Local House Price Diffusion
Author
Abstract
Suggested Citation
DOI: 10.1111/1540-6229.12241
Download full text from publisher
References listed on IDEAS
- Glaeser, Edward L. & Gyourko, Joseph & Saiz, Albert, 2008.
"Housing supply and housing bubbles,"
Journal of Urban Economics, Elsevier, vol. 64(2), pages 198-217, September.
- Glaeser, Edward & Saiz, Albert & Gyourko, Joseph, 2008. "Housing Supply and Housing Bubbles," Scholarly Articles 2962640, Harvard University Department of Economics.
- Edward L. Glaeser & Joseph Gyourko & Albert Saiz, 2008. "Housing Supply and Housing Bubbles," NBER Working Papers 14193, National Bureau of Economic Research, Inc.
- Gilles Duranton & Michael Storper, 2006.
"Agglomeration and growth: a dialogue between economists and geographers,"
Journal of Economic Geography, Oxford University Press, vol. 6(1), pages 1-7, January.
- Gilles Duranton & Michael Storper, 2006. "Agglomeration and growth : a dialogue between economists and geographers," Post-Print hal-01020944, HAL.
- Gilles Duranton & Michael Storper, 2006. "Agglomeration and growth : a dialogue between economists and geographers," Sciences Po publications info:hdl:2441/f0uohitsgqh, Sciences Po.
- Gilles Duranton & Michael Storper, 2006. "Agglomeration and growth : a dialogue between economists and geographers," SciencePo Working papers Main hal-01020944, HAL.
- repec:hal:spmain:info:hdl:2441/f0uohitsgqh8dhk980ckjg4k2 is not listed on IDEAS
- Bing Zhu & Roland Füss & Nico B. Rottke, 2013. "Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(1), pages 29-64, March.
- John M. Clapp & Walter Dolde & Dogan Tirtiroglu, 1995. "Imperfect Information and Investor Inferences From Housing Price Dynamics," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 23(3), pages 239-269, September.
- Edward E. Leamer, 2007.
"Housing is the business cycle,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 149-233.
- Edward E. Leamer, 2007. "Housing IS the Business Cycle," NBER Working Papers 13428, National Bureau of Economic Research, Inc.
- Daniel P. McMillen & Christian L. Redfearn, 2010. "Estimation And Hypothesis Testing For Nonparametric Hedonic House Price Functions," Journal of Regional Science, Wiley Blackwell, vol. 50(3), pages 712-733, August.
- David Genesove & Christopher Mayer, 2001.
"Loss Aversion and Seller Behavior: Evidence from the Housing Market,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 116(4), pages 1233-1260.
- David Genesove & Christopher Mayer, "undated". "Loss Aversion and Seller Behavior: Evidence from the Housing Market," Zell/Lurie Center Working Papers 323, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
- David Genesove & Christopher Mayer, 2001. "Loss Aversion and Seller Behavior: Evidence from the Housing Market," NBER Working Papers 8143, National Bureau of Economic Research, Inc.
- Genesove, David & Mayer, Christopher, 2001. "Loss Aversion and Seller Behaviour: Evidence from the Housing Market," CEPR Discussion Papers 2813, C.E.P.R. Discussion Papers.
- Stijn Van Nieuwerburgh & Pierre-Olivier Weill, 2010.
"Why Has House Price Dispersion Gone Up?,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1567-1606.
- Stijn Van Nieuwerburgh & Pierre-Olivier Weill, 2006. "Why Has House Price Dispersion Gone Up?," NBER Working Papers 12538, National Bureau of Economic Research, Inc.
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011.
"The spatial and temporal diffusion of house prices in the UK,"
Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009. "Spatial and Temporal Diffusion of House Prices in the UK," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- Zabel, Jeffrey & Dalton, Maurice, 2011.
"The impact of minimum lot size regulations on house prices in Eastern Massachusetts,"
Regional Science and Urban Economics, Elsevier, vol. 41(6), pages 571-583.
- Maurice Dalton & Jeffrey Zabel, 2009. "The Impact of Minimum Lot Size Regulations on House Prices in Eastern Massachusetts," Discussion Papers Series, Department of Economics, Tufts University 0732, Department of Economics, Tufts University.
- Rosenthal, Stuart S., 2008. "Old homes, externalities, and poor neighborhoods. A model of urban decline and renewal," Journal of Urban Economics, Elsevier, vol. 63(3), pages 816-840, May.
- Jarl G. Kallberg & Crocker H. Liu & Paolo Pasquariello, 2014. "On the Price Comovement of U.S. Residential Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(1), pages 71-108, March.
- Hong Miao & Sanjay Ramchander & Marc W. Simpson, 2011. "Return and Volatility Transmission in U.S. Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(4), pages 701-741, December.
- Albert Saiz, 2010. "The Geographic Determinants of Housing Supply," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1253-1296.
- Nafeesa Yunus & Peggy E. Swanson, 2013. "A Closer Look at the U.S. Housing Market: Modeling Relationships among Regions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(3), pages 542-568, September.
- Glaeser, Edward L. & Gyourko, Joseph & Morales, Eduardo & Nathanson, Charles G., 2014. "Housing dynamics: An urban approach," Journal of Urban Economics, Elsevier, vol. 81(C), pages 45-56.
- Case, Karl E & Shiller, Robert J, 1989.
"The Efficiency of the Market for Single-Family Homes,"
American Economic Review, American Economic Association, vol. 79(1), pages 125-137, March.
- Karl E. Case & Robert J. Shiller, 1988. "The Efficiency of the Market for Single-Family Homes," NBER Working Papers 2506, National Bureau of Economic Research, Inc.
- Clapp, John M. & Tirtiroglu, Dogan, 1994. "Positive feedback trading and diffusion of asset price changes: Evidence from housing transactions," Journal of Economic Behavior & Organization, Elsevier, vol. 24(3), pages 337-355, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Huang, Naqun & Yang, Zhenlin, 2021. "Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices," Economic Modelling, Elsevier, vol. 103(C).
- Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021.
"Volatility Spillover and International Contagion of Housing Bubbles,"
JRFM, MDPI, vol. 14(7), pages 1-14, June.
- Bago, Jean-Louis & Akakpo, Koffi & Rherrad, Imad & Ouédraogo, Ernest, 2020. "Volatility Spillover and International Contagion of Housing Bubbles," MPRA Paper 100098, University Library of Munich, Germany.
- Coën, Alain & Pourcelot, Alexis & Malle, Richard, 2022. "Macroeconomic shocks and ripple effects in the Greater Paris Metropolis," Journal of Housing Economics, Elsevier, vol. 56(C).
- Cheng-Wen Lee & Shu-Hen Chiang & Zhong-Qin Wen, 2023. "Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification," Sustainability, MDPI, vol. 15(7), pages 1-19, March.
- Jacob Dearmon & Tony E. Smith, 2021. "A hierarchical approach to scalable Gaussian process regression for spatial data," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-33, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
- Oikarinen, Elias & Bourassa, Steven C. & Hoesli, Martin & Engblom, Janne, 2018.
"U.S. metropolitan house price dynamics,"
Journal of Urban Economics, Elsevier, vol. 105(C), pages 54-69.
- Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom, 2017. "U.S. Metropolitan House Price Dynamics," LARES lares_2017_paper_25, Latin American Real Estate Society (LARES).
- Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom, 2017. "U.S. Metropolitan House Price Dynamics," Swiss Finance Institute Research Paper Series 17-72, Swiss Finance Institute.
- Füss, Roland & Zietz, Joachim, 2016.
"The economic drivers of differences in house price inflation rates across MSAs,"
Journal of Housing Economics, Elsevier, vol. 31(C), pages 35-53.
- Fuess, Roland & Zietz, Joachim, 2015. "The Economic Drivers of Differences in House Price Inflation Rates across MSAs," Working Papers on Finance 1526, University of St. Gallen, School of Finance.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
- Glaeser, Edward L. & Nathanson, Charles G., 2015. "Housing Bubbles," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 701-751, Elsevier.
- Choi, Chi-Young & Hansz, J. Andrew, 2021. "From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices," Journal of Financial Stability, Elsevier, vol. 54(C).
- Michael Brocker & Christopher Hanes, 2014.
"The 1920s American Real Estate Boom and the Downturn of the Great Depression: Evidence from City Cross-Sections,"
NBER Chapters, in: Housing and Mortgage Markets in Historical Perspective, pages 161-201,
National Bureau of Economic Research, Inc.
- Michael Brocker & Christopher Hanes, 2013. "The 1920s American Real Estate Boom and the Downturn of the Great Depression: Evidence from City Cross Sections," NBER Working Papers 18852, National Bureau of Economic Research, Inc.
- MeiChi Huang, 2019. "Risk diversification gains from metropolitan housing assets," Review of Financial Economics, John Wiley & Sons, vol. 37(4), pages 453-481, October.
- Alqaralleh, Huthaifa & Canepa, Alessandra, 2020.
"Housing market cycles in large urban areas,"
Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
- Canepa, Alessandra & Alqaralleh, Huthaifa, 2019. "Housing Market Cycles in Large Urban Areas," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201903, University of Turin.
- Edward L. Glaeser & Charles G. Nathanson, 2014. "Housing Bubbles," NBER Working Papers 20426, National Bureau of Economic Research, Inc.
- Sun, Xiaojin & Tsang, Kwok Ping, 2019. "Large price movements in housing markets," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 1-23.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019. "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance 2019-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Weida Kuang & Qilin Wang, 2018. "Cultural similarities and housing market linkage: evidence from OECD countries," Frontiers of Business Research in China, Springer, vol. 12(1), pages 1-25, December.
- Knut Are Aastveit & Bruno Albuquerque & André K. Anundsen, 2023.
"Changing Supply Elasticities and Regional Housing Booms,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(7), pages 1749-1783, October.
- Knut Are Aastveit & Bruno Albuquerque & André Anundsen, 2019. "Changing supply elasticities and regional housing booms," Working Paper 2019/8, Norges Bank.
- Knut Are Aastveit & Bruno Albuquerque & Andr� Anundsen, 2019. "Changing supply elasticities and regional housing booms," Working Papers No 04/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Aastveit, Knut Are & Albuquerque, Bruno & Anundsen, André, 2020. "Changing supply elasticities and regional housing booms," Bank of England working papers 844, Bank of England.
- Knut Are Aastveit & Bruno Albuquerque & André Anundsen, 2019. "Changing supply elasticities and regional housing booms," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/972, Ghent University, Faculty of Economics and Business Administration.
- Lepinteur, Anthony & Waltl, Sofie R., 2020.
"Tracking Owners' Sentiments: Subjective Home Values, Expectations and House Price Dynamics,"
Department of Economics Working Paper Series
299, WU Vienna University of Economics and Business.
- Anthony Lepinteur & Sofie R. Waltl, 2021. "Tracking Owners’ Sentiments: Subjective Home Values, Expectations and House Price Dynamics," LISER Working Paper Series 2021-02, Luxembourg Institute of Socio-Economic Research (LISER).
- Anthony Lepinteur & Sofie R. Waltl, 2020. "Tracking Owners’ Sentiments: Subjective Home Values, Expectations and House Price Dynamics," Department of Economics Working Papers wuwp299, Vienna University of Economics and Business, Department of Economics.
- Greg Howard & Carl Liebersohn, 2019.
"What Explains U.S. House Prices? Regional Income Divergence,"
2019 Meeting Papers
1054, Society for Economic Dynamics.
- Howard, Greg & Liebersohn, Jack, 2020. "Regional Divergence and House Prices," Working Paper Series 2020-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Zhenyu Gao & Michael Sockin & Wei Xiong, 2020. "Learning about the Neighborhood," NBER Working Papers 26907, National Bureau of Economic Research, Inc.
- Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2022.
"Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market,"
The Journal of Real Estate Finance and Economics, Springer, vol. 64(1), pages 1-29, January.
- Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa, 2020. "Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202011, University of Turin.
- Alexander Bogin & William Doerner & William Larson, 2019.
"Local House Price Dynamics: New Indices and Stylized Facts,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 47(2), pages 365-398, June.
- Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Local House Price Dynamics: New Indices and Stylized Facts," FHFA Staff Working Papers 16-01, Federal Housing Finance Agency.
- I-Chun Tsai, 2018. "The cause and outcomes of the ripple effect: housing prices and transaction volume," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(2), pages 351-373, September.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:reesec:v:48:y:2020:i:3:p:710-743. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/areueea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.