Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Year of publication: |
February 2015
|
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Authors: | Kishor, N. Kundan ; Kumari, Swati ; Song, Suyong |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 12.2015, p. 92-99
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Subject: | U.S. housing market | Unobserved component model | Heteroskedasticity | GARCH | IGARCH | USA | United States | Wohnungsmarkt | Housing market | Zeitreihenanalyse | Time series analysis | Immobilienpreis | Real estate price |
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