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Citations for "Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco?"

by Meese Richard & Wallace Nancy

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  1. Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University 50, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  2. John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume, Reserve Bank of Australia, in: Alexandra Heath & Frank Packer & Callan Windsor (ed.), Property Markets and Financial Stability Reserve Bank of Australia.
  3. Meen, Geoffrey, 2002. "The Time-Series Behavior of House Prices: A Transatlantic Divide?," Journal of Housing Economics, Elsevier, Elsevier, vol. 11(1), pages 1-23, March.
  4. Bulan, Laarni & Mayer, Christopher & Somerville, C. Tsuriel, 2009. "Irreversible investment, real options, and competition: Evidence from real estate development," Journal of Urban Economics, Elsevier, Elsevier, vol. 65(3), pages 237-251, May.
  5. Arthur Grimes & Andrew Aitken, 2007. "House Prices and Rents: Socio-Economic Impacts and Prospects," Working Papers, Motu Economic and Public Policy Research 07_01, Motu Economic and Public Policy Research.
  6. David Genesove & Christopher J. Mayer, 1993. "Equity and time to sale in the real estate market," Working Papers, Federal Reserve Bank of Boston 93-6, Federal Reserve Bank of Boston.
  7. Nichols, Joseph B. & Oliner, Stephen D. & Mulhall, Michael R., 2013. "Swings in commercial and residential land prices in the United States," Journal of Urban Economics, Elsevier, Elsevier, vol. 73(1), pages 57-76.
  8. Fortin, Nicole M. & Hill, Andrew J. & Huang, Jeff, 2013. "Superstition in the Housing Market," IZA Discussion Papers 7484, Institute for the Study of Labor (IZA).
  9. Matthew Spiegel, 1999. "Housing Return And Construction Cycles," Yale School of Management Working Papers, Yale School of Management ysm114, Yale School of Management, revised 01 Mar 2001.
  10. Stefan Gerlach & Wensheng Peng, 2003. "Bank Lending and Property Prices in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research 122003, Hong Kong Institute for Monetary Research.
  11. Hjalmarsson, Erik & Hjalmarsson, Randi, 2006. "Efficiency In Housing Markets: Do Home Buyers Know How To Discount?," Working Papers in Economics, University of Gothenburg, Department of Economics 232, University of Gothenburg, Department of Economics.
  12. Glaeser, Edward L. & Gyourko, Joseph & Saiz, Albert, 2008. "Housing supply and housing bubbles," Journal of Urban Economics, Elsevier, Elsevier, vol. 64(2), pages 198-217, September.
  13. Roehner, Bertrand M., 1999. "Spatial analysis of real estate price bubbles: Paris, 1984-1993," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 29(1), pages 73-88, January.
  14. Joseph Gyourko & Christopher Mayer & Todd Sinai, 2006. "Superstar Cities," NBER Working Papers 12355, National Bureau of Economic Research, Inc.
  15. Spiegel, Matthew, 1999. "Housing Return and Construction Cycles," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley qt8647j8gq, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
  16. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc, Institute for the Environment and Regional Development, Department of Socioeconomics, Vienna University of Economics and Business sre-disc-2009_07, Institute for the Environment and Regional Development, Department of Socioeconomics, Vienna University of Economics and Business.
  17. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, Elsevier, vol. 6(4), pages 203-217, December.
  18. Jim Clayton, 1998. "Further Evidence on Real Estate Market Efficiency," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 15(1), pages 41-58.
  19. Robert Edelstein & Desmond Tsang, 2007. "Dynamic Residential Housing Cycles Analysis," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 35(3), pages 295-313, October.
  20. Morris A. Davis & Andreas Lehnert & Robert F. Martin, 2005. "The Rent-Price Ratio for the Aggregate Stock of Owner-Occupied Housing," Urban/Regional, EconWPA 0509019, EconWPA.
  21. Crocker H. Liu & Adam Nowak & Stuart Rosenthal, 2014. "Bubbles, Post-Crash Dynamics, and the Housing Market," Working Papers, Department of Economics, West Virginia University 14-18, Department of Economics, West Virginia University.
  22. Krainer, John, 2001. "A Theory of Liquidity in Residential Real Estate Markets," Journal of Urban Economics, Elsevier, Elsevier, vol. 49(1), pages 32-53, January.
  23. Bar-Nathan, Moshe & Beenstock, Michael & Haitovsky, Yoel, 1998. "The market for housing in Israel," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 28(1), pages 21-49, January.
  24. Tom Engsted & Thomas Q. Pedersen, 2013. "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," CREATES Research Papers, School of Economics and Management, University of Aarhus 2013-04, School of Economics and Management, University of Aarhus.
  25. Røed Larsen, Erling & Weum, Steffen, 2008. "Testing the efficiency of the Norwegian housing market," Journal of Urban Economics, Elsevier, Elsevier, vol. 64(2), pages 510-517, September.
  26. Escobari, Diego & Damianov, Damian & Bello, Andres, 2012. "A time series test to identify housing bubbles," MPRA Paper 44360, University Library of Munich, Germany.
  27. Quigley, John M., 2001. "Real Estate and the Asian Crisis," Journal of Housing Economics, Elsevier, Elsevier, vol. 10(2), pages 129-161, June.
  28. Hjalmarsson, Erik & Hjalmarsson, Randi, 2009. "Efficiency in housing markets: Which home buyers know how to discount?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(11), pages 2150-2163, November.
  29. Schulz, Rainer & Werwatz, Axel, 2011. "Is there an equilibrating relationship between house prices and replacement cost? Empirical evidence from Berlin," Journal of Urban Economics, Elsevier, Elsevier, vol. 69(3), pages 288-302, May.
  30. Gary Painter & Christian L. Redfearn, 2001. "The Role of Interest Rates in Influencing Long-Run Homeownership Rates," Working Paper, USC Lusk Center for Real Estate 8629, USC Lusk Center for Real Estate.
  31. John Krainer, 2002. "House price dynamics and the business cycle," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue may3.
  32. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 1999. "House price differentials and dynamics: evidence from the Los Angeles and San Francisco metropolitan areas," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 3-22.
  33. Todd Sinai, 2012. "House Price Moments in Boom-Bust Cycles," NBER Chapters, National Bureau of Economic Research, Inc, in: Housing and the Financial Crisis, pages 19-68 National Bureau of Economic Research, Inc.
  34. Sean D. Campbell & Morris A. Davis & Joshua Gallin & Robert F. Martin, 2006. "A trend and variance decomposition of the rent-price ratio in housing markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-29, Board of Governors of the Federal Reserve System (U.S.).
  35. Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, Elsevier, vol. 69(1), pages 2-23, January.
  36. Capozza, Dennis R. & Seguin, Paul J., 1996. "Expectations, efficiency, and euphoria in the housing market," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 26(3-4), pages 369-386, June.
  37. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(1), pages 139-209, January.
  38. Gao, Andre & Lin, Zhenguo & Na, Carrie Fangzhou, 2009. "Housing market dynamics: Evidence of mean reversion and downward rigidity," Journal of Housing Economics, Elsevier, Elsevier, vol. 18(3), pages 256-266, September.
  39. Yoon Dokko & Robert H. Edelstein & Allan J. Lacayo & Daniel C. Lee, 1999. "Real Estate Income and Value Cycles: A Model of Market Dynamics," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 18(1), pages 69-96.
  40. Riddel, Mary, 1999. "Fundamentals, Feedback Trading, and Housing Market Speculation: Evidence from California," Journal of Housing Economics, Elsevier, Elsevier, vol. 8(4), pages 272-284, December.
  41. Amy Crews Cutts & Frank E. Nothaft, 2005. "Reversion to the Mean Versus Sticking to Fundamentals: Looking to the Next Five Years of Housing Price Growth," NFI Policy Briefs, Indiana State University, Scott College of Business, Networks Financial Institute 2005-PB-03, Indiana State University, Scott College of Business, Networks Financial Institute.
  42. Campbell, Sean D. & Davis, Morris A. & Gallin, Joshua & Martin, Robert F., 2009. "What moves housing markets: A variance decomposition of the rent-price ratio," Journal of Urban Economics, Elsevier, Elsevier, vol. 66(2), pages 90-102, September.
  43. Elliot Anenberg, 2012. "Information frictions and housing market dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2012-48, Board of Governors of the Federal Reserve System (U.S.).
  44. Meese, Richard A. & Wallace, Nancy E., 1998. "Dwelling Price Dynamics in Paris, France," Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy qt62m2s40t, Berkeley Program on Housing and Urban Policy.