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The evolution of house price distribution

Ohnishi, Takaaki; Mizuno, Takayuki; Shimizu, Chihiro; … - 2011

Is the cross-sectional distribution of house prices close to a lognormal distribution, as is often assumed in empirical studies on house price indexes? How does the distribution evolve over time? To address these questions, we investigate the cross-sectional distribution of house prices in the...

Persistent link: https://www.econbiz.de/10009154045

A cointegration test to verify the housing bubble

Arshanapalli, Bala Gangadhar; Nelson, William - In: The international journal of business and finance … 2 (2008) 2, pp. 35-43

Persistent link: https://www.econbiz.de/10003951986

Testing for rational bubbles in the US housing market

Kivedal, Bjørnar Karlsen - In: Journal of macroeconomics 38 (2013) 2, pp. 369-381

Persistent link: https://www.econbiz.de/10010372006

A Cointegration Test to Verify the Housing Bubble

Arshanapalli, Bala - 2015

applies the statistical technique of cointegration to substantiate the presence of a housing bubble. The paper finds the …

Persistent link: https://www.econbiz.de/10013039155

Detecting tranquil and bubble periods in housing markets : a review and application of statistical methods

Nagayasu, Jun - In: Recent econometric techniques for macroeconomic and …, (pp. 79-111). 2021

We provide a brief review of recent developments in research on price movements of real estate, especially bubbles, and … bubbles. Furthermore, by introducing nonlinearity into the autoregressive distributed lag model, we modify the bounds test to …

Persistent link: https://www.econbiz.de/10012395374