Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models
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DOI: 10.1007/s00181-016-1127-z
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Cited by:
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023.
"U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(1), pages 79-90, May.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022. "US House Prices by Census Division: Persistence, Trends and Structural Breaks," CESifo Working Paper Series 10143, CESifo.
- Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021.
"Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data,"
Urban Studies, Urban Studies Journal Limited, vol. 58(1), pages 53-72, January.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018. "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers 201838, University of Pretoria, Department of Economics.
- Floro, Danvee, 2019. "Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 164-181.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023. "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series 10751, CESifo.
- Paraskevi Katsiampa & Kyriaki Begiazi, 2019. "An empirical analysis of the Scottish housing market by property type," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(4), pages 559-583, September.
- Hettihewa, Samanthala & Saha, Shrabani & Zhang, Hanxiong, 2018. "Does an aging population influence stock markets? Evidence from New Zealand," Economic Modelling, Elsevier, vol. 75(C), pages 142-158.
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More about this item
Keywords
Institutional changes; Time-varying parameters; Bubbles; Housing market;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
- G00 - Financial Economics - - General - - - General
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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