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Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices
14 references·0 citing·49 second hop
Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices (2016)Cross-Country Evidence on the Causal Rela…Uncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…Global House Price Fluctuations: Synchronization and Determinants (2013)Global House Price Fluctuatio…Testing for Granger causality in heterogeneous mixed panels (2010)Testing for Granger causality…Housing markets and the economy: the assessment (2008)Housing markets and the econo…Testing slope homogeneity in large panels (2007)Testing slope homogeneity in …Housing IS the Business Cycle (2007)Housing IS the Business CycleEstimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…Some aspects of causal relationships (2002)Some aspects of causal relati…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Policy uncertainty and private investment in developing countries (1991)Policy uncertainty and privat…Estimating Properties of Autoregressive Forecasts (1987)Estimating Properties of Auto…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Efficient Inference in a Random Coefficient Regression Model (1970)Efficient Inference in a Rand…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Testing for unit roots in heterogeneous panels (2003)The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries (2013)Exploring the relationship among CO 2 emissions, real GDP, energy consumption and tourism in the EU and candidate countries: Evidence from panel models robust to heterogeneity and cross-sectional dependence (2017)The impact of internet use on air pollution: Evidence from emerging countries (2017)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)Economic policy uncertainty and firm-level investment (2013)The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment (2016)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)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)Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Political uncertainty and risk premia (2013)Measuring Economic Policy Uncertainty* (2016)Estimating long-run relationships from dynamic heterogeneous panels (1995)Macroeconomic Forecasting Using Diffusion Indexes (2002)General Diagnostic Tests for Cross Section Dependence in Panels (2004)General diagnostic tests for cross-sectional dependence in panels (2020)The Cross-Section of Expected Stock Returns (1992)Another look at the instrumental variable estimation of error-components models (1995)On Persistence in Mutual Fund Performance (1997)Good and bad uncertainty: Macroeconomic and financial market implications (2015)The common factor in idiosyncratic volatility: Quantitative asset pricing implications (2015)Economic policy uncertainty and financial stability–Is there a relation? (2020)Specification Tests in Econometrics (1978)Analysis of Panel Data (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)Investigation of environmental Kuznets curve for ecological footprint: The role of energy and financial development (2018)Green growth and low carbon emission in G7 countries: How critical the network of environmental taxes, renewable energy and human capital is? (2020)The dynamic impact of natural resources, technological innovations and economic growth on ecological footprint: An advanced panel data estimation (2020)Multivariate regression models for panel data (1982)Random group effects and the precision of regression estimates (1986)Panel Data Econometrics in R : The plm Package (2008)
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References

  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2007Testing slope homogeneity in large panels6,035 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1970Efficient Inference in a Random Coefficient Regression Model2,282 cited
  • 1991Policy uncertainty and private investment in developing countries869 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2007Housing IS the Business Cycle648 cited
  • 2010Testing for Granger causality in heterogeneous mixed panels546 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics287 cited
  • 2008Housing markets and the economy: the assessment243 cited
  • 2002Some aspects of causal relationships211 cited
  • 1987Estimating Properties of Autoregressive Forecasts202 cited
  • 2013Global House Price Fluctuations: Synchronization and Determinants93 cited

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