Uncertainty in the housing market: evidence from US states

DOI10.1515/snde-2016-0064OpenAlexW2761856239MaRDI QIDQ2691751

Stilianos Fountas, Maria Christidou

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0064

zbMATH Keywords

uncertaintyGARCHinvestmenthouse priceshousing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Uncertainty and forecasts of U.S. recessions

Cites Work

• Inflation and output growth uncertainty and their relationship with inflation and output growth.
• LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods