House price synchronization across the US states : the role of structural oil shocks
Year of publication: |
2021
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Authors: | Sheng, Xin ; Marfatia, Hardik A. ; Gupta, Rangan ; Ji, Qiang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 56.2021, p. 1-10
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Subject: | Bayesian dynamic factor model | Housing market synchronization | Local projection method | Structural oil shocks | Immobilienpreis | Real estate price | Ölpreis | Oil price | USA | United States | Schock | Shock | Bayes-Statistik | Bayesian inference | Wohnungsmarkt | Housing market | Schätzung | Estimation | Konjunkturzusammenhang | Business cycle synchronization |
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