The effects of uncertainty shocks on global housing markets
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Abstract
Suggested Citation
DOI: 10.1108/IJHMA-03-2020-0020
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Cited by:
- Bouri, Elie & Gupta, Rangan & Kyei, Clement Kweku & Shivambu, Rinsuna, 2021.
"Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 200-206.
- Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020. "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers 202071, University of Pretoria, Department of Economics.
- Engin Bekar, 2022. "The Relationship Between Geopolitical Risks and Housing Returns in Türkiye: Evidence from the Cross – Quantilogram," International Econometric Review (IER), Econometric Research Association, vol. 14(2), pages 59-71, June.
- Jose Torres-Pruñonosa & Pablo García-Estévez & Camilo Prado-Román, 2021. "Artificial Neural Network, Quantile and Semi-Log Regression Modelling of Mass Appraisal in Housing," Mathematics, MDPI, vol. 9(7), pages 1-16, April.
More about this item
Keywords
Housing prices; Macroeconomic uncertainty; Financial uncertainty; Economic policy uncertainty; Geopolitical risk; Quantile regression; E00; E52; R31;All these keywords.
JEL classification:
- E00 - Macroeconomics and Monetary Economics - - General - - - General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
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