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Causal relationship between asset prices and output in the United States : evidence from the state-level panel granger causality test
Emirmahmutoglu, Furkan; Bacilar, Mehmet; Apergēs, Nikolaos - In: Regional studies 50 (2016) 10, pp. 1728-1741
Persistent link: https://www.econbiz.de/10011710601
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Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 48 (2017), pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661146
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A re-evaluation of the term spread as a leading indicator
Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: International review of economics & finance : IREF 64 (2019), pp. 476-492
Persistent link: https://www.econbiz.de/10012372831
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The role of asset prices in forecasting inflation and output in South Africa
Gupta, Rangan; Hartley, Faaiqa - In: Journal of emerging market finance 12 (2013) 3, pp. 239-291
Persistent link: https://www.econbiz.de/10010360591
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Housing and the Great Depression
Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 46 (2014) 22/24, pp. 2966-2981
Persistent link: https://www.econbiz.de/10010417127
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The dynamic relationship between house prices and output : evidence from US metropolitan areas
Apergēs, Nikolaos; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: International journal of strategic property management 19 (2015) 4, pp. 336-345
Persistent link: https://www.econbiz.de/10011598395
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Housing and the business cycle in South Africa
Aye, Goodness C.; Balcilar, Mehmet; Bosch, Adél; … - In: Journal of policy modeling : JPMOD ; a social science … 36 (2014) 3, pp. 471-491
Persistent link: https://www.econbiz.de/10010396042
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Temporal Causality between House Prices and Output in the U.S : A Bootstrap Rolling-Window Approach
Nyakabawo, Wendy - 2016
This paper examines the causal relationships between the real house price index and real GDP per capita in the U.S., using the bootstrap Granger (temporal) non-causality test and a fixed-size rolling-window estimation approach. We use quarterly time-series data on the real house price index and...
Persistent link: https://www.econbiz.de/10013007411