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Analysis of the impact of excess mortgages on housing prices using the cointegration test

Ferruz Agudo, Luis; Lample, Luis - In: Applied economics letters 23 (2016) 16/18, pp. 1182-1186

Persistent link: https://www.econbiz.de/10011701816

Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis

Yunus, Nafeesa - In: Applied economics 50 (2018) 36, pp. 3899-3922

Persistent link: https://www.econbiz.de/10012060163

The dynamic relationship between stock and real estate prices in Kuwait

Abul, Sadeq J. - In: International journal of economics and finance 11 (2019) 5, pp. 30-42

Persistent link: https://www.econbiz.de/10012010507

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

Could the bubble in U.S. house prices have been detected in real time?

Benati, Luca - 2017

I explore whether time-series methods exploiting the long-run equilibrium properties of the housing market might have detected the disequilibrium in U.S. house prices which pre-dated the Great Recession as it was building up. Based on real-time data, I show that a VAR in levels identified as in...

Persistent link: https://www.econbiz.de/10011824294

Fundamental determinants of real estate prices : a panel study of German regions

Belke, Ansgar; Keil, Jonas - 2017

to the literature by analysing a unique panel dataset covering a wide range of real estate market data and other economic … etablieren. Es trägt zur Literatur bei, indem es einen einzigartigen Panel-Datensatz analysiert, der eine breite Palette …

Persistent link: https://www.econbiz.de/10011779146

An evidence of Feldstein-Horioka puzzle in selected Asian economies

Kaur, Harwinder; Sarin, Vishal - In: International journal of business and globalisation : IJBG 21 (2018) 4, pp. 454-463

Persistent link: https://www.econbiz.de/10011989654

Global perspective on the permanent or transitory nature of shocks to tourist arrivals : evidence from new unit root tests with structural breaks and factors

Payne, James E.; Lee, Junsoo - In: Tourism economics : the business and finance of tourism … 30 (2024) 1, pp. 67-103

Persistent link: https://www.econbiz.de/10014580633

The monetary exchange rate model as a long-run phenomenon

Groen, Jan J. J. - 1998

pooled timeseries estimation on a forward-looking monetary model, resulting inparameter estimates which are in compliance … with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the … residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …

Persistent link: https://www.econbiz.de/10011299983

Likelihood-based cointegration analysis in panels of vector error correction models

Groen, Jan J. J.; Kleibergen, Frank - 1999 - This version: July 28, 1999

for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …

Persistent link: https://www.econbiz.de/10011302148