Search Results

From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices,
Chi-Young Choi and J. Andrew Hansz, in Journal of Financial Stability (2021)
Keywords: Banking integration; House price; Comovement; U.S. cities; Spillover effect;

Bubbles in House Prices and their Impact on Consumption: Evidence for the US,
Efthymios Pavlidis, Ivan Paya, David Peel and A M Spiru, from Lancaster University Management School, Economics Department (2009)
Keywords: Bubble, House prices, Consumption

Regional composition of national house price cycles in the US,
Jan Prüser and Torsten Schmidt, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2020)
Keywords: house price cycles, regional house prices, Markov switching

Regional composition of national house price cycles in the US,
Jan Prüser and Torsten Schmidt, in Regional Science and Urban Economics (2021)
Keywords: House price cycles; Regional house prices; Markov switching;

US House Price Bubbles and Busts,
James R. Follain and Seth Giertz, in Public Finance Review (2016)
Keywords: house price bubbles; property taxation; forecasting; financial crisis

Income Inequality and House Prices across US States,
Edmond Berisha, John Meszaros and Rangan Gupta, from City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2021)
Keywords: Inequality, House Prices, Regional Studies

Income inequality and house prices across US states,
Edmond Berisha, John Meszaros and Rangan Gupta, in The Quarterly Review of Economics and Finance (2023)
Keywords: Inequality; House Prices; Regional Studies;

Income Inequality and House Prices across US States,
Edmond Berisha, John Meszaros and Rangan Gupta, from University of Pretoria, Department of Economics (2021)
Keywords: Inequality, House Prices, Regional Studies

The Impact of Hurricanes on Housing Prices: Evidence from US Coastal Cities,
Anthony Murphy and Eric Strobl, from University Library of Munich, Germany (2009)
Keywords: hurricanes; house prices; US coastal cities

The Regional Pattern of the U.S. House Price Bubble – An Application of SPC to City Level Data,
Freese Julia, in Review of Economics (2015)
Keywords: statistical process control, real estate, bubble, regional U.S. house prices

Forecasting the US real house price index: Structural and non-structural models with and without fundamentals,
Rangan Gupta, Alain Kabundi and Stephen Miller, in Economic Modelling (2011)
Keywords: US House prices Forecasting DSGE models Factor augmented models Large-scale BVAR models

Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals,
Rangan Gupta, Alain Kabundi and Stephen Miller, from University of Pretoria, Department of Economics (2009)
Keywords: US House prices, Forecasting, DSGE models, Factor Augmented Models, Large-Scale BVAR models

The regional pattern of the U.S. house price bubble - An application of SPC to city level data,
Julia Freese, from Helmut Schmidt University, Hamburg (2013)
Keywords: statistical process control; real estate; bubble; regional U.S. house prices

Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals,
Rangan Gupta, Alain Kabundi and Stephen Miller, from University of Connecticut, Department of Economics (2009)
Keywords: US House prices, Forecasting, DSGE models, Factor Augmented Models, Large-Scale BVAR models

A Spatio-Temporal Model of House Prices in the US,
Sean Holly, Mohammad Pesaran and Takashi Yamagata, from CESifo (2006)
Keywords: house price, cross sectional dependence, spatial dependence

A Spatio-Temporal Model of House Prices in the US,
Sean Holly, Mohammad Pesaran and Takashi Yamagata, from Faculty of Economics, University of Cambridge (2006)
Keywords: House Price, Cross Sectional Dependence, Spatial Dependence

Risk and Structural Instability in US House Prices,
Michail Karoglou, Bruce Morley and Dennis Thomas, in The Journal of Real Estate Finance and Economics (2013)
Keywords: House prices, Risk, Structural instability, CGARCH,

A Spatio-Temporal Model of House Prices in the US,
Sean Holly, Mohammad Pesaran and Takashi Yamagata, from Institute of Labor Economics (IZA) (2006)
Keywords: cross sectional dependence, spatial dependence, house price

House price convergence: Evidence from US state and metropolitan area panels,
Young Se Kim and Jeffrey J. Rous, in Journal of Housing Economics (2012)
Keywords: Convergence; House price; Relative transition; House price dynamics; Economic regions;

House Prices and Credit Constraints: Making Sense of the US Experience,
John Muellbauer, Anthony Murphy and John Duca, from C.E.P.R. Discussion Papers (2011)
Keywords: House prices; Credit standards; Subprime mortgages; House price to rent ratio

U.S. metropolitan house price dynamics,
Elias Oikarinen, Steven Bourassa, Martin Hoesli and Janne Engblom, in Journal of Urban Economics (2018)
Keywords: House prices; Dynamics; Panel data; Spatial heterogeneity; Spatial dependence; Bubbles;

U.S. Metropolitan House Price Dynamics,
Elias Oikarinen, Steven Bourassa, Martin Hoesli and Janne Engblom, from Swiss Finance Institute (2017)
Keywords: house prices, dynamics, panel data, spatial heterogeneity, spatial dependence, bubbles

Forecasting the U.S. real house price index,
Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou, in Economic Modelling (2015)
Keywords: House prices; Forecasting; Machine learning; Support Vector Regression;

Forecasting the U.S. Real House Price Index,
Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou, from University of Pretoria, Department of Economics (2014)
Keywords: House prices, Forecasting, Machine learning, Support vector regression

Forecasting the U.S. Real House Price Index,
Vasilios Plakandaras, Rangan Gupta, Theophilos Papadimitriou and Periklis Gogas, from Democritus University of Thrace, Department of Economics (2014)
Keywords: house prices forecasting; machine learning; Support Vector Regression;

Regional House Price Segmentation and Convergence in the US: A New Approach,
William Miles, in The Journal of Real Estate Finance and Economics (2015)
Keywords: Regional house prices, Segmentation, Integration,

Bank-specific shocks and house price growth in the U.S,
Franziska Bremus, Thomas Krause and Felix Noth, from Halle Institute for Economic Research (IWH) (2017)
Keywords: house prices, idiosyncratic shocks, granularity, credit supply

Shifting Credit Standards and the Boom and Bust in US House Prices,
John Muellbauer, Anthony Murphy and John Duca, from C.E.P.R. Discussion Papers (2011)
Keywords: House prices; Credit standards; Subprime mortgages

House prices and credit constraints: making sense of the U.S. experience,
John Duca, John Muellbauer and Anthony Murphy, from London School of Economics and Political Science, LSE Library (2011)
Keywords: house prices; credit standards; subprime mortgages

Shifting credit standards and the boom and bust in U.S. house prices,
John Duca, John Muellbauer and Anthony Murphy, from London School of Economics and Political Science, LSE Library (2011)
Keywords: house prices; credit standards; subprime mortgages

Do house prices hedge inflation in the US? A quantile cointegration approach,
Christina Christou, Rangan Gupta, Wendy Nyakabawo and Mark Wohar, in International Review of Economics & Finance (2018)
Keywords: House prices; Inflation; Hedging; Quantile cointegration;

House Prices and Credit Constraints: Making Sense of the U.S. Experience,
John Duca, John Muellbauer and Anthony Murphy, from Centre for Economic Performance, LSE (2011)
Keywords: house prices, credit standards, subprime mortgages

Shifting Credit Standards and the Boom and Bust in U.S. House Prices,
John Duca, John Muellbauer and Anthony Murphy, from Centre for Economic Performance, LSE (2011)
Keywords: house prices, credit standards, subprime mortgages

Bank-Specific Shocks and House Price Growth in the U.S,
Franziska Bremus, Thomas Krause and Felix Noth, from DIW Berlin, German Institute for Economic Research (2017)
Keywords: House Prices, Idiosyncratic Shocks, Granularity, Credit Supply

The role of house prices in the monetary policy transmission mechanism in the U.S,
Hilde Bjørnland and Dag Henning Jacobsen, from Norges Bank (2008)
Keywords: VAR, monetary policy, house prices, identification.

Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach,
Christina Christou, Rangan Gupta, Wendy Nyakabawo and Mark Wohar, from University of Pretoria, Department of Economics (2017)
Keywords: house prices, inflation, hedging, quantile cointegration

Debt vulnerabilities and house price responses to external shocks,
Hyunjoon Lim, in Finance Research Letters (2024)
Keywords: US monetary policy shocks; Geopolitical risk shocks; House prices; Local projection approach;

Assessing the dynamics of house prices in the euro area,
Carlos Cuerpo, Maria Demertzis, Laura Fernandez Vilaseca and Peter Pountuch, in Quarterly Report on the Euro Area (QREA) (2012)
Keywords: house prices

The Housing Market in Israel 2008-2010: Are House Prices A "Bubble"?,
Polina Dovman, Sigal Ribon and Yossi Yakhin, from Bank of Israel (2011)
Keywords: House Prices

House price expectations,
Niklas Gohl, Peter Haan, Claus Michelsen and Felix Weinhardt, in Journal of Economic Behavior & Organization (2024)
Keywords: Housing; House price expectations;

House price expectations,
Niklas Gohl, Peter Haan, Claus Michelsen and Felix Weinhardt, from Centre for Economic Performance, LSE (2022)
Keywords: housing, house price expectations

Immigration and Swiss House Prices,
Andreas Fischer and Kathrin Degen, from C.E.P.R. Discussion Papers (2009)
Keywords: House prices; Immigration

House price expectations,
Niklas Gohl, Peter Haan, Claus Michelsen and Felix Julian Weinhardt, from London School of Economics and Political Science, LSE Library (2022)
Keywords: housing; house price expectations

House Price Expectations,
Niklas Gohl, Peter Haan, Claus Michelsen and Felix Weinhardt, from DIW Berlin, The German Socio-Economic Panel (SOEP) (2022)
Keywords: housing, house price expectations

Immigration and House Prices in the UK,
Filipa Sa, from Institute of Labor Economics (IZA) (2011)
Keywords: house prices, immigration

Aging and house prices,
Elod Takats, in Journal of Housing Economics (2012)
Keywords: Aging; House prices; Asset prices;

U.S. Metropolitan House Price Dynamics,
Elias Oikarinen, Steven Bourassa, Martin Hoesli and Janne Engblom, from Latin American Real Estate Society (LARES) (2017)
Keywords: bolha; Bubble; cross-sectional dependence; dados do painel; Dependência transversal; dinâmica; Dynamics; House Price; Panel Data; preço da casa

Spatial effects and house price dynamics in the USA,
Jeffrey Cohen, Yannis Ioannides and (Wirathip) Thanapisitikul, Win, in Journal of Housing Economics (2016)
Keywords: Housing price dynamics; Spatial effects; Great Recession of 2007–2009; House price interactions across US MSAs; Geographical proximity effects; Migration flows;

Unit Roots and Structural Change: An Application to US House-Price Indices,
Giorgio Canarella, Stephen Miller and Stephen Pollard, from University of Nevada, Las Vegas , Department of Economics (2010)
Keywords: House-price indexes, Time-series properties, “Ripple” effects.

Unit Roots and Structural Change: An Application to US House-Price Indices,
Giorgio Canarella, Stephen Miller and Stephen K. Pollard, from University of Connecticut, Department of Economics (2010)
Keywords: House-price indexes, Time-series properties, "Ripple" effects

Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models,
Rangan Gupta and Anandamayee Majumdar, from University of Pretoria, Department of Economics (2014)
Keywords: House Price, Copula Models, Forecasting

Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply,
Chi-Young Choi, Alexander Chudik and Aaron Smallwood, from Federal Reserve Bank of Dallas (2024)
Keywords: persistence; house prices; time variation; credit supply; expectations; U.S. cities

Relative house price dynamics across euro area and US cities: convergence or divergence?,
Paul Hiebert and Moreno Roma, from European Central Bank (2010)
Keywords: House price convergence, house price dispersion, house price drivers, panel data analysis

Macroeconomic drivers of London house prices,
Petros Stavrou Sivitanides, in Journal of Property Investment & Finance (2018)
Keywords: House prices, Housing market, London house prices, London residential market, House price determinants, House price drivers

House Price Comovements in the Eurozone Economies,
Andreas Merikas, Anna Merika, Nikiforos Laopodis and Anna Triantafyllou, in European Research Studies Journal (2012)
Keywords: House Prices, Comovement, Eurozone

Regional unemployment and house price determination,
Zhu Qingyu, from University Library of Munich, Germany (2010)
Keywords: unemployment; house prices; regional

Decomposing the impact of immigration on house prices,
Rosa Sanchis-Guarner, in Regional Science and Urban Economics (2023)
Keywords: Immigration; House prices; Spain;

An extrapolative model of house price dynamics,
Edward L. Glaeser and Charles G. Nathanson, in Journal of Financial Economics (2017)
Keywords: Extrapolation; House prices;

The effect of land lease on house prices,
Pieter Gautier and Aico van Vuuren, in Journal of Housing Economics (2019)
Keywords: House prices; Land lease;

Decomposing the Impact of Immigration on House Prices,
Rosa Sanchis-Guarner, from Institut d'Economia de Barcelona (IEB) (2022)
Keywords: Immigration, House Prices, Spain

Australia's growth in households and house prices,
Creina Day, from Crawford School of Public Policy, The Australian National University (2018)
Keywords: Australia, Households, House Prices

The effect of land lease on house prices,
Pieter Gautier and Aico van Vuuren, from University of Gothenburg, Department of Economics (2017)
Keywords: House prices; Land lease

House price indexes: methodology and revisions,
Joseph M. Silverstein, in Research Rap Special Report (2014)
Keywords: House price index

Explaining House Price Fluctuations,
Christian Hott, from Swiss National Bank (2009)
Keywords: House Prices, Bubbles, Investor Behaviour

Foreclosures and House Prices,
Michele Loberto, in Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti (2023)
Keywords: House prices, Foreclosures, Neighborhood effects

Financial Infrastructure and House Prices,
Svante Mandell and Mats Wilhelmsson, from Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance (2013)
Keywords: House prices; lending; financial infrastructure

Financial infrastructure and house prices,
Svante Mandell and Mats Wilhelmsson, from CTS - Centre for Transport Studies Stockholm (KTH and VTI) (2013)
Keywords: House prices; Lending; Financial infrastructure

Foreclosures and house prices,
Michele Loberto, from Bank of Italy, Economic Research and International Relations Area (2021)
Keywords: house prices, foreclosures, neighborhood effects

Euro area house price developments during the coronavirus pandemic,
Moreno Roma, in Economic Bulletin Boxes (2021)
Keywords: house price cycles, House prices

House prices and stock prices: Different roles in the U.S. monetary transmission mechanism,
Hilde Bjørnland and Dag Henning Jacobsen, from Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012)
Keywords: VAR, monetary policy, house prices, identification

The 2010 Midterm Election for the US House of Representatives,
Douglas Hibbs, from University Library of Munich, Germany (2010)
Keywords: US House of Representatives; 2010 election; economics and elections

The spatial dimension of US house prices,
Katharina Pijnenburg, in EconStor Open Access Articles and Book Chapters (2017)
Keywords: Disposition effect, Heterogeneity in spatial dependence, Housing prices, Panel smooth transition regression

The spatial dimension of US house prices,
Katharina Pijnenburg, in Urban Studies (2017)
Keywords: disposition effect; heterogeneity in spatial dependence; housing prices; panel smooth transition regression

House prices in Italy, 1927-2012,
Luigi Cannari, Giovanni D�Alessio and Giovanni Vecchi, from Bank of Italy, Economic Research and International Relations Area (2016)
Keywords: house prices, land prices, wealth, households.

House Price Responses to Monetary Policy Surprises: Evidence from the U.S. Listings Data,
Denis Gorea, Oleksiy Kryvtsov and Marianna Kudlyak, from Federal Reserve Bank of San Francisco (2022)
Keywords: house prices; monetary policy; monetary policy transmission; house sales

On the Link between Oil Price and House Prices in the U.S.: Asymmetric Evidence from State Level Data,
Mohsen Bahmani-Oskooee and Seyed Hesam Ghodsi, in International Real Estate Review (2020)
Keywords: House Prices, Oil Price, Asymmetry Analysis, The United States.

Forecasting House Prices in Germany,
Philipp an de Meulen, Martin Micheli and Torsten Schmidt, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2011)
Keywords: House price forecasts, forecast combination, hedonic price index, House price forecasts, forecast combination, hedonic price index

Common Factors and Spatial Dependence: An Application to US House Prices,
Cynthia Fan Yang, from University Library of Munich, Germany (2018)
Keywords: Cross-sectional dependence, Common factors, Spatial panel data models, Generalized method of moments, House prices

Trend growth expectations and US house prices before and after the crisis,
Mathias Hoffmann, Michael Krause and Thomas Laubach, from Deutsche Bundesbank (2012)
Keywords: House prices, trend growth, Kalman filter, real-time data, borrowing constraints

Trend growth expectations and U.S. house prices before and after the crisis,
Mathias Hoffmann, Michael Krause and Thomas Laubach, in Journal of Economic Behavior & Organization (2012)
Keywords: House prices; Trend growth; Kalman filter; Real-time data; Borrowing constraints;

Trends, Cycles and Convergence in U.S. Regional House Prices,
Steven Clark and T. Coggin, in The Journal of Real Estate Finance and Economics (2009)
Keywords: Convergence, Regional house prices, Structural time series models, Trends and cycles, Unobserved components, C32, C33, E32, R11,

Land Use Regulations, Migration and Rising House Price Dispersion in the U.S,
Wukuang Cun and Mohammad Pesaran, from CESifo (2018)
Keywords: house price dispersion, endogenous location choice, interstate migration, land-use restriction, spatial equilibrium

Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012,
Goodness Aye and Rangan Gupta, from University of Pretoria, Department of Economics (2013)
Keywords: Real house price, forecasting, predictive, shrinkage, hierarchical, non-hierarchical, least squares

Asymmetric Causality between Unemployment Rate and House Prices in each State of the U.S,
Mohsen Bahmani-Oskooee and Seyed Hesam Ghodsi, in International Real Estate Review (2018)
Keywords: House Prices, Unemployment Rate, Asymmetry, United States

Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation,
Mathias Hoffmann and Iryna Stewen, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016)
Keywords: house prices, global imbalances, interstate banking deregulation

House prices, home equity and entrepreneurship: Evidence from U.S. census micro data,
Sari Pekkala Kerr, William Kerr and Ramana Nanda, in Journal of Monetary Economics (2022)
Keywords: House prices; Mortgages; Collateral channel; Entrepreneurship; Entry;

Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data,
Giorgio Canarella, Luis Gil-Alana, Rangan Gupta and Stephen Miller, in Urban Studies (2021)
Keywords: cyclical behaviour; fractional integration; house prices; persistence

Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data,
Vasilios Plakandaras, Rangan Gupta, Constantinos Katrakilidis and Mark Wohar, in Empirical Economics (2020)
Keywords: Time-varying VAR, House prices, Macroeconomic shocks

Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data,
Vasilios Plakandaras, Rangan Gupta, Constantinos Katrakilidis and Mark Wohar, from University of Pretoria, Department of Economics (2017)
Keywords: time-varying VAR, house prices, macroeconomic shocks

Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data,
Giorgio Canarella, Luis Gil-Alana, Rangan Gupta and Stephen Miller, from University of Pretoria, Department of Economics (2018)
Keywords: Long memory, house prices, fractional integration, cycles