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The risk of falling house prices in Italy

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  • Tiziana Caliman

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File URL: http://hdl.handle.net/10.1007/s12232-009-0068-7
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Bibliographic Info

Article provided by Springer in its journal International Review of Economics.

Volume (Year): 56 (2009)
Issue (Month): 4 (December)
Pages: 401-423

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Handle: RePEc:spr:inrvec:v:56:y:2009:i:4:p:401-423

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Web page: http://www.springer.com/economics/journal/12232

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Related research

Keywords: House prices; Fundamentals; Mean reversion; Serial correlation; Spatial autocorrelation; G12; R31;

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References

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  1. Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals and Misperceptions," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 67-92, Fall.
  2. Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
  3. M Arellano & O Bover, 1990. "Another Look at the Instrumental Variable Estimation of Error-Components Models," CEP Discussion Papers dp0007, Centre for Economic Performance, LSE.
  4. Stiglitz, Joseph E, 1990. "Symposium on Bubbles," Journal of Economic Perspectives, American Economic Association, vol. 4(2), pages 13-18, Spring.
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Cited by:
  1. repec:asi:ajoerj:2013:p:785-807 is not listed on IDEAS
  2. Caliman, Tiziana & Di Bella, Enrico, 2011. "House Price Dynamics in Italy - La dinamica delle quotazioni immobiliari in Italia," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 64(1), pages 37-65.
  3. Tiziana Caliman & Enrico di Bella, 2011. "Spatial Autoregressive Models for House Price Dynamics in Italy," Economics Bulletin, AccessEcon, vol. 31(2), pages 1837-1855.

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