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Regional US House Price Formation: One Model Fits All?
Anundsen, André K.; Heebøll, Christian - 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/10012143846
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The demand for new housing in Turkey: an application of ARDL model
Halicioglu, Ferda - In: Global Business and Economics Review 9 (2007) 1, pp. 62-74
This study provides empirical estimates for new residential homes demand function in Turkey using the time series data … for the period 1964â2004. An aggregate demand function for new private dwellings in Turkey is formed and is estimated … using bounds testing cointegration procedure proposed by Pesaran et al. (2001) to compute the short and long …
Persistent link: https://www.econbiz.de/10005753862
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The demand for new housing in Turkey: an application of ARDL model
Halicioglu, Ferda - In: Global Business and Economics Review 9 (2007) 1, pp. 62-74
This study provides empirical estimates for new residential homes demand function in Turkey using the time series data … for the period 1964–2004. An aggregate demand function for new private dwellings in Turkey is formed and is estimated … using bounds testing cointegration procedure proposed by Pesaran et al. (2001) to compute the short and long …
Persistent link: https://www.econbiz.de/10008538866
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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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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/10012389122
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A Dynamic Analysis of Mortgage Arrears in the UK Housing Market
Figueira, Catarina; Glen, John; Nellis, Joseph - EconWPA - 2005
The UK economy has enjoyed an unprecedented period of positive economic growth since the early 1990s. The absence of recession for more than a decade has been accompanied by a sustained decline in the level of mortgage arrears, as reported by major lenders. This paper seeks to examine the...
Persistent link: https://www.econbiz.de/10005062515
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Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise – Ein ARDL-Ansatz für Deutschland
Belke, Ansgar - In: Journal of Economics and Statistics (Jahrbuecher fuer … 230 (2010) 2, pp. 138-162
Distributed Lag (ARDL) approach we test for cointegration among the relevant variables. After estimating the long-run coefficients … the application of a more traditional cointegration testing procedure in the spirit of Johansen and Juselius. …
Persistent link: https://www.econbiz.de/10008574296
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Housing Prices and Fundamentals: The Role of a Supply Shifter
Durmaz, Nazif - Volkswirtschaftliche Fakultät, … - 2011
This paper empirically investigates cointegrating relation between housing prices and economic fundamental variables in the US housing market. Employing simple yet rigorous econometric techniques, the present paper finds strong evidence in favor of cointegrating relations in most US states when...
Persistent link: https://www.econbiz.de/10008836723
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Economic regime shifts and the US subprime bubble
Anundsen, André Kallåk - 2013
of financing. -- cointegration ; regime shifts ; US housing bubble ; subprime lending ; bubble indicator …
Persistent link: https://www.econbiz.de/10009704286