"Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
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- Rangan Gupta & Stephen Miller, 2012. "“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 763-782, June.
- Rangan Gupta & Stephen M. Miller, 2009. ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers 0902, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Stephen M. Miller, 2009. "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers 200901, University of Pretoria, Department of Economics.
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Citations
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Cited by:
- Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011.
"Investigating regional house price convergence in the United States: Evidence from a pair-wise approach,"
Economic Modelling,
Elsevier, vol. 28(6), pages 2369-2376.
- Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2011. "Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach," Discussion Paper Series 2011_12, Department of Economics, University of Macedonia, revised Jun 2011.
- 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 29_11, Rimini Centre for Economic Analysis.
- Carlos P. Barros & Luis A. Gil-Alana, 2013. "The Housing Markets in Spain and Portugal: Evidence of Persistence," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 19-32, November.
- Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014.
"Using large data sets to forecast sectoral employment,"
Statistical Methods & Applications,
Springer;Società Italiana di Statistica, vol. 23(2), pages 229-264, June.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 201101, University of Pretoria, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working papers 2011-02, University of Connecticut, Department of Economics, revised Aug 2012.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 1106, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Alain Kabundi, 2010.
"The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach,"
Journal of Economic Studies,
Emerald Group Publishing, vol. 37(6), pages 616-626, November.
- Alain KABUNDI & Rangan GUPTA, "undated". "The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach," EcoMod2009 21500048, EcoMod.
- Rangan Gupta & Alain Kabundi, 2009. "The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200903, University of Pretoria, Department of Economics.
- Rangan Gupta & Christophe André & Luis Gil-Alana, 2015.
"Comovement in Euro area housing prices: A fractional cointegration approach,"
Urban Studies,
Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
- Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
- Eli Beracha & Hilla Skiba, 2011. "Momentum in Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 299-320, October.
- Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011.
"An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa,"
Economic Modelling,
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- Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009.
"Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States,"
Working papers
2009-13, University of Connecticut, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 0916, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 200912, University of Pretoria, Department of Economics.
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- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
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- Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers 0912, University of Nevada, Las Vegas , Department of Economics, revised Dec 2009.
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- Shu-hen Chiang, 2014. "Housing Markets in China and Policy Implications: Comovement or Ripple Effect," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(6), pages 103-120, November.
- repec:eee:regeco:v:65:y:2017:i:c:p:56-64 is not listed on IDEAS
More about this item
Keywords
Ripple effect; housing prices; forecasting;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2009-01-31 (All new papers)
- NEP-FOR-2009-01-31 (Forecasting)
- NEP-GEO-2009-01-31 (Economic Geography)
- NEP-MAC-2009-01-31 (Macroeconomics)
- NEP-URE-2009-01-31 (Urban & Real Estate Economics)
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