1. Ajmi, A. H., Babalos, V., Economou, F., Gupta, R. (2014). Real estate market and uncertainty shocks: a novel variance causality approach. Frontiers in Finance and Economics, 2, 56–85.
2. André, C., Bonga-Bonga, L., Gupta, R., Mwamba, J. W. M. (2017). Economic policy uncertainty, us real housing returns and their volatility: a nonparametric approach. Journal of Real Estate Research, 39, 493–513.
3. Andreou, E., Ghysels, E., Kourtellos, A. (2010). Regression models with mixed sampling frequencies. Journal of Econometrics, 158, 246–261.
4. Apergis, N., & Payne, J. E. (2012). Convergence in U.S. housing prices by state: Evidence from the club convergence and clustering procedure. Letters in Spatial and Resource Sciences, 5, 103–111.
5. Baillie, R. T., Bollerslev, T., Mikkelsen, H. O. (1996). Fractionally integrated generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 74, 3–30.