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Testing for long-run convergence across regional house prices in the UK: a pairwise approach

  • Andrew Abbott
  • Glauco De Vita
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    This article tests for stochastic convergence in UK regional house prices using the recently developed pairwise approach. This approach allows for unit root tests to be conducted on all N (N −  1)/2 possible pairs of house price differentials across N regions in the UK, thus avoiding the need to choose a base region or alternative national figure as the benchmark. Using mix adjusted house price data from 1973:Q4 to 2008:Q4, the main finding is that there is no evidence of long run convergence among regional house prices or of an equilibrium relationship towards which UK regional house prices have a tendency to gravitate.

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    Article provided by Taylor & Francis Journals in its journal Applied Economics.

    Volume (Year): 45 (2013)
    Issue (Month): 10 (April)
    Pages: 1227-1238

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    Handle: RePEc:taf:applec:45:y:2013:i:10:p:1227-1238
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