Canarella, Giorgio; Miller, Stephen; Pollard, Stephen - In: Urban Studies 49 (2012) 4, pp. 757-776
This paper employs time-series analysis to investigate the price dynamics of the house price indices included in the S&P/Case–Shiller Composite10 index and the validity of the ‘ripple effect’, following the approach outlined by Meen (1999). More specifically, the paper first considers the...