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Engle-Granger representation in spatial and spatio-temporal models
Bhattacharjee, Arnab; Ditzen, Jan; Holly, Sean - 2024
-stationarity and cointegration in both the time and spatial dimensions. This paper develops Granger representation theorems for spatial …
Persistent link: https://www.econbiz.de/10015062152
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European housing prices through the lens of trends
Melecky, Ales; Paksi, Daniel - In: Prague economic papers : a bimonthly journal of … 32 (2023) 5, pp. 488-519
prices. We employ correlations, innovative trend and gap approaches, and cointegration analysis to study the long …
Persistent link: https://www.econbiz.de/10014516256
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Price and transaction volume in the Dutch housing market
Wit, Erik R. de; Englund, Peter; Francke, Marc - 2010
Housing markets typically exhibit a strong positive correlation between the rate of price increase and the number of … houses sold. We document this correlation on high-quality Dutch data for the period 1985-2007, and estimate a VEC-model that … allows us to study the mechanism giving rise to the correlation. The data identify the flows of new houses offered for sale …
Persistent link: https://www.econbiz.de/10011380162
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Housing price-volume correlations and boom-bust cycles
Lee, Chien-chiang; Wang, Chin-yu; Zeng, Jhih-hong - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1423-1450
Persistent link: https://www.econbiz.de/10011944985
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Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
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The anisotropic spatiotemporal estimation of housing prices
Zhao, Jin - In: The journal of real estate finance and economics 50 (2015) 4, pp. 484-516
Persistent link: https://www.econbiz.de/10011474583
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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
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How reliable are cointegration-based estimates for wealth effects on consumption? : evidence from Switzerland
Galli, Alain - 2016
Persistent link: https://www.econbiz.de/10011456230
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How reliable are cointegration-based estimates for wealth effects on consumption? : Evidence from Switzerland
Galli, Alain - In: Swiss journal of economics and statistics 153 (2017) 4, pp. 437-479
Persistent link: https://www.econbiz.de/10011845257
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House prices and housing investment in Sweden and the United Kingdom : econometric analysis for the period 1970 - 1998
Barot, Bharat (contributor); Yang, Zan (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719190