IDEAS home Printed from https://ideas.repec.org/a/wly/japmet/v33y2018i3p479-484.html
   My bibliography  Save this article

Measuring the diffusion of housing prices across space and over time: Replication and further evidence*

* This paper is a replication of an original study

Author

Listed:
  • Shulin Shen
  • Jindong Pang

Abstract

Brady (Journal of Applied Econometrics, 2011, 26(2), 213–231) studies how fast and how long a change in housing prices in one region affects its neighbors by estimating the impulse response functions using a spatial autoregressive model (SAR). This paper replicates Brady's empirical results, but reports different SAR test statistics. Additional robustness checks are conducted by analyzing three different housing price indexes covering a more extensive period. Analysis shows that the model specifications and model estimates vary with the housing price indexes.

Suggested Citation

  • Shulin Shen & Jindong Pang, 2018. "Measuring the diffusion of housing prices across space and over time: Replication and further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 479-484, April.
    • Handle: RePEc:wly:japmet:v:33:y:2018:i:3:p:479-484
    DOI: 10.1002/jae.2607
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/jae.2607
    Download Restriction: no
    File URL: https://libkey.io/10.1002/jae.2607?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Jeffrey P. Cohen & Cletus C. Coughlin & Daniel Soques, 2019. "House Price Growth Interdependencies and Comovement," Working Papers 2019-028, Federal Reserve Bank of St. Louis, revised 11 Jan 2021.

    Replication

    This item is a replication of:
  • Ryan R. Brady, 2011. "Measuring the diffusion of housing prices across space and over time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 213-231, March.

    • 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:wly:japmet:v:33:y:2018:i:3:p:479-484. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: http://www.interscience.wiley.com/jpages/0883-7252/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.