Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models

DOI10.1515/snde-2016-0121OpenAlexW2565329278MaRDI QIDQ2691757

Wing-Keung Wong, Juncal Cunado, Rangan Gupta, Sheung-Chi Chow

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-2016-0121

zbMATH Keywords

Granger causalityeconomic policy uncertaintyhousing market returnslinear and nonlinear tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Do both demand-following and supply-leading theories hold true in developing countries? ⋮ Asymmetric dynamics between uncertainty and unemployment flows in the United States

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