A Simple Error Correction Model of House Prices
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|Date of creation:||Sep 1998|
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- Karl E. Case & Robert J. Shiller, 1990. "Forecasting Prices and Excess Returns in the Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(3), pages 253-273.
- Karl E. Case & Robert J. Shiller, 1990. "Forecasting Prices and Excess Returns in the Housing Market," NBER Working Papers 3368, National Bureau of Economic Research, Inc.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- repec:arz:wpaper:eres1998-160 is not listed on IDEAS
- Rose, Louis A., 1989. "Urban land supply: Natural and contrived restrictions," Journal of Urban Economics, Elsevier, vol. 25(3), pages 325-345, May.
- Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-692, December.
- George W. Gau, 1985. "Public Information and Abnormal Returns in Real Estate Investment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(1), pages 15-31.
- Stephen Malpezzi, 1990. "Urban Housing and Financial Markets: Some International Comparisons," Urban Studies, Urban Studies Journal Limited, vol. 27(6), pages 971-1022, December.
- Ronald Huisman & Piet Eichholtz, 1998. "Busts in House Prices: Evaluating Extreme Risk," ERES eres1998_160, European Real Estate Society (ERES). Full references (including those not matched with items on IDEAS)
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