Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test

Regional Studies

Volumn 50, Issue 10, 2016, Pages 1728-1741

  Emirmahmutoglu, Furkan ^a   Bacilar, Mehmet ^b   Apergis, Nicholas ^c   Simo Kengne, Beatrice D ^b   Chang, Tsangyao ^d   Gupta, Rangan ^b  

^a GAZI UNIVERSITY   (Turkey)

^b UNIVERSITY OF PRETORIA   (South Africa)

^c NORTHUMBRIA UNIVERSITY   (United Kingdom)

^d FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

Granger causality; House prices; Output; Stock prices

Indexed keywords

BOOTSTRAPPING; GRANGER CAUSALITY TEST; HOUSING MARKET; INCOME; PANEL DATA; PRICE DETERMINATION; STOCK MARKET;

UNITED STATES;

EID: 84937152826     PISSN: 00343404     EISSN: 13600591     Source Type: Journal    
DOI: 10.1080/00343404.2015.1055462     Document Type: Article

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