Bouri, Elie; Gupta, Rangan; Kyei, Clement Kweku; Shivambu, Rinsuna
(Elsevier, 2021-11)
We analyse the ability of a newspaper-based metric of uncertainty of the United States in predicting housing market movements using daily data over the period 2nd August, 2007 to 24th June, 2020. For our purpose, we use a ...