Katrakilidis, Constantinos; Trachanas, Emmanouil - In: Economic Modelling 29 (2012) 4, pp. 1064-1069
In this paper, we study the dynamics between house prices and selected macroeconomic fundamentals in Greece. The empirical analysis applies the asymmetric ARDL cointegration methodology proposed by Shin, Yu and Greenwood-Nimmo (2011) over the period from January 1999 to May 2011. The evidence...