This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Cycles and Common Cycles in Property and Related Sectors Author info | Abstract | Publisher info | Download info | Related research | Statistics Peijie Wang () (Faculty of Finance, Cass Business School, London, 106 Bunhill Row, London EC1Y 8TZ, United Kingdom )
Additional information is available for the following
registered author(s):
This paper examines cycles and common cycles in the property market and the economy. While focusing on common cycles, the study also incorporates common trends in the meantime, so it covers the whole spectrum of dynamic analysis. It has been found that property shares common cycles, particularly with those sectors that are the user markets of property. The mechanisms of common cycles and the relative magnitudes of cycles of the sectors related to property are discussed to shed light on property market behavior.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Article provided by Asian Real Estate Society in its journal International Real Estate Review .
Volume (Year): 6 (2003)
Issue (Month): 1 ()
Pages: 22-42
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:ire:issued:v:06:n:01:2003:p:22-42Contact details of provider: Postal: Asia Real Estate Society, 51 Monroe Street, Plaza E-6, Rockville, MD 20850, USA Email: Web page: http://www.asres.org/
Order Information: Postal: Asian Real Estate Society, 51 Monroe Street, Plaza E-6, Rockville, MD 20850, USA Email: Web: http://www.asres.org/
For technical questions regarding this item, or to correct its listing, contact: (IRER Graduate Assistant/Webmaster).
Keywords: Common cycle ; common trend ; phase ; property ; Other versions of this item:
Find related papers by JEL classification: L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Johansen, Søren & Juselius, Katarina, 1992.
"Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK ,"
Journal of Econometrics ,
Elsevier, vol. 53(1-3), pages 211-244.
[Downloadable!] (restricted)
Engle, Robert F & Kozicki, Sharon, 1993.
"Testing for Common Features ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 11(4), pages 369-80, October.
Other versions: Johansen, Soren & Juselius, Katarina, 1990.
"Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
Osterwald-Lenum, Michael, 1992.
"A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
Vahid, F & Engle, Robert F, 1993.
"Common Trends and Common Cycles ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 8(4), pages 341-60, Oct.-Dec..
[Downloadable!] (restricted)
Other versions: Gil-Alana, L. A. & Robinson, P. M., 1997.
"Testing of unit root and other nonstationary hypotheses in macroeconomic time series ,"
Journal of Econometrics ,
Elsevier, vol. 80(2), pages 241-268, October.
[Downloadable!] (restricted)
Engle, Robert F & Granger, Clive W J, 1987.
"Co-integration and Error Correction: Representation, Estimation, and Testing ,"
Econometrica ,
Econometric Society, vol. 55(2), pages 251-76, March.
[Downloadable!] (restricted)
Engle, Robert F. & Issler, Joao Victor, 1995.
"Estimating common sectoral cycles ,"
Journal of Monetary Economics ,
Elsevier, vol. 35(1), pages 83-113, February.
[Downloadable!] (restricted)
Lindbeck, Assar & Snower, Dennis J., 1994.
"Patterns of Unemployment: An Insider-Outsider Analysis ,"
CEPR Discussion Papers
960, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Lindbeck, A. & Snower, D.J., 1992.
"Patterns of Unemployment : An Insider-Outsider Analysis ,"
Papers
520, Stockholm - International Economic Studies.
Lindbeck, A. & Snower, D.J., 1992.
"Patterns of Unemployment: An Insider-Outsider Analysis ,"
Discussion Papers
1992_14, Columbia University, Department of Economics.
Granger, Clive W J, 1993.
"Testing for Common Features: Comment ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 11(4), pages 384-85, October.
Watson, Mark W., 1986.
"Univariate detrending methods with stochastic trends ,"
Journal of Monetary Economics ,
Elsevier, vol. 18(1), pages 49-75, July.
[Downloadable!] (restricted)
Engle, Robert F & Kozicki, Sharon, 1993.
"Testing for Common Features: Reply ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 11(4), pages 393-95, October.
Lee, Hahn Shik & Siklos, Pierre L., 1991.
"Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence ,"
Economics Letters ,
Elsevier, vol. 35(3), pages 273-277, March.
[Downloadable!] (restricted)
Other versions: Lee, H.S. & Siklos, P.L., 1991.
"Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence ,"
Working Papers
91143, Wilfrid Laurier University, Department of Economics.
Forni, Mario & Reichlin, Lucrezia, 1995.
"Dynamic Common Factors in Large Cross-Sections ,"
CEPR Discussion Papers
1285, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Lippi, Marco & Reichlin, Lucrezia, 1994.
"Common and uncommon trends and cycles ,"
European Economic Review ,
Elsevier, vol. 38(3-4), pages 624-635, April.
[Downloadable!] (restricted)
Tschernig, Rolf J.V. & Zimmermann, Klaus F, 1992.
"Illusive Persistence in German Unemployment ,"
CEPR Discussion Papers
739, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Peijie Wang, Colin Lizieri, George Matysiak, 1997.
"Information asymmetry, long-run relationship and price discovery in property investment markets ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 3(3), pages 261-275, September.
[Downloadable!] (restricted)
Johansen, Soren, 1988.
"Statistical analysis of cointegration vectors ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 12(2-3), pages 231-254.
[Downloadable!] (restricted)
Full
references
Access and
download statistics Did you know? A tutorial is available.
This page was last updated on 2009-12-30.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .