Citations (24)
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Petre Caraiani, Rangan Gupta, Chi Keung Marco Lau & Hardik A. Marfatia. (2022) Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. Journal of Behavioral Finance 23:3, pages 241-261.
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Thi Thu Ha Nguyen, Faruk Balli, Hatice Ozer Balli & Iqbal Syed. (2022) Direct real estate, securitized real estate, and equity market dynamic connectedness. Applied Economics 54:23, pages 2658-2677.
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Mehmet Balcilar, Elie Bouri, Rangan Gupta & Clement Kweku Kyei. (2021) High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment. Journal of Behavioral Finance 22:4, pages 490-498.
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Mehmet Balcilar, Elie Bouri, Rangan Gupta & Mark E. Wohar. (2020) Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration. Journal of Real Estate Portfolio Management 26:2, pages 111-117.
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Rangan Gupta, Chi Keung Marco Lau, Vasilios Plakandaras & Wing-Keung Wong. (2019) The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model. Economic Research-Ekonomska Istraživanja 32:1, pages 2554-2567.
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Su Chi-Wei, Xiao-Cui Yin, Ran Tao & Haigang Zhou. (2018) Are housing prices improving GDP or vice versa? A cross-regional study of China. Applied Economics 50:29, pages 3171-3184.
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Articles from other publishers (18)
David Gabauer, Rangan Gupta, Hardik A. Marfatia & Stephen M. Miller. (2024) Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. International Review of Economics & Finance 89, pages 349-362.
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Oguzhan Cepni, Rangan Gupta, Wenting Liao & Jun Ma. (2023)
Climate risks and forecastability of the weekly
state‐level
economic conditions of the United States
. International Review of Finance.
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Mehmet Balcilar, Gizem Uzuner, Festus Victor Bekun & Mark E. Wohar. (2023) Housing price uncertainty and housing prices in the UK in a time-varying environment. Empirica 50:2, pages 523-549.
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José Francisco Vergara-Perucich. (2023) Financialisation of Housing in London: Empirical Evidence on Housing Prices. Urban Science 7:2, pages 45.
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Christos Bouras, Christina Christou, Rangan Gupta & Keagile Lesame. (2023) Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. Research in International Business and Finance 65, pages 101952.
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Rangan Gupta, Hardik A. Marfatia, Christian Pierdzioch & Afees A. Salisu. (2021) Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. The Journal of Real Estate Finance and Economics 64:4, pages 523-545.
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Elie Bouri, Rangan Gupta, Clement Kweku Kyei & Rinsuna Shivambu. (2021) Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test. The Quarterly Review of Economics and Finance 82, pages 200-206.
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Rangan Gupta, Xin Sheng, Reneé van Eyden & Mark E. Wohar. (2021) The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence. Finance Research Letters 43, pages 102029.
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Xin Sheng, Hardik A. Marfatia, Rangan Gupta & Qiang Ji. (2021) House price synchronization across the US states: The role of structural oil shocks. The North American Journal of Economics and Finance 56, pages 101372.
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Yener Coskun, Christos Bouras, Rangan Gupta & Mark E. Wohar. (2021) Multi-Horizon Financial and Housing Wealth Effects across the U.S. States. Sustainability 13:3, pages 1341.
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Mehmet Balcilar, Rangan Gupta, Ricardo M. Sousa & Mark E. Wohar. (2021) Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. International Review of Economics & Finance 71, pages 779-810.
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Mehmet Balcilar, Rangan Gupta, Ricardo M. Sousa & Mark E. Wohar. (2019) What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data. The Journal of Real Estate Finance and Economics 62:1, pages 81-107.
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Milind Kumar Jha & K. Rangarajan. (2020) Analysis of corporate sustainability performance and corporate financial performance causal linkage in the Indian context. Asian Journal of Sustainability and Social Responsibility 5:1.
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Burak Pirgaip & Burcu Dinçergök. (2020) Economic policy uncertainty, energy consumption and carbon emissions in G7 countries: evidence from a panel Granger causality analysis. Environmental Science and Pollution Research 27:24, pages 30050-30066.
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Vasilios Plakandaras, Rangan Gupta, Constantinos Katrakilidis & Mark E. Wohar. (2018) Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data. Empirical Economics 58:5, pages 2249-2285.
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David Gabauer & Rangan Gupta. (2020) Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. Structural Change and Economic Dynamics 52, pages 167-173.
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Zheng Fang & Jiang Yu. (2018) The role of human capital in energy-growth nexus: an international evidence. Empirical Economics 58:3, pages 1225-1247.
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Rangan Gupta, Zhihui Lv & Wing-Keung Wong. (2019) Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. Sustainability 11:10, pages 2776.
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