Uncovering the interrelationship between the U.S. stock and housing markets: a bootstrap rolling window Granger causality approach-Reference-Cited by-同舟云学术

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Uncovering the interrelationship between the U.S. stock and housing markets: a bootstrap rolling window Granger causality approach

Published:2017-07-07 Issue:58 Volume:49 Page:5841-5848
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Chang Tsangyao¹²,Tsai Su-Ling³,Haga Kai-yin Allison⁴

Affiliation:

1. School of Finance, Hubei University of Economics, Wuhan, CHINA

2. Department of Finance, Feng Chia University, Taichung, TAIWAN

3. Department of International Trade, Shih Chien University, Kaohsiung, Taiwan

4. International Master Program in Asia-Pacific Affairs, National Sun Yat-sen University, Kaohsiung, Taiwan

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2017.1346365

Reference23 articles.

1. Tests for Parameter Instability and Structural Change With Unknown Change Point

2. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

3. The export-output growth nexus in Japan: a bootstrap rolling window approach

4. Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window

5. Comparing Wealth Effects: The Stock Market versus the Housing Market

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1. Sale to list ratio, for-sale inventory, sale count, and housing value;International Journal of Housing Markets and Analysis;2023-10-19

2. Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality;Finance Research Letters;2022-10

3. Do oil price shocks drive unemployment? Evidence from Russia and Canada;Energy;2022-08

4. Foreign capital inflow and housing prices in a developing country: an advanced econometric enquiry;International Journal of Housing Markets and Analysis;2022-01-25

5. Different-region Balance Method for Exploring Varying Causal Relations Between Time Series;J ELECTRON INF TECHN;2021

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