N. Kundan Kishor

Texas Tech University

2500 Broadway

Lubbock, TX 79409

United States

SCHOLARLY PAPERS

3

DOWNLOADS

56

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Dynamic Comovement among Banks, Systemic Risk, and the Macroeconomy

Number of pages: 46 Posted: 16 Dec 2016 Last Revised: 16 Jun 2017
Pavel S. Kapinos, N. Kundan Kishor and Jun Ma
Federal Reserve Bank of Dallas--Financial Industry Studies, Texas Tech University and Northeastern University - Department of Economics
Downloads 56 (405,603)

Abstract:

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business cycles, systemic risk, banks, dynamic factor model, return on assets, chargeoffs

2.

The Dynamic Relationship between Housing Prices and the Macroeconomy: Evidence from OECD Countries

Journal of Real Estate Finance and Economics, Vol. 54, No. 2, 2017
Posted: 20 Jan 2017
N. Kundan Kishor and Hardik Marfatia
Texas Tech University and Northeastern Illinois University - Economics

Abstract:

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Global housing market; Trend-cycle decomposition; Cointegration

3.

Does Consumption Respond More to Housing Wealth than to Financial Market Wealth? If so, Why?

Journal of Real Estate Finance and Economics, Vol. 35, No. 4, 2007
Posted: 11 Sep 2007
N. Kundan Kishor
Texas Tech University

Abstract:

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Beveridge-Nelson cycle, cointegration, consumption, Kalman Filter, state-space model, wealth effect