3 papers
econ.GN2021
Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States
Masud Alam
This paper investigates the assumption of homogeneous effects of federal tax changes across the U.S. states and identifies where and why that assumption may not be valid. More spec…
econ.GN2021
Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return
Masud Alam
This study examines how housing sector volatilities affect real estate investment trust (REIT) equity return in the United States. I argue that unexpected changes in housing variab…
econ.GN2021
Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach
Masud Alam
This paper examines the short- and long-run effects of U.S. federal personal income and corporate income tax cuts on a wide array of economic policy variables in a data-rich enviro…