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House Price Dynamics: An International Empirical Perspective
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- Shen, Chung-Hua & Lee, Yen Hsien & Wu, Meng-Wen & Guo, Na, 2016. "Does housing boom lead to credit boom or is it the other way around? The case of China," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 349-367.
- Nicodemo, Catia & Raya, Josep Maria, 2012.
"Change in the distribution of house prices across Spanish cities,"
Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 739-748.
- Nicodemo, Catia & Raya, Josep M., 2012. "Change in the Distribution of House Prices across Spanish Cities," IZA Discussion Papers 6503, Institute of Labor Economics (IZA).
- Elias Oikarinen & Janne Engblom, 2012.
"Regional differences in housing price dynamics: panel data evidence,"
ERES
eres2012_059, European Real Estate Society (ERES).
- Elias Oikarinen & Janne Engblom, 2014. "Regional differences in housing price dynamics: Panel data evidence," Discussion Papers 94, Aboa Centre for Economics.
- Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009.
"Canadian city housing prices and urban market segmentation,"
Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
- Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1132-1149, August.
- Jason Allen & Robert Amano & David Byrne & Allan Gregory, 2006. "Canadian City Housing Prices and Urban Market Segmentation," Staff Working Papers 06-49, Bank of Canada.
- Karl E Case & John M Quigley & Robert J Shiller, 2003.
"Home-buyers, Housing and the Macroeconomy,"
RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy,
Reserve Bank of Australia.
- Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2003. "Home-buyers, Housing and the Macroeconomy," Berkeley Program on Housing and Urban Policy, Working Paper Series qt0v59r392, Berkeley Program on Housing and Urban Policy.
- Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2015. "House prices: bubbles, exuberance or something else? Evidence from euro area countries," Working Papers w201517, Banco de Portugal, Economics and Research Department.
- Case Karl E. & Quigley John M. & Shiller Robert J., 2005.
"Comparing Wealth Effects: The Stock Market versus the Housing Market,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-34, May.
- Karl E. Case & Robert J. Shiller & John M. Quigley, 2001. "Comparing Wealth Effects: The Stock Market Versus the Housing Market," NBER Working Papers 8606, National Bureau of Economic Research, Inc.
- Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2005. "Comparing Wealth Effects: The Stock Market versus the Housing Market," Berkeley Program on Housing and Urban Policy, Working Paper Series qt28d3s92s, Berkeley Program on Housing and Urban Policy.
- Karl E. Case, John M. Quigley, Robert J. Shiller., 2001. "Comparing Wealth Effects: The Stock Market versus The Housing Market," Economics Working Papers E01-308, University of California at Berkeley.
- Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2001. "Comparing Wealth Effects: The Stock Market versus The Housing Market," Department of Economics, Working Paper Series qt44k6g6vx, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Karl E. Case & John M. Quigley & Robert J. Shiller, 2001. "Comparing Wealth Effects: The Stock Market versus the Housing Market," Cowles Foundation Discussion Papers 1335, Cowles Foundation for Research in Economics, Yale University.
- Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2012. "Comparing Wealth Effects: The Stock Market versus The Housing Market," Department of Economics, Working Paper Series qt6px1d1sc, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Antonakakis, Nikolaos & Floros, Christos, 2016. "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 111-122.
- Ms. Rima A Turk, 2015. "Housing Price and Household Debt Interactions in Sweden," IMF Working Papers 2015/276, International Monetary Fund.
- Sanghyun Kim & Juhyung Kim & Jaejun Kim, 2016. "Structural Changes in the Korean Housing Market before and after Macroeconomic Fluctuations," Sustainability, MDPI, vol. 8(5), pages 1-20, April.
- Salvati, Luca & Ciommi, Maria Teresa & Serra, Pere & Chelli, Francesco M., 2019. "Exploring the spatial structure of housing prices under economic expansion and stagnation: The role of socio-demographic factors in metropolitan Rome, Italy," Land Use Policy, Elsevier, vol. 81(C), pages 143-152.
- Aizenman, Joshua & Jinjarak, Yothin, 2009.
"Current account patterns and national real estate markets,"
Journal of Urban Economics, Elsevier, vol. 66(2), pages 75-89, September.
- Joshua Aizenman & Yothin Jinjarak, 2008. "Current Account Patterns and National Real Estate Markets," NBER Working Papers 13921, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Jinjarak, Yothin, 2008. "Current account patterns and national real estate markets," Santa Cruz Department of Economics, Working Paper Series qt1rh4s127, Department of Economics, UC Santa Cruz.
- Lee, Gabriel S., 1999. "Housing Investment Dynamics, Period of Production, and Adjustment Costs," Journal of Housing Economics, Elsevier, vol. 8(1), pages 1-25, March.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015.
"The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US,"
Applied Economics, Taylor & Francis Journals, vol. 47(22), pages 2259-2277, May.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 201226, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 1209, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers 2012-12, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 15-27, Eastern Mediterranean University, Department of Economics.
- Hussain Mohammed A. Al Obaid, 2020. "Factors Determining Housing Demand in Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 150-157.
- Englund, Peter & Hwang, Min & Quigley, John M, 2002.
"Hedging Housing Risk,"
The Journal of Real Estate Finance and Economics, Springer, vol. 24(1-2), pages 167-200, Jan.-Marc.
- Peter ENGLUND & Min HWANG & John M. QUIGLEY, 2000. "Hedging Housing Risk," FAME Research Paper Series rp26, International Center for Financial Asset Management and Engineering.
- Englund, Peter & Hwang, Min & Quigley, John M., 2001. "Hedging Housing Risk," SIFR Research Report Series 2, Institute for Financial Research.
- Englund, Peter & Hwang, Min & Quigley, John M., 2002. "Hedging Housing Risk," Berkeley Program on Housing and Urban Policy, Working Paper Series qt06t5d6v0, Berkeley Program on Housing and Urban Policy.
- Barot, Bharat & Takala, Kari, 1998. "House prices and inflation : a cointegration analysis for Finland and Sweden," Research Discussion Papers 12/1998, Bank of Finland.
- Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 18, European Central Bank.
- John J. García & Daniel Mateo Cossio & Ricardo Mesa Urhan, 2017. "Efectos de mecanismos institucionales en el precio de la vivienda nueva en Medellín," Documentos de Trabajo de Valor Público 15658, Universidad EAFIT.
- Lennart Berg, 2002.
"Prices on the second-hand market for Swedish family houses: correlation, causation and determinants,"
European Journal of Housing Policy, Taylor and Francis Journals, vol. 2(1), pages 1-24.
- Berg, Lennart, 2000. "Prices on the Second-hand Market for Swedish Family Houses – Correlation, Causation and Determinants," Working Paper Series 2000:7, Uppsala University, Department of Economics.
- Berg, L., 2000. "Prices on the Second-Hand Market for Swedish Family Houses -Correlation, Causation and Determinants," Papers 2000:7, Uppsala - Working Paper Series.
- Piazzesi, M. & Schneider, M., 2016.
"Housing and Macroeconomics,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1547-1640,
Elsevier.
- Schneider, Martin & Piazzesi, Monika, 2016. "Housing and macroeconomics," CEPR Discussion Papers 11519, C.E.P.R. Discussion Papers.
- Monika Piazzesi & Martin Schneider, 2016. "Housing and Macroeconomics," NBER Working Papers 22354, National Bureau of Economic Research, Inc.
- Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2020. "The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 607-670, November.
- repec:diw:diwwpp:dp758 is not listed on IDEAS
- Christophe Blot, 2006. "Peut-on parler de bulle sur le marché immobilier au Luxembourg ?," BCL working papers 20, Central Bank of Luxembourg.
- 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.
- Sven Rady & François Ortalo-Magné, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CESifo Working Paper Series 470, CESifo.
- Rady, Sven & Ortalo-Magné, François, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CEPR Discussion Papers 3015, C.E.P.R. Discussion Papers.
- François Ortalo-Magné & Sven Rady, 2002. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," Wisconsin-Madison CULER working papers 02-01, University of Wisconsin Center for Urban Land Economic Research.
- Sven Rady, 2001. "Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints," FMG Discussion Papers dp375, Financial Markets Group.
- Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 50, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Kholodilin, Konstantin A. & Michelsen, Claus, 2019.
"Zehn Jahre nach dem großen Knall: wie ist es um die Stabilität der internationalen Immobilienmärkte bestellt?,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 5(1), pages 67-87.
- Konstantin A. Kholodilin & Claus Michelsen, 2019. "Zehn Jahre nach dem großen Knall: wie ist es um die Stabilität der internationalen Immobilienmärkte bestellt? [Ten years after a Big Bang: How stable are the international housing markets?]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 5(1), pages 67-87, November.
- 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.
- Agustin Benetrix & Barry Eichengreen & Kevin H. O'Rourke, 2011. "How Housing Slumps End," The Institute for International Integration Studies Discussion Paper Series iiisdp384, IIIS.
- Kevin Hjortshøj O'Rourke & Augustin S. Benetrix and Barry Eichengreen, 2011. "How Housing Slumps End," Economics Series Working Papers 577, University of Oxford, Department of Economics.
- Agnello, Luca & Schuknecht, Ludger, 2011.
"Booms and busts in housing markets: Determinants and implications,"
Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
- Agnello, Luca & Schuknecht, Ludger, 2009. "Booms and busts in housing markets: determinants and implications," Working Paper Series 1071, European Central Bank.
- Ozdemir Dicle, 2020. "Time-Varying Housing Market Fluctuations: Evidence from the U.S. Housing Market," Real Estate Management and Valuation, Sciendo, vol. 28(2), pages 89-99, June.
- Mikaela Backman & Lina Bjerke, 2014.
"Returns to higher education: a regional perspective,"
Chapters, in: Charlie Karlsson & Börje Johansson & Kiyoshi Kobayashi & Roger R. Stough (ed.), Knowledge, Innovation and Space, chapter 10, pages 237-264,
Edward Elgar Publishing.
- Backman, Mikaela & Bjerke, Lina, 2009. "Returns to Higher Education - a regional perspective," Working Paper Series in Economics and Institutions of Innovation 171, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- John García Rendón & Carlos Esteban Posada Posada, 2022.
"Determinantes de los precios relativos de la vivienda: Bogotá versus Medellín,"
Coyuntura Económica, Fedesarrollo, vol. 52, pages 93-105, December.
- Jhon Jairo García Rendón & Carlos Esteban Posada & Hermilson Velasquez, 2019. "Determinantes de los precios relativos de la vivienda: Bogotá versus Medellín," Documentos de Trabajo de Valor Público 17333, Universidad EAFIT.
- Røed Larsen, Erling & Weum, Steffen, 2008. "Testing the efficiency of the Norwegian housing market," Journal of Urban Economics, Elsevier, vol. 64(2), pages 510-517, September.
- John Jairo García & Nathalia Cadavid & Érika Aristizábal, 2018.
"Efectos del crédito hipotecario sobre el precio de la vivienda nueva NO VIS en Medellín,"
Documentos de Trabajo de Valor Público
17009, Universidad EAFIT.
- John J. Garcia-Rendon & Natalia Cadavid Arcila & Erika Tatiana Aristizábal Zuluaga, 2018. "Efectos del crédito hipotecario sobre el precio de la vivienda nueva NO VIS en Medellín," Documentos de Trabajo de Valor Público 16976, Universidad EAFIT.
- Plaut, Pnina Ohanna & Plaut, Steven E., 1998. "Endogenous Identification of Multiple Housing Price Centers in Metropolitan Areas," Journal of Housing Economics, Elsevier, vol. 7(3), pages 193-217, September.
- Bo Malmberg, 2010. "Low Fertility and the Housing Market: Evidence from Swedish Regional Data [Basse Fécondité et Marché du Logement: Une Analyse de Données Régionales Suédoises]," European Journal of Population, Springer;European Association for Population Studies, vol. 26(2), pages 229-244, May.
- Suarez, Javier & Ceron, Jose A., 2006.
"Hot and Cold Housing Markets: International Evidence,"
CEPR Discussion Papers
5411, C.E.P.R. Discussion Papers.
- José Cerón & Javier Suarez, 2006. "Hot and Cold Housing Markets: International Evidence," Working Papers wp2006_0603, CEMFI.
- Richard Meese & Nancy Wallace, 2003. "House Price Dynamics and Market Fundamentals: The Parisian Housing Market," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 1027-1045, May.
- Rosenberg, Signe, 2019.
"The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries,"
Journal of Housing Economics, Elsevier, vol. 46(C).
- Signe Rosenberg, 2018. "The Effects of Conventional and Unconventional Monetary Policy on House Prices in the Scandinavian Countries," TUT Economic Research Series 44, Department of Finance and Economics, Tallinn University of Technology.
- Arteaga Cabrales, Carolina & Huertas-Campos, Carlos Alfonso & Olarte Armenta, Sergio, 2013.
"Índice de desbalance macroeconómico,"
Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 8, pages 301-336,
Banco de la Republica de Colombia.
- Carolina Arteaga cabrales & Carlos Huertas Campos & Sergio Olarte Armenta, 2012. "Índice de Desbalance Macroeconómico," Borradores de Economia 744, Banco de la Republica de Colombia.
- Carolina Arteaga & Carlos Huertas Campos & Sergio Olarte Armenta, 2012. "Índice de Desbalance Macroeconómico," Borradores de Economia 10077, Banco de la Republica.
- Ming‐Chi Chen & Chia‐Chien Chang & Shih‐Kuei Lin & So‐De Shyu, 2010. "Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 399-422, June.
- 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.
- 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.
- Gao, Qishuo & Shi, Vivien & Pettit, Christopher & Han, Hoon, 2022. "Property valuation using machine learning algorithms on statistical areas in Greater Sydney, Australia," Land Use Policy, Elsevier, vol. 123(C).
- Engerstam, Sviatlana, 2020. "Macroeconomic determinants of apartment prices in Swedish and German cities," Working Paper Series 20/2, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
- Frontczak, Robert & Rostek, Stefan, 2015. "Modeling loss given default with stochastic collateral," Economic Modelling, Elsevier, vol. 44(C), pages 162-170.
- Al-Sulami, Dawlah & Jiang, Zhenyu & Lu, Zudi & Zhu, Jun, 2017. "Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data," Econometrics and Statistics, Elsevier, vol. 2(C), pages 22-35.
- Karakoyun, Hulya Deniz & Yildirim, Nurtac, 2017. "Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 13(3).
- Chang, Kuang-Liang, 2010. "House price dynamics, conditional higher-order moments, and density forecasts," Economic Modelling, Elsevier, vol. 27(5), pages 1029-1039, September.
- Zull Kepili, Ema Izati, 2020. "The Impact of Macroeconomic Factors on the House Prices during Liberalisation," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 54(2), pages 1-12.
- F Chorley & C Liu, 2021. "Does UK social housing affect housing prices and economic growth? An application of the ARDL model," Economic Issues Journal Articles, Economic Issues, vol. 26(1), pages 21-43, March.
- James McGibany & Farrokh Nourzad, 2004. "Do lower mortgage rates mean higher housing prices?," Applied Economics, Taylor & Francis Journals, vol. 36(4), pages 305-313.
- Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
- Benítez-Silva, Hugo & Eren, Selçuk & Heiland, Frank & Jiménez-Martín, Sergi, 2015.
"How well do individuals predict the selling prices of their homes?,"
Journal of Housing Economics, Elsevier, vol. 29(C), pages 12-25.
- Hugo Benitez-Silva & Selcuk Eren & Frank Heiland & Sergi Jimenez-Martin, 2007. "How well do Individuals predict the Selling Prices of their Homes?," Department of Economics Working Papers 07-06, Stony Brook University, Department of Economics.
- Hugo Benitez-Silva & Selcuk Eren & Frank Heiland & Sergi Jimenez-Martín, 2009. "How Well Do Individuals Predict the Selling Prices of Their Homes?," Economics Working Paper Archive wp_571, Levy Economics Institute.
- Hugo Benítez-Silva & Selcuk Eren & Frank Heiland & Sergi Jiménez-Martín, 2008. "How well do individuals predict the selling prices of their homes?," Economics Working Papers 1065, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
- Hugo Benítez-Silva & Selcuk Eren & Frank Heiland & Sergi Jiménez-Martín, 2008. "How Well do Individuals Predict the Selling Prices of their Homes?," Working Papers 2008-10, FEDEA.
- Alla Koblyakova & Larisa Fleishman & Orly Furman, 2022. "Accuracy of Households’ Dwelling Valuations, Housing Demand and Mortgage Decisions: Israeli Case," The Journal of Real Estate Finance and Economics, Springer, vol. 65(1), pages 48-74, July.
- Englund, Peter & Quigley, John M. & Redfearn, Christian L., 1998. "Improved Price Indexes for Real Estate: Measuring the Course of Swedish Housing Prices," Journal of Urban Economics, Elsevier, vol. 44(2), pages 171-196, September.
- repec:zbw:bofrdp:1998_012 is not listed on IDEAS
- Chang, Kuang-Liang, 2020. "Are cyclical patterns of international housing markets interdependent?," Economic Modelling, Elsevier, vol. 88(C), pages 14-24.
- Lunde, Jens, 2006. "The owner-occupiers’ capital structure during a house price boom," Working Papers 2005-3, Copenhagen Business School, Department of Finance.
- 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.
- Juan Ayuso & Fernando Restoy, 2003. "House prices and rents: an equilibrium asset pricing approach," Working Papers 0304, Banco de España.
- Elias Oikarinen & Janne Engblom, 2016. "Differences in housing price dynamics across cities: A comparison of different panel model specifications," Urban Studies, Urban Studies Journal Limited, vol. 53(11), pages 2312-2329, August.
- Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji & Tsukuda, Yoshihiko, 2020. "The impact of quantitative easing and carry trade on the real estate market in Hong Kong," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 958-976.
- Seow Ong & Poh Neo & Yong Tu, 2008. "Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 36(3), pages 265-287, April.
- Eichholtz, Piet & Straetmans, Stefan & Theebe, Marcel, 2012. "The Amsterdam rent index: The housing market and the economy, 1550–1850," Journal of Housing Economics, Elsevier, vol. 21(4), pages 269-282.
- Karaman Örsal, Deniz Dilan, 2014. "Do the global stochastic trends drive the real house prices in OECD countries?," Economics Letters, Elsevier, vol. 123(1), pages 9-13.
- Samya Beidas-Strom & Weicheng Lian & Ashwaq Maseeh, 2009. "The Housing Cycle in Emerging Middle Eastern Economies and its Macroeconomic Policy Implications," IMF Working Papers 2009/288, International Monetary Fund.
- 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.
- Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014. "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers 201450, University of Pretoria, Department of Economics.
- Ashot Tsharakyan & Petr Zemcik, 2011. "Rent Deregulation, Tenure Choice, and Real Estate Price Expectations," CERGE-EI Working Papers wp430, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Jorge Martínez Pagés & Luis Ángel Maza, 2003. "Analysis of house prices in Spain," Working Papers 0307, Banco de España.
- Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011.
"An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa,"
Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
- Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
- Leung, Charles, 2004.
"Macroeconomics and housing: a review of the literature,"
Journal of Housing Economics, Elsevier, vol. 13(4), pages 249-267, December.
- Charles Ka Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Discussion Papers 00004, Chinese University of Hong Kong, Department of Economics.
- Charles Ka-Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Departmental Working Papers _164, Chinese University of Hong Kong, Department of Economics.
- García Rendon, John Jairo & Cossio Sepúlveda, Daniel Mateo & Mesa Urhan, Ricardo, 2018. "Efectos del canal del crŽdito sobre el precio de la vivienda nueva en Medell’n - Colombia || Credit channel effects on new residential property prices: Evidence from Medell’n, Colombia," 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. 26(1), pages 104-127, Diciembre.
- 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.
- Małgorzata Blaszke & Anna Oleńczuk-Paszel & Agnieszka Sompolska-Rzechuła & Monika Śpiewak-Szyjka, 2024. "Demographic Change and the Housing Stock of Large and Medium-Sized Cities in the Context of Sustainable Development," Sustainability, MDPI, vol. 16(24), pages 1-25, December.
- Karol Jan Borowiecki, 2012.
"Dynamics of a Protected Housing Market: The Case of Switzerland,"
Urban Studies, Urban Studies Journal Limited, vol. 49(14), pages 3195-3210, November.
- Karol Jan BOROWIECKI, 2011. "Dynamics of a Protected Housing Market: The Case of Switzerland," Trinity Economics Papers tep1011, Trinity College Dublin, Department of Economics, revised Oct 2011.
- Ayuso, Juan & Restoy, Fernando, 2006. "House prices and rents: An equilibrium asset pricing approach," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 371-388, June.
- Kuang Kuang Deng & Siu Kei Wong, 2023. "Revisiting the Autocorrelation of Real Estate Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 67(2), pages 243-263, August.
- David Mazáček & Jiří Panoš, 2022. "Key determinants of new residential real estate prices in Prague," FFA Working Papers 5.002, Prague University of Economics and Business, revised 11 Apr 2023.
- Schulz, Rainer, 2002. "Real estate valuation according to standardized methods: An empirical analysis," SFB 373 Discussion Papers 2002,55, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lan, Hao & Moreira, Fernando & Zhao, Sheng, 2023. "Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 841-859.
- 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.
- Diana Kasparova & Michael White, 2001. "The Responsiveness Of House Prices To Macroeconomic Forces: A Cross-Countr Y Comparison," European Journal of Housing Policy, Taylor and Francis Journals, vol. 1(3), pages 385-416.
- Ioannis Ganoulis & Massimo Giuliodori, 2011. "Financial liberalization and house price dynamics in Europe," Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2671-2688.
- Kholodilin Konstantin A. & Menz Jan-Oliver & Siliverstovs Boriss, 2010.
"What Drives Housing Prices Down? Evidence from an International Panel,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(1), pages 59-76, February.
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