The paper compares the dynamics of housing prices in fifteen OECD countries. The data reveal a remarkable degree of similarity across countries and suggest rich dynamics for the first-differenced real house prices, with a significant structure of autocorrelation.
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Paper provided by Uppsala - Working Paper Series in its series Papers with number
1996-01.
Length: 16 pages Date of creation: 1996 Date of revision: Handle: RePEc:fth:uppaal:1996-01
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Find related papers by JEL classification: F19 - International Economics - - Trade - - - Other G12 - Financial Economics - - General Financial Markets - - - Asset Pricing G15 - Financial Economics - - General Financial Markets - - - International Financial Markets R21 - Urban, Rural, and Regional Economics - - Household Analysis - - - Housing Demand R31 - Urban, Rural, and Regional Economics - - Production Analysis and Firm Location - - - Housing Supply and Markets
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