The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate...

We employ forty-seven different algorithms to forecast Australian log real house prices and growth rates, and compare their ability to produce accurate out-of-sample predictions. The algorithms, which are specified in both single- and multi-equation frameworks, consist of traditional time-series...

We examine the relationship between rail accessibility and the pattern of demographic characteristics at long-established Rail Transit Served Communities (RTSCs). The analytical methods involve the juxtaposition of property premium estimates and assessment of spatial effects on demographic...