Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
Rangan Gupta () and
Christophe André ()
MPRA Paper from University Library of Munich, Germany
We examine dynamic correlations between housing market returns and economic policy uncertainty in the United States. Our findings suggest that correlations are time-varying and sensitive to economic fundamentals and US recessions.
Keywords: Economic policy uncertainty; housing market return; dynamic correlation; US recession (search for similar items in EconPapers)
JEL-codes: C32 E60 E66 G10 G18 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-mac and nep-mfd
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Working Paper: Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:62464
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