We examine dynamic correlations between housing market returns and economic policy uncertainty in the United States. Our findings suggest that correlations are time-varying and sensitive to economic fundamentals and US recessions.

We examine dynamic correlations between housing market returns and economic policy uncertainty in the United States. Our findings suggest that correlations are time-varying and sensitive to economic fundamentals and US recessions.

Knowledge, as intellectual capital, has become the main resource of an organization, and the process of knowledge discovery, acquisition and storage is a very important one. Knowledge discovery can be easily realized through Data Mining, a Machine Learning technique, which allows the discovery...

Uncertainty is acknowledged to be a source of economic fluctuations. But, does the type of uncertainty matter for the economy's response to an uncertainty shock? This paper offers a novel identification strategy to disentangle different types of uncertainty. It uses machine learning techniques...

Uncertainty is acknowledged to be a source of economic fluctuations. But, does the type of uncertainty matter for the economy's response to an uncertainty shock? This paper offers a novel identification strategy to disentangle different types of uncertainty. It uses machine learning techniques...

Using generalised variance decompositions from vector autoregressions, we analyse cross-country, cross-category spillovers of economic policy uncertainty (EPU) and financial market volatility between the US and Japan. Our model includes indices of monetary, fiscal and trade policy uncertainty...

Investor uncertainty about firm value drives investors' information collection and trading activities, as well as managers' disclosure choices. This study examines an important source of uncertainty that likely cannot be influenced by most managers and investors: uncertainty about government...

Mit Hilfe von generalisierten Varianzdekompositionen aus Vektorautoregressionen untersuchen wir länder- und kategorieübergreifende Unsicherheits-Spillover-Effekte zwischen den USA und Japan. Dabei betrachten wir sowohl wirtschaftspolitische Unsicherheit (WPU) als auch Finanzmarktvolatilität....