Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns

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.

MoreLess

Year of publication:	2015-02-28
Authors:	Antonakakis, Nikolaos ; Gupta, Rangan ; Andre, Christophe

More details

Type of publication:	Book / Working Paper
Language:	English
Notes:	Antonakakis, Nikolaos and Gupta, Rangan and Andre, Christophe (2015): Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns.
Classification:	C32 - Time-Series Models ; E60 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook. General ; E66 - General Outlook and Conditions ; G10 - General Financial Markets. General ; G18 - Government Policy and Regulation
Source:	BASE

Persistent link: https://www.econbiz.de/10015246521