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

by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi

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  1. Dierk Herzer & Peter Nunnenkamp, 2011. "Income Inequality and Health: New Evidence from Panel Data," Kiel Working Papers, Kiel Institute for the World Economy 1736, Kiel Institute for the World Economy.
  2. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach," Working Paper Series, The Rimini Centre for Economic Analysis 29_11, The Rimini Centre for Economic Analysis.
  3. 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.
  4. Herzer, Dierk & Strulik, Holger & Vollmer, Sebastian, 2010. "The Long-run Determinants of Fertility: One Century of Demographic Change 1900-1999," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-456, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  5. Szabolcs Blazsek & Alvaro Escribano, 2009. "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," Economics Working Papers we098951, Universidad Carlos III, Departamento de Economía.
  6. Albuquerque, Bruno & Baumann, Ursel & Krustev, Georgi, 2014. "Has US household deleveraging ended? a model-based estimate of equilibrium debt," Working Paper Series, European Central Bank 1643, European Central Bank.
  7. 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.
  8. Bischoff, Oliver, 2012. "Explaining regional variation in equilibrium real estate prices and income," Journal of Housing Economics, Elsevier, Elsevier, vol. 21(1), pages 1-15.
  9. 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.
  10. Ryan R. Brady, 2007. "Measuring the diffusion of housing prices across space and over time," Departmental Working Papers, United States Naval Academy Department of Economics 19, United States Naval Academy Department of Economics.
  11. Ivan Petrella & Emiliano Santoro, 2012. "Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics 1202, Birkbeck, Department of Economics, Mathematics & Statistics.
  12. 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.
  13. Felipa de Mello-Sampayo & Sofia de Sousa Vale, 2012. "Financing Health Care Expenditure in the OECD Countries: Evidence from a Heterogeneous, Cross-Sectionally Dependent Panel," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2012/34, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  14. repec:asi:ajoerj:2013:p:785-807 is not listed on IDEAS
  15. Dierk Herzer, 2009. "Cross-country heterogeneity and the trade-income relationship," FIW Working Paper series, FIW 026, FIW.
  16. Herzer, Dierk & Nunnenkamp, Peter, 2012. "The effect of foreign aid on income inequality: Evidence from panel cointegration," Structural Change and Economic Dynamics, Elsevier, Elsevier, vol. 23(3), pages 245-255.
  17. 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.
  18. Florence Goffette-Nagot, 2009. "Prix fonciers et demande de sol à usage résidentiel en France (1975-2000)," Revue économique, Presses de Sciences-Po, Presses de Sciences-Po, vol. 60(3), pages 853-862.
  19. Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1003, Faculty of Economics, University of Cambridge.
  20. Koetter, Michael & Poghosyan, Tigran, 2008. "Real estate markets and bank distress," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre 2008,18, Deutsche Bundesbank, Research Centre.
  21. Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Working Paper Series, European Central Bank 1574, European Central Bank.
  22. 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).
  23. Dierk Herzer, 2010. "The Long-Run Relationship between Outward FDI and Total Factor Productivity: Evidence for Developing Countries," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research 199, Ibero-America Institute for Economic Research.
  24. 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.
  25. Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 90, Center for Policy Research, Maxwell School, Syracuse University.
  26. 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.
  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. 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.
  29. 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).
  30. 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.
  31. Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series 2176, CESifo Group Munich.
  32. Koetter, Michael & Poghosyan, Tigran, 2010. "Real estate prices and bank stability," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(6), pages 1129-1138, June.
  33. 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.
  34. Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, Springer, vol. 40(1), pages 69-94, February.
  35. 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.
  36. Dierk Herzer & Oliver Morrissey, . "The Long-Run Effect of Aid on Domestic Output," Discussion Papers 09/01, University of Nottingham, CREDIT.
  37. Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo Group Munich.
  38. 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.
  39. Bai, Jushan & Carrion-i-Silvestre, Josep Lluis, 2009. "Testing Panel Cointegration with Unobservable Dynamic Common Factors," MPRA Paper 35243, University Library of Munich, Germany.
  40. Markus Eberhardt & Andrea Filippo Presbitero, 2013. "This Time They're Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences 92, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  41. 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.
  42. Anke Weber & Chunfang Yang, 2011. "Armenia," IMF Working Papers, International Monetary Fund 11/20, International Monetary Fund.
  43. 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.
  44. 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).
  45. Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011. "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers, University of Pretoria, Department of Economics 201116, University of Pretoria, Department of Economics.
  46. Nazif Durmaz, 2011. "Housing Prices and Fundamentals: The Role of a Supply Shifter," Economics Bulletin, AccessEcon, vol. 31(3), pages 2468-2479.
  47. 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.
  48. Milcheva, Stanimira, 2013. "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 5329-5345.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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, University of Pretoria, Department of Economics 201322, University of Pretoria, Department of Economics.
  54. 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.