What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration

C Katrakilidis, E Trachanas - Economic Modelling, 2012 - Elsevier
In this paper, we study the dynamics between house prices and selected macroeconomic
fundamentals in Greece. The empirical analysis applies the asymmetric ARDL cointegration …

The co-movement and causality between the US housing and stock markets in the time and frequency domains

XL Li, T Chang, SM Miller, M Balcilar… - International Review of …, 2015 - Elsevier
This study applies wavelet analysis to examine the relationship between the US housing
and stock markets over the period 1890–2012. Wavelet analysis allows the simultaneous …

Asymmetric causality between the US housing market and its stock market: Evidence from state level data

M Bahmani-Oskooee, SH Ghodsi - The Journal of Economic Asymmetries, 2018 - Elsevier
Previous research that investigated the link between the US housing market and its stock
market concentrated on the wealth effect by assuming the stock prices to be another …

[HTML][HTML] The dynamics of household final consumption: The role of wealth channel

E Alp, Ü Seven - Central Bank Review, 2019 - Elsevier
Exploring dynamics of household final consumption is an important concern for policy-
makers. Turkey had witnessed various financial shocks and crises over the last two …

Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality

CF Chen, S Chiang - Finance Research Letters, 2022 - Elsevier
Stock and housing assets are the most important forms of wealth held by households and
firms and so how to reduce their portfolio risk is a major concern. However, modern financial …

Re-evaluating the energy consumption-economic growth nexus for the United States: An asymmetric threshold cointegration analysis

SA Kourtzidis, P Tzeremes, NG Tzeremes - Energy, 2018 - Elsevier
This paper examines the relationship between energy consumption and economic growth
for the United States both at a country and at a sectoral level (Industry, Residential, Electric …

How inflationary are oil price hikes? A disaggregated look at Thailand using symmetric and asymmetric cointegration models

MH Ibrahim, K Chancharoenchai - Journal of the Asia Pacific …, 2014 - Taylor & Francis
The present paper analyzes the inflationary effects of oil prices at the aggregate and
disaggregated levels for Thailand using symmetric and asymmetric cointegration and error …

Relationship between the United States housing and stock markets: some evidence from wavelet analysis

KH Liow, Y Huang, J Song - The North American Journal of Economics and …, 2019 - Elsevier
We revisit the relationship between the United States housing and stock markets in time-
frequency domain. Earlier research does not have satisfactory results on the interactions …

The asymmetric impacts of monetary policy on housing prices: A viewpoint of housing price rigidity

IC Tsai - Economic Modelling, 2013 - Elsevier
Previous studies have discovered the defensive characteristics of housing prices, which is
also known as downward price rigidity. This paper discusses whether this feature would …

Exploring the spatialisation of the performance of residential REITs investment and direct investment in the housing market

M Bangura, CL Lee - Regional Studies, 2024 - Taylor & Francis
Despite numerous studies about the housing sector, the connection between the
performance of residential real estate investment trusts (REITs) investment and direct …