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Temporal causality between house prices and output in the U.S.: a bootstrap rolling-window approach

Author: Nyakabawo, W ; Miller, SM ; Balcilar, M ; Das, Sonali ; Gupta, R Date: Jul 2015 This paper examines the causal relationships between the real house price index and real GDP per capita in the US, using the bootstrap Granger (temporal) non-causality test and a fixed-size rolling-window estimation approach. We use quarterly ... Read more

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Browsing by Author "Nyakabawo, W"

Browsing by Author "Nyakabawo, W"

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