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Testing the hypothesis of duration dependence in the US housing market

Dettoni, Robinson; Gil-Alaña, Luis A. - In: Finance research letters 58 (2023) 4, pp. 1-9

Persistent link: https://www.econbiz.de/10014632834

The housing markets in Spain and Portugal : evidence of persistence

Barros, Carlos Pestana; Gil-Alaña, Luis A. - In: Review of economics & finance (2013) 4, pp. 19-32

Persistent link: https://www.econbiz.de/10010225923

How do stocks in BRICS co-move with real estate stocks?

Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Akinsomi, Omokolade - In: International review of economics & finance : IREF 69 (2020), pp. 93-101

Persistent link: https://www.econbiz.de/10012486337

The housing market in Beijing and delays in sales : a fractional polynomial survival model

Barros, Carlos Pestana; Gil-Alaña, Luis A.; Chen, Zhongfei - In: Economic modelling 42 (2014), pp. 296-300

Persistent link: https://www.econbiz.de/10010478127

Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries

André, Christophe; Gil-Alaña, Luis A.; Gupta, Rangan - In: Applied economics 46 (2014) 16/18, pp. 2127-2138

Persistent link: https://www.econbiz.de/10010413319

Mean reversion of short-run interest rates : empirical evidence from new EU countries

Barros, Carlos Pestana; Gil-Alaña, Luis A.; Matousek, Roman - In: The European journal of finance 18 (2012) 1/2, pp. 89-107

Persistent link: https://www.econbiz.de/10009565250

US disposable personal income and housing price index : a fractional integration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

Persistent link: https://www.econbiz.de/10008662898

US disposable personal income and housing price index : a fractional integration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

This paper examines the relationship between US disposable personal income (DPI) and house price index (HPI) during the last twenty years applying fractional integration and long-range dependence techniques to monthly data from January 1991 to July 2010. The empirical findings indicate that the...

Persistent link: https://www.econbiz.de/10008697849

Comovements among U.S. state housing prices : evidence from fractional cointegration

Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942

Persistent link: https://www.econbiz.de/10009545491

Testing for persistence in South African house prices

Gil-Alaña, Luis A.; Aye, Goodness C.; Gupta, Rangan - In: Journal of real estate literature : a publication of … 21 (2013) 2, pp. 293-314

Persistent link: https://www.econbiz.de/10010354928