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Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models

Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011897378

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

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

Time-Varying Effects of Housing and Stock Returns on U.S. Consumption

Simo-Kengne, Beatrice - 2015

This paper applies a time-varying parameter vector autoregressive approach to estimate the relative effects of housing and stock returns on the growth rate of US consumption over time. We use annual data from 1890 to 2012 and find that at the one- and two-year horizons and over time, generally...

Persistent link: https://www.econbiz.de/10013025463

What can fifty-two collateralizable wealth measures tell us about future housing market returns? : evidence from U.S. state-level data

Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: The journal of real estate finance and economics 62 (2021) 1, pp. 81-107

Persistent link: https://www.econbiz.de/10012428385

Does inequality really matter in forecasting real housing returns of the United Kingdom?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - In: International economics : a journal published by CEPII … 159 (2019), pp. 18-25

Persistent link: https://www.econbiz.de/10012318765

High-frequency predictability of housing market movements of the United States : the role of economic sentiment

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, … - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 490-498

Persistent link: https://www.econbiz.de/10012649950

Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E.; … - In: Journal of forecasting 41 (2022) 7, pp. 1525-1556

Persistent link: https://www.econbiz.de/10013465713

Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10012054891

On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees

Pierdzioch, Christian; Risse, Marian; Gupta, Rangan; … - In: Finance research letters 30 (2019), pp. 160-169

Persistent link: https://www.econbiz.de/10012420355