The nonlinear impacts of macroeconomic shocks on the US regional housing markets

IF 1.8 3区 经济学 Q2 ECONOMICS Applied Economics Pub Date : 2024-08-18 DOI:10.1080/00036846.2024.2388311
Golnaz Baradaran Motie, Zheng Zeng
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Abstract

This paper examines the asymmetrical impacts of aggregate macroeconomic shocks on the US regional housing markets by estimating nonlinear Vector Autoregressive models. We show how aggregate output,...
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来源期刊
Applied Economics
Applied Economics ECONOMICS-
CiteScore
3.80
自引率
4.50%
发文量
525
期刊介绍: Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.
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