This document has not been cited yet.

1. Abraham, J. M. and Hendershott, P. H. (1996). Bubbles in metropolitan housing markets. Journal of Housing Research, 7(2), 191-207.
   Paper not yet in RePEc: Add citation now
   
2. André, C., Bonga-Bonga, L., Gupta, R. and Muteba Mwamba, J.W. (2017). Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach. Journal of Real Estate Research, 39(4), 493-513.
   Paper not yet in RePEc: Add citation now
   

3. Antonakakis, N., Gupta, R. and André, C. (2015). Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. Journal of Real Estate Portfolio Management, 21(1), 53-60.

4. Apergis, N., Cooray, A. and Rehman, M.U. (2018). Do Energy Prices Affect U.S. Investor Sentiment ? Journal of Behavioral Finance, 19(2), 125-140.
   Paper not yet in RePEc: Add citation now
   

5. Baker, S.R., Bloom, N. and Davis, S.J. (2016). Measuring Economic Policy Uncertainty. The Quarterly Journal of Economics, 131 (4), 15931636, as updated on www.policyuncertainty.com.

6. Barsky, R.B. and Sims, E.R. (2012). Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence. American Economic Review, 102 (4), 1343-77.

7. Bernanke, B. (1983). Irreversibility, Uncertainty, and Cyclical Investment. The Quarterly Journal of Economics, 98(1), 85-106.

8. Boivin, J. (2005). Has US monetary policy changed? Evidence from drifting coefficients and real-time data (No. w11314). National Bureau of Economic Research.

9. Bork, L., Mller, S.V., and Pedersen, T.Q. (2019). A New Index of Housing Sentiment. Management Science. DOI: https://doi.org/10.1287/mnsc.2018.3258.

10. Capozza, D. and Helsley, H. (1990). The Stochastic City. Journal of Urban Economics, 28, 187-203.

11. Carroll, C., Fuhrer, J. and Wilcox, D. (1994). Does Consumer Sentiment Forecast Household Spending? If So, Why? The American Economic Review, 84(5), 1397-1408.

12. Chen, R., & Liu, J. S. (2000). Mixture kalman filters. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 62(3), 493-508.

13. Christou, C., Gupta, R. and Hassapis, C. (2017). Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. The Quarterly Review of Economics and Finance, 65(C), 50-60.

14. Christou, C., Gupta, R., and Nyakabawo, W. (2019). Time-varying impact of uncertainty shocks on the US housing market. Economics Letters, 180, 15-20.

15. Fuhrer, J.C. (1993). What role does consumer sentiment play in the U.S. macroeconomy? New England Economic Review, Federal Reserve Bank of Boston, January/February, 32-44.

16. Glaeser, E.L and Nathanson, C.G. (2017). An extrapolative model of house price dynamics, Journal of Financial Economics, 126(1), 147-170.

17. Hymans, S.H. (1970). Consumer Durable Spending: Explanation and Prediction. Brookings Papers on Economic Activity, 2, 173-206.

18. Jurado, K., Ludvigson, S. C., and Ng, S. (2015). Measuring Uncertainty. American Economic Review, 105(3), 1177-1216.

19. Juster, F.T. and Wachtel, P. (1972). Inflation and the Consumer. Brookings Papers on Economic Activity, 1, 71-121.

20. Kindleberger, C. P. and Aliber, R. Z. (2005). Manias, Panics, and Crashes, A History of Financial Crises. 5th edition, John Wiley and Sons, Inc., Hoboken, New Jersey.

21. Kishor, N. K., & Marfatia, H. A. (2013). The time-varying response of foreign stock markets to US monetary policy surprises: Evidence from the Federal funds futures market. Journal of International Financial Markets, Institutions and Money, 24, 1-24.

22. Koop, G., & Korobilis, D. (2012). Forecasting inflation using dynamic model averaging. International Economic Review, 53(3), 867-886.

23. Korobilis, D. (2013). Assessing the transmission of monetary policy using timevarying parameter dynamic factor models. Oxford Bulletin of Economics and Statistics, 75(2), 157-179.

24. Kurov, A. (2010). Investor Sentiment and the Stock Markets Reaction to Monetary Policy. Journal of Banking and Finance, 34(1), 139149.

25. Lahiri, K. and Zhao, Y. (2016). Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers. Journal of Business Cycle Research, 12(2), 187-215.

26. Ling, D.C., Ooi, J.T. and Le, T.T. (2015). Explaining House Price Dynamics: Isolating the Role of Nonfundamentals. Journal of Money, Credit and Banking, 47, 87-125.

27. Lovell, M.C. (1975). Why Was the Consumer Feeling So Sad? Brookings Papers on Economic Activity, 2, 473-79. Ludvigson, S., Ma, S., and Ng, S. (Forthcoming). Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? American Economic Journal: Macroeconomics.

28. Ludvigson, S.C., and Ng, S. (2009). Macro factors in bond risk premia. The Review of Financial Studies, 22(12), 5027-5067.

29. Ludvisgon, S.C., and Ng, S. (2011). A Factor Analysis of Bond Risk Premia. In A. Ulah, and D. Giles (eds.), Handbook of Empirical Economics and Finance, 313-372. London: Chapman and Hall.
    Paper not yet in RePEc: Add citation now
    

30. Lutz, C. (2015). The Impact of Conventional and Unconventional Monetary Policy on Investor Sentiment. Journal of Banking and Finance, 61, 89-105.

31. Marfatia, H. (2020), Forecasting Interconnections in International Housing Markets: Evidence from the Dynamic Model Averaging Approach. Journal of Real Estate Research, 42(1), 37-104.
    Paper not yet in RePEc: Add citation now
    
32. Marfatia, H. A. (2014). Impact of uncertainty on high frequency response of the US stock markets to the Fed’s policy surprises. The Quarterly Review of Economics and Finance, 54(3), 382-392.
    Paper not yet in RePEc: Add citation now
    

33. Marfatia, H. A. (2015). Monetary policy’s time-varying impact on the US bond markets: Role of financial stress and risks. The North American Journal of Economics and Finance, 34, 103-123.

34. Marfatia, H. A., Gupta, R., & Cakan, E. (2017). The international REITs time-varying response to the US monetary policy and macroeconomic surprises. The North American Journal of Economics and Finance, 42, 640-653.

35. Marfatia, H. A., Gupta, R., & Miller, S. (2019). 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets (No. 201956).

36. Mbarek, L., Marfatia, H. A., & Juko, S. (2019). Time-varying response of treasury yields to monetary policy shocks. Journal of Financial Regulation and Compliance, 27(4), 422-442.
    Paper not yet in RePEc: Add citation now
    

37. McCracken W. (2007) Asymptotics for out of sample tests of Granger causality. Journal of Econometrics, 140, 719-752.

38. McCracken, M. W., and S. Ng (2016): FRED-MD: A monthly database for macroeconomic research. Journal of Business & Economic Statistics, 34(4), 574-589.

39. Meen, G. (1996). Ten propositions in UK housing macroeconomics: an overview of the 1980s and early 1990s, Urban Studies, 33, 425-444.
    Paper not yet in RePEc: Add citation now
    

40. Mishkin, F.S. (1978). Consumer Sentiment and Spending on Consumer Durables. Brookings Papers on Economic Activity, 1, 217-232.

41. Muellbauer, J. and Murphy, A. (2008). Housing markets and the economy: the assessment. Oxford Review of Economic Policy, 24(1), 1-33.

42. Nguyen Thanh, B., Strobel, J. and Lee, G. (2020). A New Measure of Real Estate Uncertainty Shocks. Real Estate Economics.

43. Pindyck, R.S. (1991). Irreversibility, Uncertainty, and Investment. Journal of Economic Literature, 29(3), 1110-1148.

44. Raftery, A. E., Krn, M., & Ettler, P. (2010). Online prediction under model uncertainty via dynamic model averaging: Application to a cold rolling mill. Technometrics, 52(1), 52-66.
    Paper not yet in RePEc: Add citation now
    

45. Shiller, R. J. (2008). Historic Turning Points in Real Estate. Eastern Economic Journal, 34(1), 1-13.

46. Strobel, J., Nguyen Thanh, B. and Lee, G. (2020). Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market. Real Estate Economics, 48, 345-372.

47. Throop, A. W. (1992). Consumer Sentiment: Its Causes and Effects. Economic Review-Federal Reserve Bank of San Francisco, 1, 3539.
    Paper not yet in RePEc: Add citation now
    

48. Wang, Y., Ma, F., Wei, Y., & Wu, C. (2016). Forecasting realized volatility in a changing world: A dynamic model averaging approach. Journal of Banking & Finance, 64, 136-149.

1. The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Marfatia, Hardik A.
   In: Palgrave Communications.
   RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04494-8.

   Full description at Econpapers || Download paper

2. Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

   Full description at Econpapers || Download paper

3. On the different impact of local and national sources of policy uncertainty on sectoral stock volatility. (2024). Bales, Stephan ; Sabani, Nazmie ; Burghof, Hans-Peter.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003325.

   Full description at Econpapers || Download paper

4. Determinants of international Economic Policy Uncertainty transmission: The role of economic openness. (2024). Yeap, Xiu Wei ; Wang, Wei-Siang ; Chia, Wai-Mun ; Tan, Sook-Rei ; Li, Changtai.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004593.

   Full description at Econpapers || Download paper

5. Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Yang, Chih-Yuan ; Chang, Chia-Chien.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44.

   Full description at Econpapers || Download paper

6. The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices. (2023). Pillot, Julien ; ben Ameur, Hachmi ; le Fur, Eric.
   In: Computational Economics.
   RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-021-10225-3.

   Full description at Econpapers || Download paper

7. State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Lin, Che-Chun ; Wang, Yu-Min ; Tsai, I-Chun.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

   Full description at Econpapers || Download paper

8. Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis. (2022). Wohar, Mark ; Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:41:y:2022:i:7:p:1525-1556.

   Full description at Econpapers || Download paper

9. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN ; Marfatia, Hardik A.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:64:y:2022:i:4:d:10.1007_s11146-020-09813-1.

   Full description at Econpapers || Download paper

10. How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?. (2022). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Aygun, Gurcan.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp15296.

    Full description at Econpapers || Download paper

11. The Relationship Between Geopolitical Risks and Housing Returns in Türkiye: Evidence from the Cross – Quantilogram. (2022). Bekar, Engin.
    In: International Econometric Review (IER).
    RePEc:erh:journl:v:14:y:2022:i:2:p:59-71.

    Full description at Econpapers || Download paper

12. How do economies adjust speed at uncertain times?. (2022). Parhi, Mamata ; Alhussaini, Abdullah.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001271.

    Full description at Econpapers || Download paper

13. A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty. (2022). Umar, Zaghum ; Owusu Junior, Peterson ; Agyei, Samuel Kwaku ; Bossman, Ahmed.
    In: Research in Economics.
    RePEc:eee:reecon:v:76:y:2022:i:3:p:189-205.

    Full description at Econpapers || Download paper

14. The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom. (2021). GUPTA, RANGAN ; Cepni, Oguzhan ; Marfatia, Hardik A.
    In: Working Papers.
    RePEc:pre:wpaper:202168.

    Full description at Econpapers || Download paper

15. Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis. (2021). Wohar, Mark ; Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202102.

    Full description at Econpapers || Download paper

16. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; abu, nurudeen ; Ogundunmade, Tayo P.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09288-3.

    Full description at Econpapers || Download paper

17. On the Link between House Prices and House Permits: Asymmetric Evidence from 51 States of the United States of America. (2021). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Hesam.
    In: International Real Estate Review.
    RePEc:ire:issued:v:24:n:03:2021:p:323-361.

    Full description at Econpapers || Download paper

18. The Impact of Uncertainty on State-Level Housing Markets of the United States: The Role of Social Cohesion. (2021). Sheng, Xin ; Dai, Linyan.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:6:p:3065-:d:514906.

    Full description at Econpapers || Download paper

19. Responses of REITs index and commercial property prices to economic uncertainties: A VAR analysis. (2021). Tajaddini, Reza ; Gholipour Fereidouni, Hassan ; Farzanegan, Mohammad Reza ; Yam, Sharon.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000787.

    Full description at Econpapers || Download paper

20. Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test. (2021). Kyei, Clement ; GUPTA, RANGAN ; Shivambu, Rinsuna ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:200-206.

    Full description at Econpapers || Download paper

21. Do economic policy uncertainty and its components predict Chinas housing returns?. (2021). Shao, Xue-Feng ; Li, Xin ; Yin, Xiao-Cui ; Wang, Min-Hui ; Qin, Meng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000822.

    Full description at Econpapers || Download paper

22. Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

    Full description at Econpapers || Download paper

23. The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe.
    In: GRU Working Paper Series.
    RePEc:cth:wpaper:gru_2021_008.

    Full description at Econpapers || Download paper

24. Modeling the time varying volatility of housing returns: Further evidence from the U.S. metropolitan condominium markets. (2020). Payne, James ; Apergis, Nicholas.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:38:y:2020:i:1:p:24-33.

    Full description at Econpapers || Download paper

25. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN ; Marfatia, Hardik A.
    In: Working Papers.
    RePEc:pre:wpaper:202077.

    Full description at Econpapers || Download paper

26. Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties. (2020). GUPTA, RANGAN ; André, Christophe ; Marfatia, Hardik A ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:202061.

    Full description at Econpapers || Download paper

27. Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States. (2020). Uddin, Gazi ; Troster, Victor ; Granberg, Mark ; Ahmed, Ali.
    In: LiU Working Papers in Economics.
    RePEc:hhs:liuewp:0007.

    Full description at Econpapers || Download paper

28. The effect of economic policy uncertainty on China’s housing market. (2020). Lin, Wen-Yuan ; Huang, Wei-Ling ; Ning, Shao-Lin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301700.

    Full description at Econpapers || Download paper

29. The effect of European and global uncertainty on stock returns of travel and leisure companies. (2019). Demir, Ender ; Akron, Sagi ; Ersan, Oguz.
    In: Tourism Economics.
    RePEc:sae:toueco:v:25:y:2019:i:1:p:51-66.

    Full description at Econpapers || Download paper

30. Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:201947.

    Full description at Econpapers || Download paper

31. Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis. (2019). Begiazi, Kyriaki ; Katsiampa, Paraskevi.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-018-9652-5.

    Full description at Econpapers || Download paper

32. The impact of oil price uncertainty on GCC stock markets. (2019). Klein, Tony ; Khalid, Ali ; Alqahtani, Abdullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719305021.

    Full description at Econpapers || Download paper

33. Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

    Full description at Econpapers || Download paper

34. Relationship between the United States housing and stock markets: Some evidence from wavelet analysis. (2019). Liow, Kim ; Huang, Yuting ; Song, Jeonseop.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081930035x.

    Full description at Econpapers || Download paper

35. Crisis leadership in economic recession: A three-barrier approach to offset external constraints. (2019). Lacerda, Teresa C.
    In: Business Horizons.
    RePEc:eee:bushor:v:62:y:2019:i:2:p:185-197.

    Full description at Econpapers || Download paper

36. MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA. (2019). GUPTA, RANGAN ; Aye, Goodness C.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:23:y:2019:i:3:p:93-121.

    Full description at Econpapers || Download paper

37. The Interplay Between Leadership and Adverse Context: The Paradox Explained. (2018). Lacerda, Teresa C.
    In: 6th International OFEL Conference on Governance, Management and Entrepreneurship. New Business Models and Institutional Entrepreneurs: Leading Disruptive Change (Dubrovnik, 2018).
    RePEc:zbw:ofel18:179989.

    Full description at Econpapers || Download paper

38. Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets. (2018). Sobti, Neharika.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:45:y:2018:i:4:d:10.1007_s40622-018-0196-6.

    Full description at Econpapers || Download paper

39. Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201870.

    Full description at Econpapers || Download paper

40. Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States. (2018). GUPTA, RANGAN ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201832.

    Full description at Econpapers || Download paper

41. The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

    Full description at Econpapers || Download paper

42. Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

    Full description at Econpapers || Download paper

43. The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201757.

    Full description at Econpapers || Download paper

44. Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies. (2017). Zerihun, Mulatu ; GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:201711.

    Full description at Econpapers || Download paper

45. Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60.

    Full description at Econpapers || Download paper

46. Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy. (2016). GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:83:y:2016:i:2:p:609-624.

    Full description at Econpapers || Download paper

47. Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka.
    In: International Journal of Economic Sciences.
    RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

    Full description at Econpapers || Download paper

48. Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Nikolai Sheung-Chi ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201674.

    Full description at Econpapers || Download paper

49. Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201637.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 09:15:42 || Missing content? Let us know