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Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - In: Macroeconomic dynamics 27 (2023) 8, pp. 2191-2228

Persistent link: https://www.econbiz.de/10014436663

The contribution of economic fundamentals to movements in exchange rates

Balke, Nathan S.; Ma, Jun; Wohar, Mark E. - In: Journal of international economics 90 (2013) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009751223

Expected returns and expected dividend growth : time to rethink an established empirical literature

Ma, Jun; Wohar, Mark E. - In: Applied economics 46 (2014) 19/21, pp. 2462-2476

Persistent link: https://www.econbiz.de/10010417214

A Bayesian analysis of weak identification in stock price decompositions

Balke, Nathan S.; Ma, Jun; Wohar, Mark E. - In: Macroeconomic dynamics 19 (2015) 4, pp. 728-752

Persistent link: https://www.econbiz.de/10011309216

Determining what drives stock returns : proper inference is crucial ; evidence from the UK

Ma, Jun; Wohar, Mark E. - In: International review of economics & finance : IREF 33 (2014), pp. 371-390

Persistent link: https://www.econbiz.de/10010532715

Recent advances in estimating nonlinear models : with applications in economics and finance

Ma, Jun (contributor); Wohar, Mark E. (contributor) - 2014

Persistent link: https://www.econbiz.de/10011385393

Nonlinear Taylor rules : evidence from a large dataset

Ma, Jun; Olson, Eric; Wohar, Mark E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011886580

Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty

Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337

Persistent link: https://www.econbiz.de/10012127992

Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020

We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian methods to disentangle the relative importance of the common component in FHFA house price movements from state-specific shocks, over the quarterly period of 1975Q2 to 2017Q4. We...

Persistent link: https://www.econbiz.de/10012229804

Recent Advances in Estimating Nonlinear Models : With Applications in Economics and Finance

Ma, Jun - 2014

Chapter 1 Stock Return and Inflation: An Analysis Based on the State-Space Framework -- Chapter 2 Diffusion Index Model Specification and Estimation: Using Mixed Frequency Datasets -- Chapter 3 Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks -- Chapter 4 On the...

Persistent link: https://www.econbiz.de/10014016985