A multivariate unobserved component analysis of US housing market
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More about this item
KeywordsCommon Factors; Housing Prices; Kalman Filter; Unobserved Components; State-space; E30; G0; R31;
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- G0 - Financial Economics - - General
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
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