Barros, Carlos Pestana; Chen, Zhongfei; Gil-Alaña, Luis A. - In: Asian Journal of Empirical Research 3 (2013) 7, pp. 785-807
This study examines the time series behaviour of housing prices series for 69 cities in China. The general housing price index, the index of newly constructed buildings and the price index of second hand buildings from 2005:7 to 2010:12 are examined. The univariate fractionally integrated models...
