector Error Correction, Impulse response analysis
saving rate, mortgage equity withdrawal, asset prices, mortgage rates, Vector Error Correction, impulse response analysis