Aizenman, J., Marion, N. P. (1993) “Policy Uncertainty, Persistence and Growthâ€, Review of International Economics, Vol. 1, No. 2, pp. 145–163, doi: 10.1111/j.1467-9396.1993.tb00012.x. Ajmi, A. N. et al. (2014) “How Strong are the Causal Relationships between Islamic Stock Markets and Conventional Financial Systems? Evidence from Linear and Nonlinear Testsâ€, Journal of International Financial Markets, Vol. 28, pp. 213– 227, doi: 10.1016/j.intfin.2013.11.004.
Andrews, D. W. K. (1993) “Tests for Parameter Instability and Structural Change with Unknown Change Pointâ€, Econometrica, Vol. 61, No. 4, pp. 821–856, doi: 10.2307/2951764.
Andrews, D. W. K., Ploberger, W. (1994) “Optimal Tests when a Nuisance Parameter is Present only under the Alternativeâ€, Econometrica, Vol. 62, No. 6, pp. 1383–1414, doi: 10.2307/2951753.
Aoki, K., Proudman, J., Vlieghe G. (2004) “House Prices, Consumption, and Monetary Policy: a Financial Accelerator Approachâ€, Journal of Financial Intermediation, Vol. 13, No. 4, pp. 414-435, doi: 10.1016/j.jfi.2004.06.003.
Aye, G. C. et al. (2014) “Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experienceâ€, Public Finance Review, Vol. 42, No. 4, pp. 511–531, doi: 10.1177/1091142113501713.
Balcilar, M., Ozdemir, Z. A. (2013) “The Export-Output Growth Nexus in Japan: A Bootstrap Rolling Window Approachâ€, Empirical Economics, Vol. 44, No. 2, pp. 639–660, doi: 10.1007/s00181-012-0562-8.
Balcilar, M., Ozdemir, Z. A., Arslanturk, Y. (2010) “Economic Growth and Energy Consumption Causal Nexus Viewed through a Bootstrap Rolling Windowâ€, Energy Economics, Vol. 32, No. 6, pp. 1398–1410, doi: 10.1016/j.eneco.2010.05.015.
Brogaard, J., Detzel, A. (2015) “The Asset-Pricing Implications of Government Economic Policy Uncertaintyâ€, Management Science, Vol. 61, No. 1, pp. 3–18, doi: 10.1287/mnsc.2014.2044.
Calcagnini, G., Saltari, E. (2000) “Real and Financial Uncertainty and Investment Decisionsâ€, Journal of Macroeconomics, Vol. 22, No. 3, pp. 491–514, doi: 10.1016/S0164-0704(00)00142-7.
Calza, A., Monacelli, T., Stracca, L. (2013) “Housing Finance and Monetary Policyâ€, Journal of the European Economic Association, Vol. 11, pp. 101–122, doi: 10.1111/j.1542-4774.2012.01095.x. Demyanyk, Y., Van Hemert, O. (2011) “Understanding the Subprime Mortgage Crisisâ€, Review of Financial Studies, Vol. 24, No. 6, pp. 1848–1880, doi: 10.1093/ rfs/hhp033.
- David Su et al. • Economic policy uncertainty and housing returns in Germany... 60 Zb. rad. Ekon. fak. Rij. • 2016 • vol. 34 • no. 1 • 43-61 Pastor, L., Veronesi, P. (2012) “Uncertainty about Government Policy and Stock Pricesâ€, The Journal of Finance, Vol. 67, No. 4, pp. 1219–1264, doi: 10.1111/ j.1540-6261.2012.01746.x. Pastor, L., Veronesi, P. (2013) “Political Uncertainty and Risk Premiaâ€, Journal of Financial Economics, Vol. 110, No. 3, pp. 520–545, doi: 10.1016/j. jfineco.2013.08.007.
Paper not yet in RePEc: Add citation now
David Su et al. • Economic policy uncertainty and housing returns in Germany... Zb. rad. Ekon. fak. Rij. • 2016 • vol. 34 • no. 1 • 43-61 59 Baker, S. R., Bloom, N., Davis, S. J. (2013) “Measuring Economic Policy Uncertaintyâ€, National Bureau of Economic Research, pp. 57–66, doi: 10.2139/ssrn.2198490.
Dickey, D. A., Fuller, W. A. (1981) “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Rootâ€, Econometrica, Vol. 49, No. 4, pp. 1057–1072, doi: 10.2307/1912517.
Granger, C. W. J. (1996) “Can We Improve the Perceived Quality of Economic Forecasts?â€, Journal of Applied Econometrics, Vol. 11, No. 5, pp. 455–473, doi: 10.1002/(SICI)1099-1255(199609)11:5%3C455::AID-JAE408%3E3.3.CO;2-5.
Hansen, B. E. (1992) “Tests for Parameter Instability in Regressions with I(1) Processesâ€, Journal of Business and Economic Statistics, Vol. 10, No. 3, pp. 321– 336, doi: 10.1080/07350015.1992.10509908.
- Karanikolos, M. et al. (2013) “Financial Crisis, Austerity, and Health in Europeâ€, The Lancet, Vol. 381, No. 9874, pp. 1323–1331, doi: 10.1016/S0140-6736(13)60102-6.
Paper not yet in RePEc: Add citation now
- KljuÄne rijeÄi: prinosi na tržiÅ¡tu nekretnina, neizvjesnost ekonomske politike, klizni vremenski okvir kauzalnosti JEL klasifikacija: C32, G12, G18 Ovaj rad podupire Nacionalna zaklada druÅ¡tvenih znanosti (br.15BJY155), te financijska potpora Islanda, LihtenÅ¡tajna i NorveÅ¡ke kroz projekt 14-SEE-PC-RO-TIMISOA01 KnowReset. Ugovor br. 2/21/07.2014. Redoviti profesor, Katedra za financije, Ocean University of China, Shandong 266100, Kina.
Paper not yet in RePEc: Add citation now
Mantalos, P. (2000) “A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systemsâ€, Studies in Non-Linear Dynamics & Econometrics, Vol. 4, No. 1, pp. 17–33, doi: 10.2202/ 1558-3708.1053.
Mantalos, P., Shukur, G. (1998) “Size and Power of the Error Correction Model Cointegration Test: A Bootstrap Approachâ€, Oxford Bulletin of Economics and Statistics, Vol. 60, No. 2, 249–255, doi: 10.1111/1468-0084.00097.
- Nyblom, J. (1989) “Testing for the Constancy of Parameters over Timeâ€, Journal of the American Statistical Association, Vol. 84, No. 405, pp. 223–230, doi: 10.1080/01621459.1989.10478759.
Paper not yet in RePEc: Add citation now
Pesaran, M. H., Timmermann, A. (2005) “Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaksâ€, Journal of Econometrics, Vol. 129, No. 1–2, pp. 183–217, doi: 10.1016/j.jeconom.2004.09.007.
Phillips, P. C. B., Perron, P. (1988) “Testing for a Unit Root in Time Series Regressionâ€, Biometrika, Vol. 75, No. 2, pp. 335–346, doi: 10.1093/biomet/ 75.2.335.
Shukur, G., Mantalos, P. (2000) “A Simple Investigation of the Granger-Causality Test in Integrated-Cointegrated VAR Systemsâ€, Journal of Applied Statistics, Vol. 27, No. 8, pp. 1021–1031, doi: 10.1080/02664760050173346.
Sims, C. A., Stock, J. H., Watson, M. W. (1990) “Inference in Linear Time Series with Some Unit Rootsâ€, Econometrica, Vol. 58, No. 1, pp. 113–144, doi: 10.2307/2938337.
- Sum, V., Brown, K. (2012) “Real Estate Sector Response to Economic Policy Uncertainty Shocksâ€, International Research Journal of Applied Finance, Vol.
Paper not yet in RePEc: Add citation now
- Toda, H. Y., Phillips, P. C. B. (1994) “Vector Autoregression and Causality: A Theoretical Overview and Simulation Studyâ€, Econometric Reviews, Vol. 13, No. 2, pp. 259–285, doi: 10.1080/07474939408800286.
Paper not yet in RePEc: Add citation now
Toda, H. Y., Yamamoto, T. (1995) “Statistical Inference in Vector Autoregressions with Possibly Integrated Processesâ€, Journal of Econometrics, Vol. 66, No. 1–2, pp. 225–250, doi: 10.1016/0304-4076(94)01616-8.
- Van der Heijden, H., Dol, K., Oxley, M. (2011) “Western European Housing Systems and the Impact of the International Financial Crisisâ€, Journal of Housing and the Built Environment, Vol. 26, No. 3, pp. 295–313, doi: 10.1007/ s10901-011-9230-0.
Paper not yet in RePEc: Add citation now
- Voigtländer, M. (2009) “Why is the German Homeownership Rate So Lowâ€, Housing Studies, Vol. 24, No. 3, pp. 355–372, doi: 10.1080/02673030902875011.
Paper not yet in RePEc: Add citation now
- Voigtländer, M. (2014) “The Stability of the German Housing Marketâ€, Journal of Housing and the Built Environment, Vol. 29, No. 4, pp. 583–594, doi: 10.1007/ s10901-013-9366-1.
Paper not yet in RePEc: Add citation now
Zeileis, A. et al. (2005) “Monitoring Structural Change in Dynamic Econometric Modelsâ€, Journal of Applied Econometrics, Vol. 20, No. 1, pp. 99–121, doi: 10.1002/jae.776.