A multivariate unobserved component analysis of US housing market
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Volume (Year): 33 (2009)
Issue (Month): 1 (January)
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- Lo, Andrew W & Wang, Jiang, 1995.
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- Andrew W. Lo & Jiang Wang, 1994. "Implementing Option Pricing Models When Asset Returns Are Predictable," NBER Working Papers 4720, National Bureau of Economic Research, Inc.
- Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August.
- Andrew Harvey & Esther Ruiz & Neil Shephard, 1994. "Multivariate Stochastic Variance Models," Review of Economic Studies, Oxford University Press, vol. 61(2), pages 247-264.
- G. Donald Jud & Dan T. Winkler, 2002. "The Dynamics of Metropolitan Housing Prices," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 29-46.
- Gerald Carlino & Keith Sill, 2001.
"Regional Income Fluctuations: Common Trends And Common Cycles,"
The Review of Economics and Statistics,
MIT Press, vol. 83(3), pages 446-456, August.
- Gerald A. Carlino & Keith Sill, 2000. "Regional income fluctuations: common trends and common cycles," Working Papers 00-8, Federal Reserve Bank of Philadelphia.
- Edward E. Leamer, 2007.
"Housing is the business cycle,"
Proceedings - Economic Policy Symposium - Jackson Hole,
Federal Reserve Bank of Kansas City, pages 149-233.
- Fadiga, Mohamadou L. & Misra, Sukant K., 2007. "Common Trends, Common Cycles, and Price Relationships in the International Fiber Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 32(01), April.
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