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Mapping China's Time-Varying House Price Landscape
Funke, Michael - 2019
The recent increase in China's house prices at the national level masks tremendous variation at the city level – a … feature largely overlooked in the macroprudential literature. This paper considers the evolving heterogeneity in China's house … a novel regime-switching modelling approach to estimate the time-varying patterns of China's city-level housing price …
Persistent link: https://www.econbiz.de/10012900441
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Mapping China's Time-Varying House Price Landscape
Funke, Michael - 2018
The recent increase in China's house prices at the national level masks tremendous variation at the city level – a … feature largely overlooked in the macroprudential literature. This paper considers the evolving heterogeneity in China's house … novel regime-switching modelling approach to estimate the time-varying patterns of China's city-level housing price …
Persistent link: https://www.econbiz.de/10012929184
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Mapping China's time-varying house price landscape
Funke, Michael; Leiva-Leon, Danilo; Tsang, Andrew - In: Regional science & urban economics 78 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012267543
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Mapping China's time-varying house price landscape
Funke, Michael; Leiva-Leon, Danilo; Tsang, Andrew - 2018
Persistent link: https://www.econbiz.de/10012201665
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Mapping China's time-varying house price landscape
Funke, Michael; Leiva-Leon, Danilo; Tsang, Andrew - 2019
Persistent link: https://www.econbiz.de/10012116820
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Mapping China's time-varying house price landscape
Funke, Michael; Leiva-Leon, Danilo; Tsang, Andrew - 2017
Persistent link: https://www.econbiz.de/10011797791
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The regional pattern of the US house price bubble : an application of SPC to city level data
Freese, Julia - 2013
The recent U.S. house price bubble and the subsequent deep financial crisis have renewed the interest in reliable identification methods for asset price bubbles. While there is a growing number of studies focussing on the detection of U.S. regional bubbles, estimations of the likely starting...
Persistent link: https://www.econbiz.de/10009721794
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On the cyclicity of regional house prices : new evidence for US metropolitan statistical areas
Flor, Michael A.; Klarl, Torben - 2015
This paper is mainly concerned with the analysis of regional house price cycles. Based on a newly available data set consisting of the 40 largest U.S. Metropolitan Statistical Areas (MSAs), we introduce a wavelet transform based metric to study the housing cycle synchronization across MSAs. We...
Persistent link: https://www.econbiz.de/10011306112
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Trends, Cycles and Convergence in U.S. Regional House Prices
Clark, Steven P. - 2009
In this study we present a statistical analysis of the time series properties of the geographic regions in the OFHEO U.S. house price database. We perform an unobserved components, structural time series analysis of 9 regional indexes and super-regional factors and fit a classic 'smooth trend...
Persistent link: https://www.econbiz.de/10013157637
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Housing Market Spillovers in a System of Cities
Malone, Thom - 2019
It is well-documented that housing leads the business cycle at the national level. Dating back as far as the great depression, nearly every recession or boom has been preceded by a respective drop or rise in residential investment (Green, 1997; Leamer, 2007). However, neither the business cycle nor...
Persistent link: https://www.econbiz.de/10012900957