The use of the HP-filter in constructing real estate cycle indicators
Year of publication: |
2002
|
---|---|
Authors: | Witkiewicz, Witold |
Published in: |
The journal of real estate research. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 0896-5803, ZDB-ID 1302785-2. - Vol. 23.2002, 1/2, p. 65-87
|
Subject: | Hodrick-Prescott Filter | Immobilienmarkt | Real estate market | Konjunktur | Business cycle | Real-Business-Cycle-Theorie | Real business cycle model | Zeitreihenanalyse | Time series analysis | Schweden | Sweden |
-
Intermediate inputs and sectoral comovement in the business cycle
Hornstein, Andreas, (1997)
-
Common features and output fluctuations in the UK
Caporale, Guglielmo Maria, (1994)
-
Low frequency filtering and real business cycles
King, Robert G., (1989)
- More ...
-
International Evidence on Real Estate as a Portfolio Diversifier
Witkiewicz, Witold, (2003)
-
International Evidence on Real Estate as a Portfolio Diversifier
Hoesli, Martin, (2003)
-
The Use of the HP-filter in Constructing Real Estate Cycle Indicators
Witkiewicz, Witold, (2002)
- More ...