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Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach
16 references·0 citing·46 second hop
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach (2017)Does economic policy uncertainty forecast…Understanding Booms and Busts in Housing Markets (2016)Understanding Booms and Busts…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015)Uncertainty and Business Cycl…The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)The Asset-Pricing Implication…Measuring Uncertainty (2015)Measuring UncertaintyMeasuring Economic Policy Uncertainty (2015)Measuring Economic Policy Unc…Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions (2015)Macroeconomic Uncertainty Ind…Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies (2015)Global Liquidity, House Price…International spillovers of policy uncertainty (2014)International spillovers of p…The Impact of the Volatility of Monetary Policy Shocks (2013)The Impact of the Volatility …Differences in housing price forecastability across US states (2009)Differences in housing price …Viewpoint: Estimating the equity premium (2008)Viewpoint: Estimating the equ…Housing IS the Business Cycle (2007)Housing IS the Business CycleESTIMATING MULTICOUNTRY VAR MODELS* (2006)ESTIMATING MULTICOUNTRY VAR M…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Shocks (2009)Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (2016)Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (2016)Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (2017)Time to Build and Aggregate Fluctuations (1982)Stabilizing an Unstable Economy (1987)Household Leverage and the Recession of 2007 to 2009 (2009)What happens during recessions, crunches and busts? (2009)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Betting the house (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Measuring Geopolitical Risk (2018)COVID-19 and The Macroeconomic Effects of Costly Disasters (2020)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Relationship between energy intensity and CO 2 emissions: Does economic policy matter? (2020)Innovation, growth and the transition to net-zero emissions (2021)Risk, Uncertainty and Profit (1921)An Intertemporal Capital Asset Pricing Model (1973)On Persistence in Mutual Fund Performance (1997)A Climate Stress-Test of the Financial System (2016)What Affects Innovation More: Policy or Policy Uncertainty? (2017)The Pollution Premium (2020)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Birds of a Feather: Homophily in Social Networks (2001)Overconfidence and Speculative Bubbles (2003)An extrapolative model of house price dynamics (2017)Credit Supply and the Housing Boom (2018)Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment (2018)The Role of Monetary Policy (1995)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)The Cross-Section of Expected Stock Returns (1992)Policy Uncertainty and Corporate Investment (2015)COVID-Induced Economic Uncertainty (2020)Does Corporate Headquarters Location Matter for Stock Returns? (2006)Macroeconomic Effects From Government Purchases and Taxes * (2011)Credit Spreads and Business Cycle Fluctuations (2012)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,352 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
  • 2007Housing IS the Business Cycle648 cited
  • 2015Measuring Economic Policy Uncertainty502 cited
  • 2015Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?434 cited
  • 2016Understanding Booms and Busts in Housing Markets375 cited
  • 2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions301 cited
  • 2006ESTIMATING MULTICOUNTRY VAR MODELS*292 cited
  • 2014International spillovers of policy uncertainty252 cited
  • 2013The Impact of the Volatility of Monetary Policy Shocks246 cited
  • 2008Viewpoint: Estimating the equity premium195 cited
  • 2015Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies161 cited
  • 2009Differences in housing price forecastability across US states

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