Zhang, Yanbing; Hua, Xiuping; Zhao, Liang - In: Economic Modelling 29 (2012) 6, pp. 2349-2361
How do macroeconomic variables affect housing prices? In this paper we apply a non-linear modeling approach, the Nonlinear Auto Regressive Moving Average with eXogenous inputs (NARMAX), to investigate determinants of housing prices in China over the period 1999:01 to 2010:06. The NARMAX...
