Citations (34)
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Jing-Ping Li, Jiao-Jiao Fan, Chi-Wei Su & Oana-Ramona Lobonţ. (2017) Investment coordinates in the context of housing and stock markets nexus. Applied Economics Letters 24:20, pages 1455-1463.
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Chandler Lutz. (2015) The international impact of US unconventional monetary policy. Applied Economics Letters 22:12, pages 955-959.
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Rangan Gupta. (2013) Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment. Applied Economics 45:33, pages 4677-4697.
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Carolina Cosculluela-Martínez & Rafael
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Shujie Yao, Dan Luo & Lixia Loh. (2013) On China's monetary policy and asset prices. Applied Financial Economics 23:5, pages 377-392.
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Rangan Gupta, Marius Jurgilas, Alain Kabundi & StephenM. Miller. (2012) Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model. International Journal of Strategic Property Management 16:1, pages 1-20.
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Rangan Gupta, Alain Kabundi & Stephen Miller. (2011) Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States. Journal of Housing Research 20:2, pages 161-190.
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Sonali Das, Rangan Gupta & Patrick Kanda. (2011) INTERNATIONAL ARTICLES: BUBBLES IN SOUTH AFRICAN HOUSE PRICES AND THEIR IMPACT ON CONSUMPTION. Journal of Real Estate Literature 19:1, pages 69-91.
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Rangan Gupta, Christian Tipoy & Sonali Das. (2010) Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions?. Journal of Housing Research 19:2, pages 111-128.
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Sonali Das, Rangan Gupta & Alain Kabundi. (2010) The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S.. Journal of Housing Research 19:1, pages 89-109.
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Articles from other publishers (24)
Mingwei Sun & Rong Zheng. (2023) A Time-Lagged Penalized Regression Model and Applications to Economic Modeling. Journal of Statistical Theory and Practice 18:1.
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Manfred M. Fischer, Florian Huber, Michael Pfarrhofer & Petra Staufer‐Steinnocher. (2019) The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States. Real Estate Economics 49:4, pages 1039-1068.
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Shawn C.-Y. Leu & Mari L. Robertson. (2021) Mortgage credit volumes and monetary policy after the Great Recession. Economic Modelling 94, pages 483-500.
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Kyle E. Binder, Mohsen Pourahmadi & James W. Mjelde. (2018) The role of temporal dependence in factor selection and forecasting oil prices. Empirical Economics 58:3, pages 1185-1223.
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Beatrice D. Simo-Kengne. (2018) Population aging, unemployment and house prices in South Africa. Journal of Housing and the Built Environment 34:1, pages 153-174.
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Bige KÜÇÜKEFE & Dündar Murat DEMİRÖZ. (2018) TÜRKİYE EKONOMİSİ FİYAT KATILIKLARININ FAVAR MODELİ İLE ANALİZİANALYSIS OF PRICE RIGITIY IN TURKEY BY FAVAR. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 36:4, pages 75-94.
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Serdar Varlik & M. Hakan Berument. (2017) Multiple policy interest rates and economic performance in a multiple monetary-policy-tool environment. International Review of Economics & Finance 52, pages 107-126.
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Geoffrey M. Ngene, Daniel P. Sohn & M. Kabir Hassan. (2016) Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices. The Journal of Real Estate Finance and Economics 54:4, pages 482-514.
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Charles Rahal. (2016) Housing markets and unconventional monetary policy. Journal of Housing Economics 32, pages 67-80.
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Yigang Wei & Zezhou Wu. 2015. Proceedings of the 19th International Symposium on Advancement of Construction Management and Real Estate. Proceedings of the 19th International Symposium on Advancement of Construction Management and Real Estate
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CHADI S. ABDALLAH & WILLIAM D. LASTRAPES. (2013) Evidence on the Relationship between Housing and Consumption in the United States: A State‐Level Analysis. Journal of Money, Credit and Banking 45:4, pages 559-590.
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John F. McDonald & Houston H. Stokes. (2011) Monetary Policy and the Housing Bubble. The Journal of Real Estate Finance and Economics 46:3, pages 437-451.
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Takao Fujii, Kazuki Hiraga & Masafumi Kozuka. (2013) Effects of public investment on sectoral private investment: A factor augmented VAR approach. Journal of the Japanese and International Economies 27, pages 35-47.
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Irfan Akbar Kazi, Hakimzadi Wagan & Farhan Akbar. (2013) The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. Economic Modelling 30, pages 90-116.
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Rangan Gupta & Alain Kabundi. (2010) The effect of monetary policy on house price inflation. Journal of Economic Studies 37:6, pages 616-626.
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Rangan Gupta, Marius Jurgilas & Alain Kabundi. (2010) The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach. Economic Modelling 27:1, pages 315-323.
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Sonali Das, Rangan Gupta & Alain Kabundi. (2010) Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models. Journal of Forecasting, pages n/a-n/a.
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Sonali Das, Rangan Gupta & Alain Kabundi. (2009) Could we have predicted the recent downturn in the South African housing market?. Journal of Housing Economics 18:4, pages 325-335.
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Manfred M. Fischer, Florian Huber, Michael Pfarrhofer & Petra Staufer. (2018) The Dynamic Impact of Monetary Policy on Regional Housing Prices in the US: Evidence Based on Factor-augmented Vector Autoregressions. SSRN Electronic Journal.
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Chadi S. Abdallah & William D. Lastrapes. (2011) Evidence on the Relationship between Housing and Consumption in the US: A State-Level Analysis. SSRN Electronic Journal.
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Rangan Gupta, Stephen M. Miller & Dylan van Wyk. (2010) Financial Market Liberalization, Monetary Policy, and Housing Price Dynamic. SSRN Electronic Journal.
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