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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
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Is there a national housing market bubble brewing in the United States?
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020
We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian … monetary policy shocks playing virtually no role during this period. In the third-regime, unconventional monetary policy shock …
Persistent link: https://www.econbiz.de/10012229804
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Housing and the Great Depression
Balcilar, Mehmet - 2015
This paper considers the role of the real housing price in the Great Depression. More specifically, we examine structural stability of the relationship between the real housing price and real GDP per capita. We test for structural change in parameter values, using a sample of annual US data from...
Persistent link: https://www.econbiz.de/10013036015
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Is there a national housing market bubble brewing in the United States?
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - In: Macroeconomic dynamics 27 (2023) 8, pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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High-frequency volatility forecasting of US housing markets
Segnon, Mawuli; Gupta, Rangan; Lesame, Keagile; Wohar, … - In: The journal of real estate finance and economics 62 (2021) 2, pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
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Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
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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
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Dynamic comovements between housing and oil markets in the US over 1859 to 2013 : a note
Antonakakis, Nikolaos; Gupta, Rangan; Muteba Mwamba, John - In: Atlantic economic journal : AEJ 44 (2016) 3, pp. 377-386
Persistent link: https://www.econbiz.de/10011711107
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Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan; Moodley, Damien - 2023
Persistent link: https://www.econbiz.de/10014443107
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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