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Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

Persistent link: https://www.econbiz.de/10011983664

How effective are policy interventions in a spatially-embedded international real estate market?

Duan, Kun; Mishra, Tapas; Parhi, Mamata; Wolfe, Simon - In: The journal of real estate finance and economics 58 (2019) 4, pp. 596-637

Persistent link: https://www.econbiz.de/10012152238

Estimation of effects of recent macroprudential policies in a sample of advanced open economies

Nymoen, Ragnar; Pedersen, Kari; Sjåberg, Jon Ivar - In: International Journal of Financial Studies : open … 7 (2019) 2/23, pp. 1-20

We used a time-series cross-section dataset to test several hypotheses pertaining to the role of macroprudential policy instruments in the management of the financial cycle in advanced open economies. The short-run effects are most significant for caps on loan to value and income (LTV and LTI)...

Persistent link: https://www.econbiz.de/10012039586