Uncovering the interrelationship between the U.S. stock and housing markets: a bootstrap rolling window Granger causality approach

C-Tier
Journal: Applied Economics
Year: 2017
Volume: 49
Issue: 58
Pages: 5841-5848

Authors (3)

Tsangyao Chang (Feng Chia University) Su-Ling Tsai (not in RePEc) Kai-yin Allison Haga (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The purpose of this study is to investigate the time-varying interrelationship between the housing market and the stock market in the U.S. during the period of 1890–2013, by employing a rolling window subsample with a bootstrap Granger causality test. The rolling window allows for structural changes in the economy over time. Whereas previous studies have not identified a causal relationship between the U.S. housing price index and the SP500 stock price index, this new analysis is the first to identify certain periods wherein either the wealth effect or the investment effect can be observed.

Technical Details

RePEc Handle
repec:taf:applec:v:49:y:2017:i:58:p:5841-5848
Journal Field
General
Author Count
3
Added to Database
2026-01-25