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The Determinants of House Price Dynamics

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Cited by:

  1. Anthony Yanxiang Gu, 2013. "A Possible Method for Warning of House Price Bubble," International Journal of Business and Social Research, LAR Center Press, vol. 3(2), pages 104-113, February.
  2. Maier, Gunther & Herath, Shanaka, 2009. "Real Estate Market Efficiency. A Survey of Literature," SRE-Discussion Papers 2009/07, WU Vienna University of Economics and Business.
  3. Fran Stewart & Minkyu Yeom & Alice Stewart, 2020. "STEM and Soft Occupational Competencies: Analyzing the Value of Strategic Regional Human Capital," Economic Development Quarterly, , vol. 34(4), pages 356-371, November.
  4. Mr. Luis M. Cubeddu & Mr. Camilo E Tovar Mora & Ms. Evridiki Tsounta, 2012. "Latin America: Vulnerabilities Under Construction?," IMF Working Papers 2012/193, International Monetary Fund.
  5. Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "A spatio-temporal model of house prices in the USA," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
  6. Robert Edelstein & Desmond Tsang, 2007. "Dynamic Residential Housing Cycles Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 295-313, October.
  7. Fabrizio Orrego, 2017. "Precios de viviendas en Lima," Investigación Conjunta-Joint Research, in: Gerardo Licandro & Jorge Ponce (ed.), Precios de activos internos, fundamentos globales y estabilidad financiera, edition 1, volume 1, chapter 7, pages 237-265, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  8. Changha Jin & Terry V. Grissom, 2008. "Forecasting Dynamic Investment Timing under the Cyclic Behavior in Real Estate," International Real Estate Review, Global Social Science Institute, vol. 11(2), pages 105-125.
  9. François Ortalo-Magné & Sven Rady, 2006. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 459-485.
  10. Juan Carmona & Markus Lampe & Joan Rosés, 2017. "Housing affordability during the urban transition in Spain," Economic History Review, Economic History Society, vol. 70(2), pages 632-658, May.
  11. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011. "Investigating regional house price convergence in the United States: Evidence from a pair-wise approach," Economic Modelling, Elsevier, vol. 28(6), pages 2369-2376.
  12. Nik Mohd Sukrri, Nik Nor Amalina & Abd. Wahab, Norazlina & Mohd. Yusof, Rosylin, 2019. "Constructing an Enhanced House Price Index Model: Empirical Evidence," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(3), pages 117-128.
  13. Wei Li, 2008. "Property tax and speculative bubble: An empirical analysis of Tianjin," Psychometrika, Springer;The Psychometric Society, vol. 3(4), pages 627-643, December.
  14. Jayaraman, Praveena & Gebremedhin, Tesfa G., 2013. "A Non-Spatial Analysis of the Role of Residential Real Estate Investment in the Economic Development of the Northeast Region of the United States," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143107, Southern Agricultural Economics Association.
  15. Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013. "Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
  16. Svein Olav Krakstad, 2015. "Long-Run Movements in House Prices," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 429-454.
  17. Ren, Yu & Xiong, Cong & Yuan, Yufei, 2012. "House price bubbles in China," China Economic Review, Elsevier, vol. 23(4), pages 786-800.
  18. Oikarinen, Elias, 2009. "Household borrowing and metropolitan housing price dynamics - Empirical evidence from Helsinki," Journal of Housing Economics, Elsevier, vol. 18(2), pages 126-139, June.
  19. Wang, Weifang & van Noorloos, Femke & Spit, Tejo, 2020. "Stakeholder power relations in Land Value Capture: comparing public (China) and private (U.S.) dominant regimes," Land Use Policy, Elsevier, vol. 91(C).
  20. Angela Black & Patricia Fraser & Martin Hoesli, 2005. "House Prices, Fundamentals and Inflation," FAME Research Paper Series rp129, International Center for Financial Asset Management and Engineering.
  21. Steven Stillman & David C. Maré, 2008. "Housing Markets and Migration: Evidence from New Zealand," Working Papers 08_06, Motu Economic and Public Policy Research.
  22. Saiz, Albert, 2007. "Immigration and housing rents in American cities," Journal of Urban Economics, Elsevier, vol. 61(2), pages 345-371, March.
  23. Ms. Deniz O Igan & Mr. Prakash Loungani, 2012. "Global Housing Cycles," IMF Working Papers 2012/217, International Monetary Fund.
  24. Suarez, Javier & Ceron, Jose A., 2006. "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers 5411, C.E.P.R. Discussion Papers.
  25. Mr. Shengzu Wang & Ms. Patrizia Tumbarello, 2010. "What Drives House Prices in Australia? A+L4584 Cross-Country Approach," IMF Working Papers 2010/291, International Monetary Fund.
  26. Agustín S. Bénétrix & Barry Eichengreen & Kevin H. O'Rourke, 2012. "How housing slumps end [Financial institutions and markets across countries and over time: data and analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 27(72), pages 647-692.
  27. Michael C Lens, 2018. "Extremely low-income households, housing affordability and the Great Recession," Urban Studies, Urban Studies Journal Limited, vol. 55(8), pages 1615-1635, June.
  28. Su Han Chan & Ko Wang & Jing Yang, 2003. "Pricing Factors in Real Estate Markets: A Simple Preference Based Approach," International Real Estate Review, Global Social Science Institute, vol. 6(1), pages 102-120.
  29. Juan Carmona Pidal & Markus Lampe & Joan Ramón Rosés, 2012. "Housing Markets during the Rural-Urban Transition: Evidence from early 20th Century Spain," Working Papers 0030, European Historical Economics Society (EHES).
  30. Pierluigi Morano & Francesco Tajani & Felicia Di Liddo & Debora Anelli, 2020. "A Feasibility Analysis of The Refurbishment Investments in The Italian Residential Market," Sustainability, MDPI, vol. 12(6), pages 1-20, March.
  31. Christian Dreger & Yanqun Zhang, 2010. "Is There a Bubble in the Chinese Housing Market?," Discussion Papers of DIW Berlin 1081, DIW Berlin, German Institute for Economic Research.
  32. Chen, Jiawei & Hui, Eddie Chi-Man & Seiler, Michael J. & Zhang, Hong, 2018. "Household tenure choice and housing price volatility under a binding home-purchase limit policy constraint," Journal of Housing Economics, Elsevier, vol. 41(C), pages 124-134.
  33. Wen, Xing-Chun & He, Ling-Yun, 2015. "Housing demand or money supply? A new Keynesian dynamic stochastic general equilibrium model on China’s housing market fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 432(C), pages 257-268.
  34. Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version)," Discussion Papers in Economics 494, University of Munich, Department of Economics.
  35. Michelle Harter-Dreiman, 2003. "Drawing Inferences about Housing Supply Elasticity from House Price Responses to Income Shocks," FHFA Staff Working Papers 03-02, Federal Housing Finance Agency.
  36. Richard J. Buttimer Jr. & Anthony Yanxiang Gu & Tyler T. Yang, 2004. "The Chinese Housing Provident Fund," International Real Estate Review, Global Social Science Institute, vol. 7(1), pages 1-30.
  37. Yip Chee Yin & Woo Kok Hoong & Oon Kam Hoe & Nabihah Binti Aminaddin & Nurfadhilah Binti Abu Hasan, 2017. "Boom-Bust Housing Price Dynamic: The Case of Malaysia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 132-138.
  38. Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 276-291.
  39. Lerbs, Oliver & Hiller, Norbert, 2015. "Aging and Urban House Prices," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113136, Verein für Socialpolitik / German Economic Association.
  40. Costello, Greg & Fraser, Patricia & Groenewold, Nicolaas, 2011. "House prices, non-fundamental components and interstate spillovers: The Australian experience," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 653-669, March.
  41. Álvarez-Román, Laura & García-Posada, Miguel, 2021. "Are house prices overvalued in Spain? A regional approach," Economic Modelling, Elsevier, vol. 99(C).
  42. Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016. "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, vol. 48(34), pages 3244-3252, July.
  43. Gabriele Galati & Federica Teppa & Rob Alessie, 2013. "Heterogeneity in house price dynamics," DNB Working Papers 371, Netherlands Central Bank, Research Department.
  44. Vansteenkiste, Isabel, 2007. "Regional housing market spillovers in the US: lessons from regional divergences in a common monetary policy setting," Working Paper Series 708, European Central Bank.
  45. Alessio Ciarlone, 2015. "House price cycles in emerging economies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(1), pages 17-52, March.
  46. Nazif Durmaz, 2011. "Housing Prices and Fundamentals: The Role of a Supply Shifter," Economics Bulletin, AccessEcon, vol. 31(3), pages 2468-2479.
  47. Murray, Cameron, 2020. "A housing supply absorption rate equation," OSF Preprints 7n8rj, Center for Open Science.
  48. Rizi, Majid Haghani, 2021. "What moves housing markets: A state-space approach of the price-income ratio," International Economics, Elsevier, vol. 167(C), pages 96-107.
  49. 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.
  50. Koji Nakamura & Yumi Saita, 2007. "Land Prices and Fundamentals," Bank of Japan Working Paper Series 07-E-8, Bank of Japan.
  51. Jayaraman, Praveena & Lacombe, Donald J. & Gebremedhin, Tesfa, 2013. "A Spatial Analysis of the Role of Residential Real Estate Investment in the Economic Development of the Northeast Region of the United States," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150953, Agricultural and Applied Economics Association.
  52. Mei Liu & Qing-Ping Ma, 2021. "Determinants of house prices in China: a panel-corrected regression approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 67(1), pages 47-72, August.
  53. Joshua H. Gallin, 2003. "The long-run relationship between house prices and income: evidence from local housing markets," Finance and Economics Discussion Series 2003-17, Board of Governors of the Federal Reserve System (U.S.).
  54. Carreras, Oriol & Davis, E. Philip & Piggott, Rebecca, 2018. "Assessing macroprudential tools in OECD countries within a cointegration framework," Journal of Financial Stability, Elsevier, vol. 37(C), pages 112-130.
  55. Mick Silver, 2012. "Why House Price Indexes Differ: Measurement and Analysis," IMF Working Papers 2012/125, International Monetary Fund.
  56. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Are Asia-Pacific Housing Prices Too High For Comfort?," Working Papers 2008-11, Monetary Policy Group, Bank of Thailand.
  57. Jérôme Vandenbussche & Ursula Vogel & Enrica Detragiache, 2015. "Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 343-377, March.
  58. Kurmaş Akdoğan, 2019. "Size and sign asymmetries in house price adjustments," Applied Economics, Taylor & Francis Journals, vol. 51(48), pages 5268-5281, October.
  59. Torres-Tellez, Jonathan & Montero Soler, Alberto, 2021. "El precio de la vivienda en España tras el inicio de la crisis económica: un análisis empírico || Housing prices in Spain after the beginning of the financial crisis: An empirical analysis," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 376-391, December.
  60. Arthur Grimes & Suzi Kerr & Andrew Aitken, 2003. "Housing and Economic Adjustment," Urban/Regional 0310006, University Library of Munich, Germany.
  61. Diewert, W. Erwin & Nakamura, Alice O. & Nakamura, Leonard I., 2009. "The housing bubble and a new approach to accounting for housing in a CPI," Journal of Housing Economics, Elsevier, vol. 18(3), pages 156-171, September.
  62. Xufeng Jiang & Zelu Jia & Lefei Li & Tianhong Zhao, 2022. "Understanding Housing Prices Using Geographic Big Data: A Case Study in Shenzhen," Sustainability, MDPI, vol. 14(9), pages 1-20, April.
  63. Gong, Xiaoye & Li, Ying & Wu, Yang-Che & Yang, Wan-Shiou, 2020. "Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
  64. Christophe Blot, 2006. "Peut-on parler de bulle sur le marché immobilier au Luxembourg ?," BCL working papers 20, Central Bank of Luxembourg.
  65. Deng, Yongheng & Girardin, Eric & Joyeux, Roselyne, 2018. "Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy," China Economic Review, Elsevier, vol. 48(C), pages 205-222.
  66. Claudio Borio & Patrick McGuire, 2004. "Twin peaks in equity and housing prices?," BIS Quarterly Review, Bank for International Settlements, March.
  67. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2010. "Determinants of house prices in nine Asia-Pacific economies," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 340-370, Bank for International Settlements.
  68. Mr. Vladimir Klyuev, 2008. "What Goes Up Must Come Down? House Price Dynamics in the United States," IMF Working Papers 2008/187, International Monetary Fund.
  69. Quan Gan & Robert J. Hill, 2008. "A New Perspective on the Relationship Between House Prices and Income," Discussion Papers 2008-13, School of Economics, The University of New South Wales.
  70. repec:wyi:journl:002167 is not listed on IDEAS
  71. Ling Zhang & He Wang & Yan Song & Haizhen Wen, 2019. "Spatial Spillover of House Prices: An Empirical Study of the Yangtze Delta Urban Agglomeration in China," Sustainability, MDPI, vol. 11(2), pages 1-17, January.
  72. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta & Tsangyao Chang, 2013. "The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas," Working Papers 201349, University of Pretoria, Department of Economics.
  73. Karol Jan Borowiecki, 2009. "The Determinants of House Prices and Construction: An Empirical Investigation of the Swiss Housing Economy," International Real Estate Review, Global Social Science Institute, vol. 12(3), pages 193-220.
  74. Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Determinants of house prices in nine Asia-Pacific economies," BIS Working Papers 263, Bank for International Settlements.
  75. Alter, Adrian & Mahoney, Elizabeth M., 2021. "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, vol. 54(C).
  76. Yongheng Deng & Eric Girardin & Roselyne Joyeux, 2015. "Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy," Working Papers 222015, Hong Kong Institute for Monetary Research.
  77. Kim, Young Se & Rous, Jeffrey J., 2012. "House price convergence: Evidence from US state and metropolitan area panels," Journal of Housing Economics, Elsevier, vol. 21(2), pages 169-186.
  78. Bahar Öztürk & Dorinth van Dijk & Frank van Hoenselaar & Sander Burgers, 2018. "The relation between supply constraints and house price dynamics in the Netherlands," DNB Working Papers 601, Netherlands Central Bank, Research Department.
  79. Coulson, N. Edward & Liu, Crocker H. & Villupuram, Sriram V., 2013. "Urban economic base as a catalyst for movements in real estate prices," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 1023-1040.
  80. Marsha J. Courchane & Cynthia Holmes, 2014. "Bubble, Bubble ¡V Is there House Price Trouble -- in Canada?," International Real Estate Review, Global Social Science Institute, vol. 17(1), pages 109-135.
  81. Sharpe, Jamie, 2019. "Re-evaluating the impact of immigration on the U.S. rental housing market," Journal of Urban Economics, Elsevier, vol. 111(C), pages 14-34.
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