Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Luis A. Gil-Alana, Rangan Gupta and Fernando Perez de Gracia
| Year of publication: |
Jul-Aug 2016
|
|---|---|
| Authors: | Gil-Alaña, Luis A. ; Gupta, Rangan ; Perez de Gracia, Fernando |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 34/36, p. 3244-3252
|
| Subject: | US house prices | long span annual data | long memory | non-linear trends | Immobilienpreis | Real estate price | Zeitreihenanalyse | Time series analysis | USA | United States | Schätzung | Estimation | OECD-Staaten | OECD countries | Mean Reversion | Mean reversion | Großbritannien | United Kingdom | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1136402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011617196