Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
Year of publication: |
2014
|
---|---|
Authors: | André, Christophe ; Gil-Alaña, Luis A. ; Gupta, Rangan |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 16/18, p. 2127-2138
|
Subject: | housing | price-to-income ratio | price-to-rent ratio | fractional integration | persistence | long memory | OECD-Staaten | OECD countries | Zeitreihenanalyse | Time series analysis | Wohnungsmarkt | Housing market |
-
Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries
Andre, Christophe, (2013)
-
Persistence in tax revenues : evidence from some OECD countries
Caporale, Guglielmo Maria, (2023)
-
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria, (2021)
- More ...
-
André, Christophe, (2018)
-
The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach
Gil-Alaña, Luis A., (2016)
-
Spillovers between US real estate and financial assets in time and frequency domains
Tiwari, Aviral Kumar, (2020)
- More ...