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Regional US house price formation: One model fits all?
Anundsen, André Kallåk; Heebøll, Christian - Norges Bank - 2014
Does a "one model fits all" approach apply to the econometric modeling of regional house price determination? To answer this question, we utilize a panel of 100 US Metropolitan Statistical Areas over the period 1980q1-2010q2. For each area we estimate a separate cointegrated VAR model, focusing...
Persistent link: https://www.econbiz.de/10010789791
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Bounds testing approaches to housing demand in Turkey : is there a real estate bubble?
Solak, Ali Osman; Kabadayı, Burhan - In: International journal of economics and financial issues … 6 (2016) 3, pp. 1132-1135
Persistent link: https://www.econbiz.de/10011698013
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Import demand function for Turkey
Çulha, Olcay Yücel; Eren, Okan; Öğünç, Ferya - In: Central Bank review / Central Bank of the Republic of Turkey 19 (2019) 1, pp. 9-19
This study revisits the import demand function for Turkey using the newly defined national income data and examines the …
Persistent link: https://www.econbiz.de/10012000879
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House prices and tourism development in Cyprus : a contemporary perspective
Alola, Andrew A.; Asongu, Simplice; Alola, Uju V. - 2019
Lag (ARDL)-bound test model. The empirical results indicate a significant evidence of cointegration. Indicatively, an …
Persistent link: https://www.econbiz.de/10012107815
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European housing prices through the lens of trends
Melecky, Ales; Paksi, Daniel - In: Prague economic papers : a bimonthly journal of … 32 (2023) 5, pp. 488-519
prices. We employ correlations, innovative trend and gap approaches, and cointegration analysis to study the long …
Persistent link: https://www.econbiz.de/10014516256
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The Housing Market-Bank Credit Relationship: Some Thoughts on Its Causality
Arestis, Philip; González, Ana Rosa - In: Panoeconomicus 61 (2014) 2, pp. 145-160
1970 to 2011. The non-stationary “nature†of our data recommends the use of cointegration techniques (Søren Johansen …
Persistent link: https://www.econbiz.de/10011134484
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A Survey-Based Analysis of Housing Market
Erdem, Orhan; Coskun, Ali - Research Department, Borsa İstanbul - 2012
This paper analyses the dynamics of housing market in Turkey using a cointegration analysis. For this purpose a monthly … simultaneously analyzing the demand/supply sides of the housing market in Turkey. …
Persistent link: https://www.econbiz.de/10010752774
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Do House Prices Reflect Fundamentals? Aggregate and Panel Data Evidence
Mikhed, Vyacheslav; Zemcik, Petr - Center for Economic Research and Graduate Education and … - 2007
cointegration tests with aggregate data indicate that house rent is the only fundamental which has the same order of integration as …
Persistent link: https://www.econbiz.de/10005086599
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Testing for Bubbles in Housing Markets: A Panel Data Approach
Mikhed, Vyacheslav; Zemcik, Petr - Center for Economic Research and Graduate Education and … - 2007
We employ recently developed cross-sectionally robust panel data tests for unit roots and cointegration to find whether …
Persistent link: https://www.econbiz.de/10005086642
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The Time-Series Properties of House Prices: A Case Study of the Southern California Market
Gupta, Rangan; Miller, Stephen M. - Department of Economics, University of Nevada-Las Vegas - 2009
areas (MSAs). First, we perform cointegration tests of the house price indexes for the MSAs, finding seven cointegrating …
Persistent link: https://www.econbiz.de/10005187655