Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note
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Other versions of this item:
- Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016. "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
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- repec:eee:jebusi:v:93:y:2017:i:c:p:15-28 is not listed on IDEAS
- Killins, Robert N. & Egly, Peter V. & Escobari, Diego, 2017.
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More about this item
KeywordsHousing market; oil market; dynamic comovements;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
- E66 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General Outlook and Conditions
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-10-25 (All new papers)
- NEP-ENE-2015-10-25 (Energy Economics)
- NEP-HIS-2015-10-25 (Business, Economic & Financial History)
- NEP-MAC-2015-10-25 (Macroeconomics)
- NEP-URE-2015-10-25 (Urban & Real Estate Economics)
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