House price dynamics and their reaction to macroeconomic changes
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DOI: 10.1016/j.econmod.2013.02.007
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More about this item
Keywords
House prices; Monetary policy; Markov switching model; Macroeconomic drivers;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
Statistics
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