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Do house prices reflect fundamentals? : Aggregate and panel evidence

Mikhed, Vyacheslav; Zemčík, Petr - 2007

Persistent link: https://www.econbiz.de/10003606124

Do House Prices Reflect Fundamentals? Aggregate and Panel Data Evidence

Mikhed, Vyacheslav - 2009

cointegration tests with aggregate data indicate that house rent is the only fundamental which has the same order of integration as …. Therefore, we conduct panel data stationarity tests which are robust to cross-sectional dependence and have greater power than …

Persistent link: https://www.econbiz.de/10013155512

Testing for bubbles in housing markets : a panel data approach

Mikhed, Vyacheslav; Zemčik, Petr - In: The journal of real estate finance and economics 38 (2009) 4, pp. 366-386

Persistent link: https://www.econbiz.de/10003835182

Testing for bubbles in housing markets: a panel data approach

Mikhed, Vyacheslav; Zemčik, Petr - 2007

Persistent link: https://www.econbiz.de/10003606129

Could the bubble in U.S. house prices have been detected in real time?

Benati, Luca - 2017

I explore whether time-series methods exploiting the long-run equilibrium properties of the housing market might have detected the disequilibrium in U.S. house prices which pre-dated the Great Recession as it was building up. Based on real-time data, I show that a VAR in levels identified as in...

Persistent link: https://www.econbiz.de/10011824294

Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Detecting bubbles in Hong Kong residential property market

Yiu, Matthew S.; Yu, Jun; Lu, Jin - In: Journal of Asian economics 28 (2013), pp. 115-124

Persistent link: https://www.econbiz.de/10010400859

Housing Markets in Central and Eastern Europe : Is There a Bubble in the Czech Republic?

Zemcik, Petr - 2009

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

Persistent link: https://www.econbiz.de/10014203535

Housing markets in Central and Eastern Europe: Is there a bubble in the Czech Republic?

Zemčik, Petr - 2009

Persistent link: https://www.econbiz.de/10003914728

Testing the housing price bubbles based on the panel KSS with a fourier function test : evidence from 35 Chinese major cities

Wu, Tsung-Pao; Fan, Dian; Chang, Tsangyao - In: The empirical economics letters : a monthly … 14 (2015) 4, pp. 315-329

Persistent link: https://www.econbiz.de/10011418848