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of financing. -- cointegration ; regime shifts ; US housing bubble ; subprime lending ; bubble indicator …
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This paper presents the analysis of cointegration between offer prices and transactional prices on both primary and …
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Lag (ARDL)-bound test model. The empirical results indicate a significant evidence of cointegration. Indicatively, an …
Persistent link: https://www.econbiz.de/10012107815
This paper exploits the homogeneity feature of the Singapore private residential condominium market and constructs matched home purchase price and rental price series using the repeated sales method. These matched series allow us to conduct time series analysis to examine the long-term present...
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prices. We employ correlations, innovative trend and gap approaches, and cointegration analysis to study the long …
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Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen … ; Kreditvolumen ; Kointegration …
Persistent link: https://www.econbiz.de/10003904552