Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models
| Year of publication: |
2017
|
|---|---|
| Authors: | Zhang, Hanxiong ; Hudson, Robert ; Metcalf, Hugh ; Manahov, Viktor |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 2, p. 617-640
|
| Subject: | Institutional changes | Time-varying parameters | Bubbles | Housing market | Institutioneller Wandel | Institutional change | Spekulationsblase | Wohnungsmarkt | Strukturbruch | Structural break | Schätzung | Estimation | Immobilienmarkt | Real estate market | Immobilienpreis | Real estate price | Großbritannien | United Kingdom |
-
Spillover in the UK housing market
Blatt, Dominik, (2021)
-
Bubble tests in the London housing market : a borough level analysis
Petris, Panagiotis, (2022)
-
Are house prices responsible for unemployment persistence?
Ernst, Ekkehard, (2018)
- More ...
-
Do house prices overreact to relevant information? : new evidencefrom the UK housing market
Zhang, Hanxiong, (2015)
-
Identification of house price bubbles using user cost in a state space model
Zhang, Hanxiong, (2015)
-
Political Uncertainty and Sentiment : Evidence From the Impact of Brexit on Financial Markets
Hudson, Robert, (2020)
- More ...