Predicting returns and rent growth in the housing market using the rent-price ratio : evidence from the OECD countries
Tom Engsted, Thomas Q. Pedersen (CREATES, Department of Economics and Business, Aarhus University, Aarhus, Denmark)
| Year of publication: |
May 2015
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|---|---|
| Authors: | Engsted, Tom ; Pedersen, Thomas Q. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 53.2015, p. 257-275
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| Subject: | Housing market predictability | Dynamic Gordon growth model | Rent-price ratio | VAR model | Expectations | Money illusion | OECD countries | OECD-Staaten | Miete | Rent | Wohnungsmarkt | Housing market | Immobilienpreis | Real estate price | Prognoseverfahren | Forecasting model | Immobilienmarkt | Real estate market | VAR-Modell | Prognose | Forecast | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2015.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475981