Author:Nyakabawo, W; Miller, SM; Balcilar, M; Das, Sonali; Gupta, RDate:Jul 2015This paper examines the causal relationships between the real house price index and real GDP per capita in the US, using the bootstrap Granger (temporal) non-causality test and a fixed-size rolling-window estimation approach. We use quarterly ...Read more
Author:Kanda, P; Burke, Michael G; Gupta, RDate:Sep 2018We analyse the dynamics of the causal interaction between the stock and foreign exchange markets for the United Kingdom using monthly data going as far back as 1791. First, we consider static causality tests, yielding mixed results. Given the ...Read more