A changepoint analysis of UK house price spillovers
Year of publication: |
2023
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Authors: | Blatt, Dominik ; Chaudhuri, Kausik ; Manner, Hans |
Published in: |
Regional studies : official journal of the Regional Studies Association. - London [u.a.] : Taylor & Francis, ISSN 1360-0591, ZDB-ID 2001685-2. - Vol. 57.2023, 7, p. 1223-1238
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Subject: | contagion | regional housing markets | spillovers | structural breaks | vector autoregression | Spillover-Effekt | Spillover effect | Immobilienpreis | Real estate price | Strukturbruch | Structural break | VAR-Modell | VAR model | Immobilienmarkt | Real estate market | Wohnungsmarkt | Housing market | Schock | Shock |
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