Nyakabawo, Wendy; Miller, Stephen M.; Balcilar, Mehmet; Das, Sonali; Gupta, Rangan
(Elsevier, 2015-07)
This paper examines the causal relationships between the realhouse price index and real GDP per capita in the US, using thebootstrap Granger (temporal) non-causality test and a fixed-sizerolling-window estimation approach. ...