EconPapers    
Economics at your fingertips  
 

Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns

Nikolaos Antonakakis, Rangan Gupta () and Christophe André ()

MPRA Paper from University Library of Munich, Germany

Abstract: 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)
Date: 2015-02-28
New Economics Papers: this item is included in nep-mac and nep-mfd
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (25) Track citations by RSS feed

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/62464/1/MPRA_paper_62464.pdf original version (application/pdf)

Related works:
Working Paper: Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:62464

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().

 
Page updated 2021-01-30
Handle: RePEc:pra:mprapa:62464