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Citations for "A Spatio-Temporal Model of House Prices in the US"

by Sean Holly & M. Hashem Pesaran & Takashi Yamagata

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  1. Chudik, Alexander & Pesaran, M. Hashem, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA).
  2. Markus Eberhardt & Andrea Presbitero, 2013. "This Time They Are Different: Heterogeneity and Nonlinearity in the Relationship Between Debt and Growth," IMF Working Papers 13/248, International Monetary Fund.
  3. Florence Goffette-Nagot, 2009. "Prix fonciers et demande de sol à usage résidentiel en France - 1975-2000," Post-Print, HAL halshs-00464389, HAL.
  4. Herzer, Dierk, 2013. "Cross-Country Heterogeneity and the Trade-Income Relationship," World Development, Elsevier, Elsevier, vol. 44(C), pages 194-211.
  5. Hiebert, Paul & Vansteenkiste, Isabel, 2009. "Do house price developments spill over across euro area countries? Evidence from a Global VAR," Working Paper Series, European Central Bank 1026, European Central Bank.
  6. Dierk Herzery & Holger Strulik & Sebastian Vollmer, 2010. "The Long-run Determinants of Fertility: One Century of Demographic Change 1900-1999," PGDA Working Papers, Program on the Global Demography of Aging 6310, Program on the Global Demography of Aging.
  7. Koetter, Michael & Poghosyan, Tigran, 2008. "Real estate markets and bank distress," Discussion Paper Series 2: Banking and Financial Studies 2008,18, Deutsche Bundesbank, Research Centre.
  8. S Holly & M Hashem Pesaran & T Yamagata, . "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers, Department of Economics, University of York 09/32, Department of Economics, University of York.
  9. Herzer, Dierk, 2011. "The Long-Run Relationship between Outward FDI and Total Factor Productivity: Evidence for Developing Countries," Proceedings of the German Development Economics Conference, Berlin 2011 41, Verein für Socialpolitik, Research Committee Development Economics.
  10. Martín Saldías, 2011. "A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area," Working Papers, Banco de Portugal, Economics and Research Department w201130, Banco de Portugal, Economics and Research Department.
  11. Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006. "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers, European University Institute ECO2006/5, European University Institute.
  12. Herzer, Dierk & Vollmer, Sebastian, 2013. "Rising top incomes do not raise the tide," Journal of Policy Modeling, Elsevier, Elsevier, vol. 35(4), pages 504-519.
  13. Ivan PETRELLA & Emiliano SANTORO, 2011. "Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries," Center for Economic Studies - Discussion papers, Katholieke Universiteit Leuven, Centrum voor Economische Studiën ces11.38, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  14. Nicholas Apergis & James Payne, 2012. "Convergence in U.S. house prices by state: evidence from the club convergence and clustering procedure," Letters in Spatial and Resource Sciences, Springer, Springer, vol. 5(2), pages 103-111, July.
  15. Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs, 2010. "What Drives Housing Prices Down? Evidence from an International Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(1), pages 59-76, February.
  16. Vansteenkiste, Isabel, 2007. "Regional housing market spillovers in the US: lessons from regional divergences in a common monetary policy setting," Working Paper Series, European Central Bank 0708, European Central Bank.
  17. repec:asi:ajoerj:2013:p:785-807 is not listed on IDEAS
  18. Dierk Herzer & Oliver Morrissey, . "The Long-Run Effect of Aid on Domestic Output," Discussion Papers 09/01, University of Nottingham, CREDIT.
  19. Arnab Bhattacharjee & Sean Holly, 2010. "Structural Interactions in Spatial Panels," CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis 201003, Centre for Dynamic Macroeconomic Analysis.
  20. Durmaz, Nazif, 2011. "Housing Prices and Fundamentals: The Role of a Supply Shifter," MPRA Paper 28556, University Library of Munich, Germany.
  21. Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers, United States Naval Academy Department of Economics 45, United States Naval Academy Department of Economics.
  22. Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers, Department of Economics, University of Birmingham 11-16, Department of Economics, University of Birmingham.
  23. Bruno Albuquerque & Ursel Baumann & Georgi Krustev, 2014. "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers, Banco de Portugal, Economics and Research Department w201404, Banco de Portugal, Economics and Research Department.
  24. Eloisa T. Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2011. "Determinants of House Prices in Nine Asia-Pacific Economies," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 163-204, September.
  25. Karolien De Bruyne & Jan Van Hove, 2013. "Explaining the spatial variation in housing prices: an economic geography approach," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 45(13), pages 1673-1689, May.
  26. Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 2009-53, Scottish Institute for Research in Economics (SIRE).
  27. Herzer, Dierk, 2014. "Unions and income inequality: a heterogenous cointegration and causality analysis," Working Paper, Helmut Schmidt University, Hamburg 146/2014, Helmut Schmidt University, Hamburg.
  28. Bai, Jushan & Carrion-i-Silvestre, Josep Lluis, 2009. "Testing Panel Cointegration with Unobservable Dynamic Common Factors," MPRA Paper 35243, University Library of Munich, Germany.
  29. Daniel Sakyi & Jose Villaverde & Adolfo Maza & Krishna Reddy Chittedieonardo, 2012. "Trade Openness, Growth and Development: Evidence from Heterogeneous Panel Cointegration Analysis for Middle-Income Countries," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, UN - RCE - CID.
  30. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA).
  31. Dierk Herzer, Peter Nunnenkamp, 2012. "The Effect of Foreign Aid on Income Inequality: Evidence from Panel Cointegration," Kiel Working Papers 1762, Kiel Institute for the World Economy.
  32. Oliver Bischoff, 2010. "Explaining Regional Variation in Equilibrium Real Estate Prices and Income," Working Papers 036, Chair for Economic Policy, University of Hamburg.
  33. Dierk Herzer & Peter Nunnenkamp, 2011. "Income Inequality and Health: New Evidence from Panel Data," Kiel Working Papers 1736, Kiel Institute for the World Economy.
  34. Vansteenkiste, Isabel & Hiebert, Paul, 2011. "Do house price developments spillover across euro area countries? Evidence from a global VAR," Journal of Housing Economics, Elsevier, Elsevier, vol. 20(4), pages 299-314.
  35. Cavalcanti, Tiago V. de V. & Mohaddes, Kamiar & Raissi, Mehdi, 2011. "Growth, development and natural resources: New evidence using a heterogeneous panel analysis," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 51(4), pages 305-318.
  36. Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011. "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers 201116, University of Pretoria, Department of Economics.
  37. Blazsek, Szabolcs & Escribano, Alvaro, 2010. "Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors," Journal of Econometrics, Elsevier, Elsevier, vol. 159(1), pages 14-32, November.
  38. Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2011. "Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach," Discussion Paper Series 2011_12, Department of Economics, University of Macedonia, revised Jun 2011.
  39. Ryan R. Brady, 2011. "Measuring the diffusion of housing prices across space and over time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 213-231, March.
  40. Milcheva, Stanimira, 2013. "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 5329-5345.
  41. Anke Weber & Chunfang Yang, 2011. "Armenia," IMF Working Papers 11/20, International Monetary Fund.
  42. Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, Springer, vol. 12(2), pages 189-206, June.
  43. de Mello-Sampayo, Felipa & de Sousa-Vale, Sofia, 2012. "Financing Health Care Expenditure in the OECD Countries: Evidence from a Heterogeneous, Cross-Sectionally Dependent Panel," MPRA Paper 41073, University Library of Munich, Germany.
  44. Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
  45. Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 2009-39, Scottish Institute for Research in Economics (SIRE).
  46. Clark, Steven P. & Coggin, T. Daniel, 2011. "Was there a U.S. house price bubble? An econometric analysis using national and regional panel data," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 51(2), pages 189-200, May.
  47. Rose Cunningham & Ilan Kolet, 2007. "Housing Market Cycles and Duration Dependence in the United States and Canada," Working Papers, Bank of Canada 07-2, Bank of Canada.
  48. Dierk Herzer & Michael Grimm, 2012. "Does foreign aid increase private investment? Evidence from panel cointegration," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 44(20), pages 2537-2550, July.
  49. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure," Working Papers 201322, University of Pretoria, Department of Economics.
  50. Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009. "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, Elsevier, vol. 149(1), pages 82-99, April.
  51. Pan, Huiran & Wang, Chun, 2013. "House prices, bank instability, and economic growth: Evidence from the threshold model," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(5), pages 1720-1732.
  52. Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
  53. Koetter, Michael & Poghosyan, Tigran, 2010. "Real estate prices and bank stability," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(6), pages 1129-1138, June.
  54. Donald G. Freeman, 2012. "Is Health Care a Necessity or a Luxury? New Evidence from a Panel of U.S. State-Level Data," Working Papers, Sam Houston State University, Department of Economics and International Business 1203, Sam Houston State University, Department of Economics and International Business.