Integration of the Mortgage Market into the National Capital Markets: 1963-1993
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- Engle, Robert & Granger, Clive, 2015.
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- David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
- Mel Jameson & James D. Shilling & C. F. Sirmans, 1990. "Regional Variation Of Mortgage Yields And Simultaneity Bias," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 211-219, 09.
- Ostas, James R, 1977. "Regional Differences in Mortgage Financing Costs: A Reexamination," Journal of Finance, American Finance Association, vol. 32(5), pages 1774-1778, December.
- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
- Jameson, Mel & Shilling, James D & Sirmans, C F, 1990. "Regional Variation of Mortgage Yields and Simultaneity Bias," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 211-219, Fall.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Hendershott, Patric H. & Van Order, Robert, 1989. "Integration of mortgage and capital markets and the accumulation of residential capital," Regional Science and Urban Economics, Elsevier, vol. 19(2), pages 189-210, May.
- Patric H. Hendershott & Robert Van Order, 1989. "Integration of Mortgage and Capital Markets and the Accumulation of Residential Capital," NBER Working Papers 2847, National Bureau of Economic Research, Inc.
- Roger Perman, 1991. "Cointegration: An Introduction to the Literature," Journal of Economic Studies, Emerald Group Publishing, vol. 18(3), pages 3-30, September. Full references (including those not matched with items on IDEAS)