Housing price uncertainty and housing prices in the UK in a time-varying environment
Mehmet Balcilar, Gizem Uzuner, Festus Victor Bekun, Mark E. Wohar
| Year of publication: |
2023
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|---|---|
| Authors: | Balcilar, Mehmet ; Uzuner, Gizem ; Bekun, Festus Victor ; Wohar, Mark E. |
| Published in: |
Empirica : journal of european economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-6911, ZDB-ID 1478725-8. - Vol. 50.2023, 2, p. 523-549
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| Subject: | Housing price dynamic | Housing price uncertainty | Rolling and recursive-rolling estimation | Time-varying parameter Granger causality | United Kingdom | Immobilienpreis | Real estate price | Großbritannien | Schätzung | Estimation | Kausalanalyse | Causality analysis | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-023-09567-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014251826