{"title":"经济政策不确定性与房地产市场回报之间的动态协同运动","authors":"N. Antonakakis, Rangan Gupta, C. André","doi":"10.5555/1083-5547-21.1.53","DOIUrl":null,"url":null,"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.","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":"41 1","pages":"53-60"},"PeriodicalIF":0.0000,"publicationDate":"2015-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"71","resultStr":"{\"title\":\"Dynamic co-movements between economic policy uncertainty and housing market returns\",\"authors\":\"N. Antonakakis, Rangan Gupta, C. André\",\"doi\":\"10.5555/1083-5547-21.1.53\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":35895,\"journal\":{\"name\":\"Journal of Real Estate Portfolio Management\",\"volume\":\"41 1\",\"pages\":\"53-60\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2015-02-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"71\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Real Estate Portfolio Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5555/1083-5547-21.1.53\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"Economics, Econometrics and Finance\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Real Estate Portfolio Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5555/1083-5547-21.1.53","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Economics, Econometrics and Finance","Score":null,"Total":0}
Dynamic co-movements between economic policy uncertainty and housing market returns
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.
期刊介绍:
The Journal of Real Estate Portfolio Management (JREPM) is a publication of the American Real Estate Society (ARES). Its purpose is to disseminate applied research on real estate investment and portfolio management.