Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy; Wohar, Mark E.
(Elsevier, 2018-03)
This study analyses the long-run relationship between U.S house prices and non-housing Consumer Price Index (CPI) over the monthly period 1953 to 2016 using a quantile cointegration analysis. Our findings show evidence of ...