Panel Probit model over the period 1980-2007. It finds that 1) most recent housing booms have been very persistent and of a …

Panel Probit model over the period 1980-2007. It finds that 1) most recent housing booms have been very persistent and of a …

We employ recently developed cross-sectionally robust panel data tests for unit roots and cointegration to find whether … ten-year periods, price-rent ratios, and the panel data tests to construct a bubble indicator. The indicator is high for … the late 1980s, early 1990s and since the late 1990s for both panels. Finally, evidence based on panel data Granger …

to an apartment purchase. State-of-the art panel data stationarity and Granger causality techniques are employed to test …

. Therefore, we conduct panel data stationarity tests which are robust to cross-sectional dependence and have greater power than …

to the literature by analysing a unique panel dataset covering a wide range of real estate market data and other economic … etablieren. Es trägt zur Literatur bei, indem es einen einzigartigen Panel-Datensatz analysiert, der eine breite Palette …

. Design/methodology/approach: The paper uses a data set over the period 2000-2020, employing a panel data analysis based on …

recent advances in panel econometrics that allow for spatial heterogeneity, cross-sectional dependence, and non …

Using panel data from 17 countries with varying economic circumstances from 1974 to 2019, we estimate regression models …

Using panel data from 17 countries with varying economic circumstances from 1974 to 2019, we estimate regression models …