Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages
Year of publication: |
2021
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Authors: | Marfatia, Hardik A. |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 13.2021, 1, p. 73-117
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Subject: | Bayesian dynamic factor model | housing market synchronizations | time-varying linkages | USA | United States | Immobilienpreis | Real estate price | Konjunkturzusammenhang | Business cycle synchronization | Bayes-Statistik | Bayesian inference | Wohnungsmarkt | Housing market | Schätzung | Estimation | Immobilienmarkt | Real estate market | Korrelation | Correlation | EU-Staaten | EU countries |
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