Macroeconomic shocks and ripple effects in the Greater Paris Metropolis
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jhe.2021.101823
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
References listed on IDEAS
- Balázs Égert & Dubravko Mihaljek, 2007.
"Determinants of House Prices in Central and Eastern Europe,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(3), pages 367-388, September.
- Balázs Égert & Dubravko Mihaljek, 2007. "Determinants of house prices in central and eastern Europe," BIS Working Papers 236, Bank for International Settlements.
- Balazs Egert & Dubravko Mihaljek, 2008. "Determinants of House Prices in Central and Eastern Europe," Working Papers 2008/1, Czech National Bank.
- Balazs Egert & Dubravko Mihaljek, 2007. "Determinants of House Prices in Central and Eastern Europe," William Davidson Institute Working Papers Series wp894, William Davidson Institute at the University of Michigan.
- Balázs Egert & Dubravko Mihaljek, 2007. "Determinants of House Prices in Central and Eastern Europe," CESifo Working Paper Series 2152, CESifo.
- Anthony Briant & Miren Lafourcade & Benoît Schmutz, 2015.
"Can Tax Breaks Beat Geography? Lessons from the French Enterprise Zone Experience,"
American Economic Journal: Economic Policy, American Economic Association, vol. 7(2), pages 88-124, May.
- Anthony Briant & Miren Lafourcade & Benoît Schmutz, 2012. "Can Tax Breaks Beat Geography? Lessons from the French Enterprise Zone Experience," Working Papers halshs-00695225, HAL.
- Anthony Briant & Miren Lafourcade & Benoît Schmutz, 2015. "Can Tax Breaks Beat Geography? Lessons from the French Enterprise Zone Experience," Post-Print halshs-01156460, HAL.
- Anthony Briant & Miren Lafourcade & Benoît Schmutz, 2012. "Can Tax Breaks Beat Geography? Lessons from the French Enterprise Zone Experience," PSE Working Papers halshs-00695225, HAL.
- Anthony Briant & Miren Lafourcade & Benoît Schmutz, 2015. "Can Tax Breaks Beat Geography? Lessons from the French Enterprise Zone Experience," PSE-Ecole d'économie de Paris (Postprint) halshs-01156460, HAL.
- Briant, Anthony & Lafourcade, Miren & Schmutz, Benoît, 2013. "Can Tax Breaks Beat Geography? Lessons from the French Enterprise Zone Experience," CEPREMAP Working Papers (Docweb) 1316, CEPREMAP.
- Arellano, Manuel & Bover, Olympia, 1995.
"Another look at the instrumental variable estimation of error-components models,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
- M Arellano & O Bover, 1990. "Another Look at the Instrumental Variable Estimation of Error-Components Models," CEP Discussion Papers dp0007, Centre for Economic Performance, LSE.
- Michael Beenstock & Daniel Felsenstein, 2007. "Spatial Vector Autoregressions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 2(2), pages 167-196.
- Moira Munro & Yong Tu, 1996. "The Dynamics Of Uk National And Regional House Prices," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 8(2), pages 186-201, July.
- Jeffrey P. Cohen & Jeffrey Zabel, 2020. "Local House Price Diffusion," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(3), pages 710-743, September.
- Mustapha Bangura & Chyi Lin Lee, 2020. "House price diffusion of housing submarkets in Greater Sydney," Housing Studies, Taylor & Francis Journals, vol. 35(6), pages 1110-1141, July.
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011.
"The spatial and temporal diffusion of house prices in the UK,"
Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009. "Spatial and Temporal Diffusion of House Prices in the UK," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- Goodman, Allen C. & Thibodeau, Thomas G., 2003. "Housing market segmentation and hedonic prediction accuracy," Journal of Housing Economics, Elsevier, vol. 12(3), pages 181-201, September.
- Luc Anselin & Daniel A. Griffith, 1988. "Do Spatial Effecfs Really Matter In Regression Analysis?," Papers in Regional Science, Wiley Blackwell, vol. 65(1), pages 11-34, January.
- Bourassa, Steven C. & Hamelink, Foort & Hoesli, Martin & MacGregor, Bryan D., 1999. "Defining Housing Submarkets," Journal of Housing Economics, Elsevier, vol. 8(2), pages 160-183, June.
- 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.
- Ryan R. Brady, 2007. "Measuring the diffusion of housing prices across space and over time," Departmental Working Papers 19, United States Naval Academy Department of Economics.
- Givord, Pauline & Rathelot, Roland & Sillard, Patrick, 2013.
"Place-based tax exemptions and displacement effects: An evaluation of the Zones Franches Urbaines program,"
Regional Science and Urban Economics, Elsevier, vol. 43(1), pages 151-163.
- P. Givord & R. Rathelot & P. Sillard, 2011. "Place-based tax exemptions and displacement effects: An evaluation of the Zones Franches Urbaines program," Documents de Travail de l'Insee - INSEE Working Papers g2011-13, Institut National de la Statistique et des Etudes Economiques.
- Pauline Givord & Roland Rathelot & Patrick Sillard, 2011. "Place-based Tax Exemptions and Displacement Effects : An Evaluation of the Zones Franches Urbaines Program," Working Papers 2011-19, Center for Research in Economics and Statistics.
- Marek Jarocinski & Frank Smets, 2008.
"House prices and the stance of monetary policy,"
Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 339-366.
- Smets, Frank & Jarociński, Marek, 2008. "House Prices and the stance of Monetary Policy," Working Paper Series 891, European Central Bank.
- Charles Goodhart & Boris Hofmann, 2008.
"House prices, money, credit, and the macroeconomy,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 24(1), pages 180-205, spring.
- Goodhart, Charles & Hofmann, Boris, 2008. "House Prices, Money, Credit and the Macroeconomy," Working Paper Series 888, European Central Bank.
- Bourassa, Steven C. & Hoesli, Martin & Peng, Vincent S., 2003.
"Do housing submarkets really matter?,"
Journal of Housing Economics, Elsevier, vol. 12(1), pages 12-28, March.
- Steven C. BOURASSA & Martin HOESLI & Vincent S. PENG, 2002. "Do Housing Submarkets Really Matter?," FAME Research Paper Series rp58, International Center for Financial Asset Management and Engineering.
- Morten O. Ravn & Harald Uhlig, 2002. "On adjusting the Hodrick-Prescott filter for the frequency of observations," The Review of Economics and Statistics, MIT Press, vol. 84(2), pages 371-375.
- Marcel Fischer & Roland Füss & Simon Stehle, 2021.
"Local house price comovements,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 169-198, March.
- Marcel Fischer & Roland Füss & Simon Stehle, 2019. "Local House Price Comovements," Working Papers on Finance 1906, University of St. Gallen, School of Finance.
- Bourassa, S.C. & Hoelsi, M., 1999. "The Structure of Housing Submarkets in a Metropolitain Region," Papers 99.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
- Allen C. Goodman & Thomas G. Thibodeau, 2007. "The Spatial Proximity of Metropolitan Area Housing Submarkets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(2), pages 209-232, June.
- Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August.
- DeFusco, Anthony & Ding, Wenjie & Ferreira, Fernando & Gyourko, Joseph, 2018. "The role of price spillovers in the American housing boom," Journal of Urban Economics, Elsevier, vol. 108(C), pages 72-84.
- Todd Kuethe & Valerien Pede, 2011.
"Regional Housing Price Cycles: A Spatio-temporal Analysis Using US State-level Data,"
Regional Studies, Taylor & Francis Journals, vol. 45(5), pages 563-574.
- Kuethe, Todd H. & Pede, Valerien O., 2009. "Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level Data," Working papers 47596, Purdue University, Department of Agricultural Economics.
- N. Apergis & A. Rezitis, 2003.
"Housing prices and macroeconomic factors in Greece: prospects within the EMU,"
Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 799-804.
- N. Apergis & A. Rezitis, 2003. "Housing prices and macroeconomic factors in Greece: prospects within the EMU," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 561-565.
- Brady, Ryan R., 2014.
"The spatial diffusion of regional housing prices across U.S. states,"
Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 150-166.
- Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.
- Schnare, Ann B. & Struyk, Raymond J., 1976. "Segmentation in urban housing markets," Journal of Urban Economics, Elsevier, vol. 3(2), pages 146-166, April.
- Ramazan Sari & Bradley T. Ewing & Bahadir Aydin, 2007. "Macroeconomic Variables and the Housing Market in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(5), pages 5-19, October.
- Goodman, Allen C. & Thibodeau, Thomas G., 1998. "Housing Market Segmentation," Journal of Housing Economics, Elsevier, vol. 7(2), pages 121-143, June.
- J. Paul Elhorst, 2003. "Specification and Estimation of Spatial Panel Data Models," International Regional Science Review, , vol. 26(3), pages 244-268, July.
- Karl E. Case & Robert J. Shiller, 1990.
"Forecasting Prices and Excess Returns in the Housing Market,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(3), pages 253-273, September.
- Karl E. Case & Robert J. Shiller, 1990. "Forecasting Prices and Excess Returns in the Housing Market," NBER Working Papers 3368, National Bureau of Economic Research, Inc.
- Arnab Bhattacharjee & Eduardo Castro & Taps Maiti & João Marques, 2016. "Endogenous Spatial Regression and Delineation of Submarkets: A New Framework with Application to Housing Markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 32-57, January.
- Glaeser, Edward L. & Gyourko, Joseph & Morales, Eduardo & Nathanson, Charles G., 2014. "Housing dynamics: An urban approach," Journal of Urban Economics, Elsevier, vol. 81(C), pages 45-56.
- John Muellbauer & Anthony Murphy, 1994. "Explaining regional consumption in the UK," Working Papers 199429, School of Economics, University College Dublin.
- Dale-Johnson, David, 1982. "An alternative approach to housing market segmentation using hedonic price data," Journal of Urban Economics, Elsevier, vol. 11(3), pages 311-332, May.
- Matteo Iacoviello, 2002. "House Prices and Business Cycles in Europe: a VAR Analysis," Boston College Working Papers in Economics 540, Boston College Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Zhang, Xu & Naeem, Muhammad Abubakr & Du, Yuting & Rauf, Abdul, 2024. "Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Coën, Alain & Pourcelot, Alexis & Malle, Richard, 2022. "Macroeconomic shocks and ripple effects in the Greater Paris Metropolis," Journal of Housing Economics, Elsevier, vol. 56(C).
- Berna Keskin & Craig Watkins, 2017. "Defining spatial housing submarkets: Exploring the case for expert delineated boundaries," Urban Studies, Urban Studies Journal Limited, vol. 54(6), pages 1446-1462, May.
- Zhuo Chen & Seong-Hoon Cho & Neelam Poudyal & Roland K. Roberts, 2009. "Forecasting Housing Prices under Different Market Segmentation Assumptions," Urban Studies, Urban Studies Journal Limited, vol. 46(1), pages 167-187, January.
- Cohen, Jeffrey P. & Ioannides, Yannis M. & (Wirathip) Thanapisitikul, Win, 2016.
"Spatial effects and house price dynamics in the USA,"
Journal of Housing Economics, Elsevier, vol. 31(C), pages 1-13.
- Jeffrey Cohen & Yannis M. Ioannides & Win (Wirathip) Thanapisitikul, 2015. "Spatial Effects and House Price Dynamics in the U.S.A," Discussion Papers Series, Department of Economics, Tufts University 0809, Department of Economics, Tufts University.
- Kopczewska, Katarzyna & Ćwiakowski, Piotr, 2021. "Spatio-temporal stability of housing submarkets. Tracking spatial location of clusters of geographically weighted regression estimates of price determinants," Land Use Policy, Elsevier, vol. 103(C).
- Chris Leishman & Greg Costello & Steven Rowley & Craig Watkins, 2013. "The Predictive Performance of Multilevel Models of Housing Sub-markets: A Comparative Analysis," Urban Studies, Urban Studies Journal Limited, vol. 50(6), pages 1201-1220, May.
- David C. Wheeler & Antonio Páez & Jamie Spinney & Lance A. Waller, 2014. "A Bayesian approach to hedonic price analysis," Papers in Regional Science, Wiley Blackwell, vol. 93(3), pages 663-683, August.
- Luc Anselin & Pedro Amaral, 2024. "Endogenous spatial regimes," Journal of Geographical Systems, Springer, vol. 26(2), pages 209-234, April.
- Yong Tu & Hua Sun & Shi-Ming Yu, 2007. "Spatial Autocorrelations and Urban Housing Market Segmentation," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 385-406, April.
- Kun Duan & Tapas Mishra & Mamata Parhi & Simon Wolfe, 2019. "How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 58(4), pages 596-637, May.
- Elif Alkay, 2008. "Housing Submarkets in Istanbul," International Real Estate Review, Global Social Science Institute, vol. 11(1), pages 113-127.
- Brady, Ryan R., 2014.
"The spatial diffusion of regional housing prices across U.S. states,"
Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 150-166.
- Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.
- Dieudonné Tchuente & Serge Nyawa, 2022. "Real estate price estimation in French cities using geocoding and machine learning," Annals of Operations Research, Springer, vol. 308(1), pages 571-608, January.
- Joao Lourenço Marques & Eduardo Castro & Arnab Bhattacharjee & Paulo Batista, 2012. "SPATIAL HETEROGENEITY ACROSS SUBMARKETS: Housing submarket in an urban area of Portugal," ERSA conference papers ersa12p1111, European Regional Science Association.
- Dorsey, Robert E. & Hu, Haixin & Mayer, Walter J. & Wang, Hui-chen, 2010. "Hedonic versus repeat-sales housing price indexes for measuring the recent boom-bust cycle," Journal of Housing Economics, Elsevier, vol. 19(2), pages 75-93, June.
- Costanigro, Marco & McCluskey, Jill J. & Mittelhammer, Ronald C., 2006. "Identifying submarket in the wine industry: a multivariate approach to hedonic regression," 2006 Annual meeting, July 23-26, Long Beach, CA 21370, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Füss, Roland & Koller, Jan A., 2016.
"The role of spatial and temporal structure for residential rent predictions,"
International Journal of Forecasting, Elsevier, vol. 32(4), pages 1352-1368.
- Fuess, Roland & Koller, Jan, 2015. "The Role of Spatial and Temporal Structure for Residential Rent Predictions," Working Papers on Finance 1523, University of St. Gallen, School of Finance.
- Antonio Páez & Fei Long & Steven Farber, 2008. "Moving Window Approaches for Hedonic Price Estimation: An Empirical Comparison of Modelling Techniques," Urban Studies, Urban Studies Journal Limited, vol. 45(8), pages 1565-1581, July.
- Gjestland, Arnstein & McArthur, David Philip & Osland, Liv & Thorsen, Inge, 2014. "The suitability of hedonic models for cost-benefit analysis: Evidence from commuting flows," Transportation Research Part A: Policy and Practice, Elsevier, vol. 61(C), pages 136-151.
- Ryan R. Brady, 2021. "Direct Forecasting for Applied Regional Analysis," Departmental Working Papers 67, United States Naval Academy Department of Economics.
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:hal:journl:hal-03713561. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.