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Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity

Citations

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Cited by:

  1. Mohsen Bahmani-Oskooee & Hesam Ghodsi & Muris Hadzic, 2021. "On the Link between House Prices and House Permits: Asymmetric Evidence from 51 States of the United States of America," International Real Estate Review, Global Social Science Institute, vol. 24(3), pages 323-361.
  2. Petra Posedel & Maruška Vizek, 2011. "Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 584-600, December.
  3. 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.
  4. Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta, 2015. "Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function," Applied Economics, Taylor & Francis Journals, vol. 47(1), pages 32-53, January.
  5. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
  6. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2017. "Asymmetric Causality and Asymmetric Cointegration between Income and House Prices in the United States of America," International Real Estate Review, Global Social Science Institute, vol. 20(2), pages 127-165.
  7. MeiChi Huang, 2019. "A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1547-1563, April.
  8. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012. "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, vol. 29(3), pages 936-942.
  9. Amina Ahec �onje & Anita Ceh Casni & Maru�ka Vizek, 2012. "Does housing wealth affect private consumption in European post-transition countries? Evidence from linear and threshold models," Post-Communist Economies, Taylor & Francis Journals, vol. 24(1), pages 73-85, June.
  10. Zhang, Wei-Bin, 2016. "Economic Globalization and Interregional Agglomeration in a Multi-Country and Multi-Regional Neoclassical Growth Model," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 34, pages 95-121.
  11. Mobeen Ur Rehman & Sajid Ali & Syed Jawad Hussain Shahzad, 2020. "Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada," The Journal of Real Estate Finance and Economics, Springer, vol. 61(1), pages 39-54, June.
  12. Alqaralleh, Huthaifa & Canepa, Alessandra, 2020. "Housing market cycles in large urban areas," Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
  13. Benjamas Jirasakuldech & Riza Emekter & Thuy Bui, 2023. "Non-linear structures, chaos, and bubbles in U.S. regional housing markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 63-93, March.
  14. Robert Forster & Xiaojin Sun, 2024. "Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 477-504, October.
  15. 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.
  16. 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).
  17. Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2016. "Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 18(5), pages 517-532.
  18. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2019. "On the Link between Value of the Dollar and Housing Production in the U.S.: Evidence from State Level Data," International Real Estate Review, Global Social Science Institute, vol. 22(2), pages 231-274.
  19. Bahmani-Oskooee, Mohsen & Wu, Tsung-Pao, 2018. "Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality," Economic Analysis and Policy, Elsevier, vol. 60(C), pages 119-126.
  20. Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2022. "Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 64(1), pages 1-29, January.
  21. Katrakilidis, Constantinos & Trachanas, Emmanouil, 2012. "What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration," Economic Modelling, Elsevier, vol. 29(4), pages 1064-1069.
  22. repec:ipg:wpaper:2014-585 is not listed on IDEAS
  23. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021. "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 779-810.
  24. Chiang, Shu Ling & Tsai, Ming Shann, 2023. "Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 425-439.
  25. Canepa, Alessandra & Chini, Emilio Zanetti, 2016. "Dynamic asymmetries in house price cycles: A generalized smooth transition model," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 91-103.
  26. 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.
  27. Tsai, I-Chun & Peng, Chien-Wen, 2016. "Linear and nonlinear dynamic relationships between housing prices and trading volumes," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 172-184.
  28. Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam, 2018. "Asymmetric causality between the U.S. housing market and its stock market: Evidence from state level data," The Journal of Economic Asymmetries, Elsevier, vol. 18(C), pages 1-1.
  29. Rangan Gupta, 2012. "Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment," Working Papers 201214, University of Pretoria, Department of Economics.
  30. 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.
  31. Torben Klarl, 2016. "The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S," Economics Bulletin, AccessEcon, vol. 36(2), pages 704-720.
  32. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2018. "Link between Housing and Stock Markets: Evidence from OECD Using Asymmetry Analysis," International Real Estate Review, Global Social Science Institute, vol. 21(4), pages 447-471.
  33. Chien-Chiang Lee & Mei-Se Chien, 2011. "Empirical Modelling of Regional House Prices and the Ripple Effect," Urban Studies, Urban Studies Journal Limited, vol. 48(10), pages 2029-2047, August.
  34. Kurmaş Akdoğan, 2019. "Size and sign asymmetries in house price adjustments," Applied Economics, Taylor & Francis Journals, vol. 51(48), pages 5268-5281, October.
  35. Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016. "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers 201635, University of Pretoria, Department of Economics.
  36. Nissan, Edward & Payne, James E., 2013. "A Simple Test of σ-Convergence in U.S. Housing Prices across BEA Regions," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 43(2).
  37. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2018. "Asymmetric Causality between Unemployment Rate and House Prices in each State of the U.S," International Real Estate Review, Global Social Science Institute, vol. 21(1), pages 71-92.
  38. David G McMillan, 2012. "Long-run stock price-house price relation: evidence from an ESTR model," Economics Bulletin, AccessEcon, vol. 32(2), pages 1737-1746.
  39. 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.
  40. repec:eee:joecas:v:18:y:2018:i:c:p:- is not listed on IDEAS
  41. MeiChi Huang, 2014. "Monetary policy implications of housing shift-contagion across regional markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 589-608, October.
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