Temporal causality between house prices and output in the US: A bootstrap rolling-window approach

North American Journal of Economics and Finance

Volumn 33, Issue , 2015, Pages 55-73

  Nyakabawo, Wendy ^a   Miller, Stephen M ^b   Balcilar, Mehmet ^a,c   Das, Sonali ^d,e   Gupta, Rangan ^a  

^a UNIVERSITY OF PRETORIA   (South Africa)

^b UNIVERSITY OF NEVADA   (United States)

^c EASTERN MEDITERRANEAN UNIVERSITY   (Turkey)

^d DSI CSIR Nanotechnology Innovation Centre   (South Africa)

^e NELSON MANDELA METROPOLITAN UNIVERSITY   (South Africa)

Author keywords

Bootstrap; Real GDP per capita; Real house price; Time varying causality

Indexed keywords

EID: 84938546097     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2015.03.001     Document Type: Article

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