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  • Search: subject:"cross-sample validation causality"
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Year of publication
Subject
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cross-sample validation causality 2 economic policy uncertainty 2 housing returns 2 in-sample 2 post-sample 2 rolling window 2 Causality analysis 1 Economic policy 1 Emerging economies 1 Kausalanalyse 1 Risiko 1 Risk 1 Schwellenländer 1 Wirtschaftspolitik 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Aye, Goodness C. 2
Published in...
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Cogent Economics & Finance 1 Cogent economics & finance 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Causality between economic policy uncertainty and real housing returns in emerging economies: A cross-sample validation approach
Aye, Goodness C. - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-16
This paper examines whether economic policy uncertainty (EPU) causes real housing returns in 8 emerging economies for which EPU data are available namely: Brazil, Chile, China, India, Ireland, Russia, South Africa and South Korea. Quarterly data were used for the analysis. The study uses...
Persistent link: https://www.econbiz.de/10011988855
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Cover Image
Causality between economic policy uncertainty and real housing returns in emerging economies : a cross-sample validation approach
Aye, Goodness C. - In: Cogent economics & finance 6 (2018) 1, pp. 1-16
This paper examines whether economic policy uncertainty (EPU) causes real housing returns in 8 emerging economies for which EPU data are available namely: Brazil, Chile, China, India, Ireland, Russia, South Africa and South Korea. Quarterly data were used for the analysis. The study uses...
Persistent link: https://www.econbiz.de/10011905243
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