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House prices since the 1940s: Cointegration, demography and asymmetries

Citations

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Cited by:

  1. Rosés, Joan R., 2011. "Spanish housing markets during the first phase of the rural-urban transition process," IFCS - Working Papers in Economic History.WH wp11-08, Universidad Carlos III de Madrid. Instituto Figuerola.
  2. repec:dgr:rugsom:98c36 is not listed on IDEAS
  3. P. Arestis & A.R. Gonz�lez, 2014. "Modelling the housing market in OECD countries," International Review of Applied Economics, Taylor & Francis Journals, vol. 28(2), pages 131-153, March.
  4. Hristo Mavrov, 2020. "Income Inequality and House Prices - the Case of Bulgaria," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, vol. 9(2), pages 176-184, August.
  5. Huseyin Karamelikli, 2016. "Linear and nonlinear dynamics of housing price in Turkey," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 46.
  6. Graeme O'Meara, 2015. "Housing Bubbles and Monetary Policy: A Reassessment," The Economic and Social Review, Economic and Social Studies, vol. 46(4), pages 521-565.
  7. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.
  8. Tafirenyika Sunde & Paul-Francois Muzindutsi, 2017. "Determinants of house prices and new construction activity: An empirical investigation of the Namibian housing market," Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(3), pages 389-407, July-Sept.
  9. Steve Cook & Duncan Watson, 2016. "A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices," Urban Studies, Urban Studies Journal Limited, vol. 53(14), pages 3048-3062, November.
  10. David Gray, 2020. "An international housing market in the British Isles: Evidence from business and medium-term cycles using a Friedman test," Urban Studies, Urban Studies Journal Limited, vol. 57(2), pages 307-322, February.
  11. Francesco Tajani & Pierluigi Morano & Maria Paz Saez-Perez & Felicia Di Liddo & Marco Locurcio, 2019. "Multivariate Dynamic Analysis and Forecasting Models of Future Property Bubbles: Empirical Applications to the Housing Markets of Spanish Metropolitan Cities," Sustainability, MDPI, vol. 11(13), pages 1-21, June.
  12. Kishor, N. Kundan, 2023. "Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators," MPRA Paper 116819, University Library of Munich, Germany.
  13. van der Drift, Rosa & de Haan, Jan & Boelhouwer, Peter, 2023. "Mortgage credit and house prices: The housing market equilibrium revisited," Economic Modelling, Elsevier, vol. 120(C).
  14. Philip Arestis & Ana Rosa Gonzalez‐Martinez, 2019. "Economic precariousness: A new channel in the housing market cycle," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 1030-1043, April.
  15. Bo Malmberg, 2012. "Fertility Cycles, Age Structure and Housing Demand," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(5), pages 467-482, November.
  16. Ronan Lyons, 2012. "Search costs, sorting and “property ladder†effects: Evidence from the valuation of amenities," ERSA conference papers ersa12p511, European Regional Science Association.
  17. 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.
  18. Steven Cook, 2006. "A Disaggregated Analysis of Asymmetrical Behaviour in the UK Housing Market," Urban Studies, Urban Studies Journal Limited, vol. 43(11), pages 2067-2074, October.
  19. Eric Levin & Alberto Montagnoli & Robert E. Wright, 2009. "Demographic Change and the Housing Market: Evidence from a Comparison of Scotland and England," Urban Studies, Urban Studies Journal Limited, vol. 46(1), pages 27-43, January.
  20. I-Chun Tsai, 2012. "Housing Supply, Demand and Price: Construction Cost, Rental Price and House Price Indices," Asian Economic Journal, East Asian Economic Association, vol. 26(4), pages 381-396, December.
  21. Bruce Morley & Dennis Thomas, 2011. "Risk-return relationships and asymmetric adjustment in the UK housing market," Applied Financial Economics, Taylor & Francis Journals, vol. 21(10), pages 735-742.
  22. Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R., 2013. "House price dynamics and their reaction to macroeconomic changes," Economic Modelling, Elsevier, vol. 32(C), pages 172-178.
  23. André K. Anundsen, 2019. "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1587-1619, October.
  24. 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.
  25. Kenny, Geoff, 2003. "Asymmetric adjustment costs and the dynamics of housing supply," Economic Modelling, Elsevier, vol. 20(6), pages 1097-1111, December.
  26. Kakes, Jan, 1998. "Monetary transmission and business cycle asymmetry," Research Report 98C36, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  27. repec:tcd:tcduee:tep051 is not listed on IDEAS
  28. William Miles, 2020. "The Dynamics of House Prices and Income in the UK," International Real Estate Review, Global Social Science Institute, vol. 23(3), pages 1023-1042.
  29. Christian Hott, 2007. "Explaining house price fluctuations," Proceedings 1055, Federal Reserve Bank of Chicago.
  30. Steve Cook, 2012. "β-convergence and the Cyclical Dynamics of UK Regional House Prices," Urban Studies, Urban Studies Journal Limited, vol. 49(1), pages 203-218, January.
  31. Christian Hott, 2009. "Banks and Real Estate Prices," Working Papers 2009-08, Swiss National Bank.
  32. Meen, Geoffrey, 2002. "The Time-Series Behavior of House Prices: A Transatlantic Divide?," Journal of Housing Economics, Elsevier, vol. 11(1), pages 1-23, March.
  33. 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).
  34. Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa, 2019. "Modelling Housing Market Cycles in Global Cities," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201901, University of Turin.
  35. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2011. "Monetary policy and housing prices: a case study of Chinese experience in 1999-2010," BOFIT Discussion Papers 17/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
  36. Alexey Akimov & Simon Stevenson & James Young, 2015. "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, vol. 52(9), pages 1665-1682, July.
  37. Jorge Martínez Pagés & Luis Ángel Maza, 2003. "Analysis of house prices in Spain," Working Papers 0307, Banco de España.
  38. Kurmaş Akdoğan, 2019. "Size and sign asymmetries in house price adjustments," Applied Economics, Taylor & Francis Journals, vol. 51(48), pages 5268-5281, October.
  39. Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016. "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics Discussion Papers em-dp2016-02, Department of Economics, University of Reading.
  40. Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2014. "The Dynamics and Contrast of House Prices in Portugal and Spain," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  41. Christos S. Savva, 2015. "House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 9(2), pages 79-90, December.
  42. 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.
  43. Alqaralleh, Huthaifa & Canepa, Alessandra, 2020. "Housing market cycles in large urban areas," Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
  44. Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2020. "Global Cities and Local Housing Market Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 671-697, November.
  45. Tursoy, Turgut & Faisal, Faisal & Berk, Niyazi & Shahbaz, Muhammad, 2018. "How do Stock Prices and Metal Prices Contribute to Economic Activity in Turkey? The Importance of Linear and Non-linear ARDL," MPRA Paper 88899, University Library of Munich, Germany.
  46. Lyons, Ronan C., 2018. "Credit conditions and the housing price ratio: Evidence from Ireland’s boom and bust," Journal of Housing Economics, Elsevier, vol. 42(C), pages 84-96.
  47. Steven Cook, 2000. "Seasonal adjustment and the univariate testing of asymmetry," Applied Economics Letters, Taylor & Francis Journals, vol. 7(10), pages 649-652.
  48. N. Kundan Kishor & Hardik A. Marfatia, 2017. "The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries," The Journal of Real Estate Finance and Economics, Springer, vol. 54(2), pages 237-268, February.
  49. Gueye, Ghislain Nono, 2021. "Pitfalls in the cointegration analysis of housing prices with the macroeconomy: Evidence from OECD countries," Journal of Housing Economics, Elsevier, vol. 51(C).
  50. Ronan C Lyons, 2017. "Credit conditions and the housing price ratio: evidence from Ireland's bubble and crash," Trinity Economics Papers tep0717, Trinity College Dublin, Department of Economics.
  51. William Miles, 2020. "The Dynamics of House Prices and Income in the UK," International Real Estate Review, Global Social Science Institute, vol. 23(3), pages 397-416.
  52. Sefa Awaworyi Churchill & Siew Ling Yew & Thi Minh Thu Nguyen, 2022. "Health status and housing tenure decisions of older Australians," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(4), pages 966-989, December.
  53. G. K. Randolph Tan, 2006. "Robust Inference for Measures of Persistence in Singapore Sectoral Property Price Indexes," Journal of Property Research, Taylor & Francis Journals, vol. 23(4), pages 305-321, October.
  54. Kishor, N. Kundan & Marfatia, Hardik A. & Nam, Gooan & Rizi, Majid Haghani, 2022. "The local employment effect of house prices: Evidence from U.S. States," Journal of Housing Economics, Elsevier, vol. 55(C).
  55. Barot, Bharat & Takala, Kari, 1998. "House prices and inflation: a cointegration analysis for Finland and Sweden," Bank of Finland Research Discussion Papers 12/1998, Bank of Finland.
  56. I-Chun Tsai & Chien-Wen Peng, 2012. "A panel data analysis for housing affordability in Taiwan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 335-350, April.
  57. Christos S. Savva, 2018. "Factors Affecting Housing Prices: International Evidence," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 12(2), pages 87-96, December.
  58. Robert Webb & Duncan Watson & Steven Cook, 2021. "Price adjustment in the London housing market," Urban Studies, Urban Studies Journal Limited, vol. 58(1), pages 113-130, January.
  59. Panayiotis Tzeremes, 2022. "The Asymmetric Effects of Regional House Prices in the UK: New Evidence from Panel Quantile Regression Framework," Studies in Microeconomics, , vol. 10(1), pages 7-22, June.
  60. Yu Chen & Kenneth Gibb & Chris Leishman & Robert Wright, 2012. "The Impact of Population Ageing on House Prices: A Micro-simulation Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(5), pages 523-542, November.
  61. Kenny, Geoff, 1999. "Modelling the demand and supply sides of the housing market: evidence from Ireland1," Economic Modelling, Elsevier, vol. 16(3), pages 389-409, August.
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