Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note

Author:

Antonakakis Nikolaos,Gupta Rangan,Muteba Mwamba John W.

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance

Reference15 articles.

1. Breitenfellner, A., Cuaresma, J.C., & Mayer, P. (2015). Energy inflation and house price corrections. Energy Economics, 48, 109–116.

2. Dueker, M. (2005). Dynamic forecasts of qualitative variables: a qual VAR model of U.S. recessions. Journal of Business & Economic Statistics, 23, 96–104.

3. Engle, R. (2002). Dynamic conditional correlation. Journal of Business & Economic Statistics, 20(3), 339–350.

4. GFD (2015). Global Financial Data. https://www.globalfinancialdata.com/index.html , accessed: 2015-04-21.

5. Hamilton, J.D. (2008). Oil and the macroeconomy in new palgrave dictionary of economics, 2nd edn.: Palgrave McMillan Ltd. Edited by Steven Durlauf and Lawrence Blume.

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