Are there nonlinearities in the interaction of equity and real estate markets?
Year of publication: |
2014
|
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Authors: | Posedel Šimović, Petra ; Tkalec, Marina ; Vizek, Maruška |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 10, p. 1083-1090
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Subject: | Real Estate Prices | Equity prices | Regime switching | Threshold Autoregression (TAR) model | Immobilienpreis | Real estate price | Immobilienmarkt | Real estate market | Börsenkurs | Share price | Schätzung | Estimation | Autokorrelation | Autocorrelation | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
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