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S&P 500, LPPL method, stock market bubble, forecast, bubble indicators
Bitcoin, Volume, Returns, Volatility, Nonparametric Quantile Causality
Income inequality, Inflation rate, Semiparametric instrumental variable estimator
Markov switching, vector error correction, oil and stock prices
Herding Behavior, Chinese A- and B-Shares, Dispersion Shocks, Markov-Switching
real house price, real GDP per capita, Bootstrap, time-varying causality
Economic Policy Uncertainty, Oil Price Change, Quantile VAR, Relative-Tail-Dependence
quantile VAR, oil price change, economic policy uncertainty, relative-tail-dependence
Herd behavior, Emerging markets, Markov-switching, Time-varying probabilities, Multivariate synchronization
stock market, real estate market, wavelet analysis, frequency domain, time domain
fractal Brownian motion, Hýlder exponent, multifractal market hypothesis, multifractal spectrum, scaling phenomena, statistical self-similarity, Wavelet transform
herding, GCC stock markets, dispersion shocks, Markov-Switching
Technical efficiency, total factor productivity, transition economies, convergence, stochastic production frontiers, data envelopment analysis
Herding, Gulf Arab Stock Markets, Dispersion Shocks, Markov-Switching
Forecasting, Linear and non-linear models, US and Census housing price indexes
Labour Force Participation Rates, Gender, Fractional Integration, Structural Breaks
labour force participation rates, gender, fractional integration, structural breaks
Volatility spillover, Islamic bonds, Dynamic correlations, International Diversification
Herd behavior, Equity return dispersion, Crude Oil, Speculative ratio, Markov-switching
aggregation, fractional differencing, inflation, inertia, long memory models, persistence
Volatility Connectedness, Network Analysis, Emerging Equity Markets, Cryptocurrency, COVID-19 Outbreak
Private residential investment, predictive regressions, factor-augmented models, Bayesian shrinkage, forecasting
Forecasting, Linear and Non-Linear Models, Nevada Gross Gaming Revenue, Nevada Taxable Sales
Labor Force Participation Rates, Structural Change, Stationarity
labor force participation rates, structural change, stationarity
inflation, inflation uncertainty, Granger-causality, nonlinear Granger-causality
unit root test, point optimal, structural change
housing price, economic policy uncertainty, panel vector auto-regression
Unconventional Monetary Policy, US Financial Markets, Volatility Spillover, STVAR Model
Partisan Conflict; Income Distribution; Quantile Causality
Economic policy uncertainty, monetary policy efficiency, quantile spillover, QVAR
House prices, network analysis, connectedness, Granger causality, macroeconomic crisis, Türkiye
GCC-wide equity sectors, Multivariate regime-switching, Time-varying correlations, Financial integration, International portfolio diversification
Output gap, Business cycles, Quantile causality, Predictability
Great Depression, Real House Price, Real GDP per Capita, Structural change
Bayesian Sign-Restricted VAR, fiscal policy, housing prices, stock prices
monetary policy, house prices, stock prices, TVP-VAR
Forecasting, Linear and non-linear models, Great Recession
asset prices, economic uncertainty, financial conditions, regime switching, US
Financial connectedness, risk transmission, economic uncertainty, financial conditions, regime switching, MENA
ime‐varying beta, risk premium, asset pricing, bayesian estimation, thresholds
Monetary policy transmission; Housing return; Stock return; TVP-VAR
