Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages
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DOI: 10.1515/jtse-2017-0014
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More about this item
Keywords
Bayesian dynamic factor model; housing market synchronizations; time-varying linkages;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
Statistics
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