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Asymmetric causality between the U.S. housing market and its stock market: Evidence from state level data
16 references·0 citing·40 second hop
Asymmetric causality between the U.S. housing market and its stock market: Evidence from state level data (2018)Asymmetric causality between the U.S. hou…Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach (2017)Do exchange rate changes impr…Do exchange rate changes have symmetric or asymmetric effects on stock prices? (2016)Do exchange rate changes have…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…A spatio-temporal model of house prices in the USA (2010)A spatio-temporal model of ho…Do house prices reflect fundamentals? Aggregate and panel data evidence (2009)Do house prices reflect funda…Assessing the role of income and interest rates in determining house prices (2007)Assessing the role of income …The Long-Run Relationship between House Prices and Income: Evidence from Local Housing Markets (2006)The Long-Run Relationship bet…The Time-Series Behavior of House Prices: A Transatlantic Divide? (2002)The Time-Series Behavior of H…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …A Simple Error Correction Model of House Prices (1999)A Simple Error Correction Mod…Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets (1997)Using Nonlinear Tests to Exam…The integration of the real estate market and the stock market: Some preliminary evidence (1990)The integration of the real e…Some recent development in a concept of causality (1988)Some recent development in a …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Testing for Error Correction in Panel Data* (2007)Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)The Efficiency of the Market for Single-Family Homes (1988)The Spatial Economy (1999)An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets (2004)Macroeconomic determinants of international housing markets (2009)The price responsiveness of housing supply in OECD countries (2013)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)The spatial and temporal diffusion of house prices in the UK (2010)Environmental sustainability and economic development in sub-Saharan Africa: A modified EKC hypothesis (2021)The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (2021)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The price and quantity of residential land in the United States (2007)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Making Sense of the Subprime Crisis (2008)Household expenditures, wages, rents (2010)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 2010A spatio-temporal model of house prices in the USA494 cited
  • 1999A Simple Error Correction Model of House Prices490 cited
  • 2006The Long-Run Relationship between House Prices and Income: Evidence from Local Housing Markets373 cited
  • 2002The Time-Series Behavior of House Prices: A Transatlantic Divide?332 cited
  • 2017Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach293 cited
  • 1990The integration of the real estate market and the stock market: Some preliminary evidence216 cited
  • 2007Assessing the role of income and interest rates in determining house prices193 cited
  • 2009Do house prices reflect fundamentals? Aggregate and panel data evidence174 cited

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  • 2016Do exchange rate changes have symmetric or asymmetric effects on stock prices?159 cited
  • 1997Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets147 cited
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