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Causal relationship between asset prices and output in the United States : evidence from the state-level panel granger causality test

Emirmahmutoglu, Furkan; Bacilar, Mehmet; Apergēs, Nikolaos - In: Regional studies 50 (2016) 10, pp. 1728-1741

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011710601

Macro shocks and real US stock prices with special focus on the "Great Recession"

Gupta, Rangan; Inglesi-Lotz, Roula - In: Applied econometrics and international development 12 (2012) 2, pp. 123-134

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009707155

Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model

Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009760669

Evolution of monetary policy in the US : the role of asset prices

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - 2013

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010195622

The long-run relationship between consumption, house prices, and stock provincial-level data

Apergēs, Nikolaos; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: Journal of real estate literature : a publication of … 22 (2014) 1, pp. 83-99

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010411543

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

Simo-Kengne, Beatrice D. - 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://ebvufind01.dmz1.zbw.eu/10013025463