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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

Dynamic impact of the US monetary policy on oil market returns and volatility

Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 159-169

Persistent link: https://www.econbiz.de/10012655291

The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom

Cepni, Oguzhan; Marfatia, Hardik A.; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661143

The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence

Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661170

Dynamic impact of unconventional monetary policy on international REITs

Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-18

In this paper, we estimate the dynamic impact of unconventional monetary policy in the US on international REITs. Unlike existing studies which are limited to conventional policy tools and undertake a static approach, we use an event study approach and estimate a time-varying parameter model to...

Persistent link: https://www.econbiz.de/10012628426