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Housing markets in Portugal and Spain: Fundamentals, overvaluation and shocks

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  • Rita Fradique Lourenço
  • Paulo M.M. Rodrigues
  • Afonso S. Moura

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  • Rita Fradique Lourenço & Paulo M.M. Rodrigues & Afonso S. Moura, 2024. "Housing markets in Portugal and Spain: Fundamentals, overvaluation and shocks," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:e202413
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    File URL: https://www.bportugal.pt/sites/default/files/documents/2024-10/RE202413_en_0.pdf/RE202413_en.pdf
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    References listed on IDEAS

    as
    1. Álvarez-Román, Laura & García-Posada, Miguel, 2021. "Are house prices overvalued in Spain? A regional approach," Economic Modelling, Elsevier, vol. 99(C).
    2. repec:zbw:bofrdp:2018_014 is not listed on IDEAS
    3. Baumeister, Christiane & Hamilton, James D., 2018. "Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 100(C), pages 48-65.
    4. Xiao, Zhijie, 2009. "Quantile cointegrating regression," Journal of Econometrics, Elsevier, vol. 150(2), pages 248-260, June.
    5. Baumeister, Christiane & Hamilton, James, 2018. "Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role," CEPR Discussion Papers 12911, C.E.P.R. Discussion Papers.
    6. Christiane Baumeister & James D. Hamilton, 2019. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," American Economic Review, American Economic Association, vol. 109(5), pages 1873-1910, May.
    7. Christiane Baumeister & James D. Hamilton, 2015. "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," Econometrica, Econometric Society, vol. 83(5), pages 1963-1999, September.
    Full references (including those not matched with items on IDEAS)

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