Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, Clement Kweku
(Routledge, 2021)
We analyze the ability of a newspaper-based economic sentiment index of the United States to predict housing market movements using daily data from 2nd August, 2007 to 19th June, 2020. For this purpose, we use a nonparametric ...