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Machine learning predictions of housing market synchronization across US states : the role of uncertainty

Gupta, Rangan; Marfatia, Hardik A.; Pierdzioch, Christian; … - In: The journal of real estate finance and economics 64 (2022) 4, pp. 523-545

Persistent link: https://www.econbiz.de/10013170484

House price synchronization across the US states : the role of structural oil shocks

Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012821423

Time-Varying Effects of Housing and Stock Returns on U.S. Consumption

Simo-Kengne, Beatrice - 2015

This paper applies a time-varying parameter vector autoregressive approach to estimate the relative effects of housing and stock returns on the growth rate of US consumption over time. We use annual data from 1890 to 2012 and find that at the one- and two-year horizons and over time, generally...

Persistent link: https://www.econbiz.de/10013025463

High-frequency predictability of housing market movements of the United States : the role of economic sentiment

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, … - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 490-498

Persistent link: https://www.econbiz.de/10012649950

Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio

Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810

Persistent link: https://www.econbiz.de/10012630699

Time-barying effects of housing and stock prices on US consumption

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - 2013

Persistent link: https://www.econbiz.de/10009779965

Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020

detect three regimes corresponding to the periods of "Great Inflation", "Great Moderation", and the zero lower bound (ZLB …

Persistent link: https://www.econbiz.de/10012229804

Is the Hhusing market in the United States really weakly-efficient?

Tiwari, Aviral Kumar; Gupta, Rangan; Wohar, Mark E. - In: Applied economics letters 27 (2020) 14, pp. 1124-1134

Persistent link: https://www.econbiz.de/10012267071

The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains

Li, Xiao-Lin; Chang, Tsangyao; Miller, Stephen M.; … - In: International review of economics & finance : IREF 38 (2015), pp. 220-233

Persistent link: https://www.econbiz.de/10011572379

Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736