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On the Price Comovement of U.S. Residential Real Estate Markets

Citations

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Cited by:

  1. Jeffrey P. Cohen & Jeffrey Zabel, 2020. "Local House Price Diffusion," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(3), pages 710-743, September.
  2. Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
  3. Alan Tidwell & Yan (Olivia) Lu & Junsoo Lee & Piyali Banerjee, 2023. "Nature of comovements in US state and MSA housing prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(4), pages 959-989, July.
  4. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025. "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-22, December.
  5. Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2021. "Semiparametric estimation and variable selection for single‐index copula models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 962-988, November.
  6. Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024. "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 349-362.
  7. I-Chun Tsai & Che-Chun Lin, 2019. "Variations and Influences of Connectedness among US Housing Markets," International Real Estate Review, Global Social Science Institute, vol. 22(1), pages 27-58.
  8. Choi, Chi-Young & Hansz, J. Andrew, 2021. "From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices," Journal of Financial Stability, Elsevier, vol. 54(C).
  9. repec:rim:rimwps:18-35 is not listed on IDEAS
  10. Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
  11. I-Chun Tsai, 2019. "Interregional correlations in the US housing market at three price tiers," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 63(1), pages 1-24, August.
  12. I-Chun Tsai, 2018. "The cause and outcomes of the ripple effect: housing prices and transaction volume," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(2), pages 351-373, September.
  13. Zhou, Wenwen & Chen, Mengyao & Yang, Zaoli & Song, Xiaobo, 2021. "Real estate risk measurement and early warning based on PSO-SVM," Socio-Economic Planning Sciences, Elsevier, vol. 77(C).
  14. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2019. "Property heterogeneity and convergence club formation among local house prices," Journal of Housing Economics, Elsevier, vol. 43(C), pages 1-13.
  15. Weida Kuang & Qilin Wang, 2018. "Cultural similarities and housing market linkage: evidence from OECD countries," Frontiers of Business Research in China, Springer, vol. 12(1), pages 1-25, December.
  16. Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017. "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 185-197.
  17. Vipul Bhatt & N. Kundan Kishor, 2025. "(A)Synchronous Housing Markets of Global Cities," The Journal of Real Estate Finance and Economics, Springer, vol. 71(2), pages 178-208, August.
  18. Marcel Fischer & Roland Füss & Simon Stehle, 2021. "Local house price comovements," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S1), pages 169-198, March.
  19. repec:ire:issued:v:22:n:01:2019:p:27-59 is not listed on IDEAS
  20. Soosung Hwang & Youngha Cho & Jinho Shin, 2020. "The impact of UK household overconfidence in public information on house prices," Journal of Property Research, Taylor & Francis Journals, vol. 37(4), pages 360-389, October.
  21. James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
  22. Tsai, I-Chun, 2022. "Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
  23. Lei Hou & Wei Long & Qi Li, 2019. "Comovement of Home Prices: A Conditional Copula Approach," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 297-318, May.
  24. Vijay Kumar Vishwakarma, 2021. "Long-run drivers and integration in interprovincial Canadian housing price relations," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 22-40, November.
  25. Just Tobias & Salzberger Hannah, 2024. "Structural and Cyclical Risks in Housing Markets in OECD Countries," Intereconomics: Review of European Economic Policy, Sciendo, vol. 59(3), pages 167-175.
  26. Cheol Eun & Lingling Wang & Tim Zhang, 2022. "House Price Growth Synchronization and Business Cycle Alignment," The Journal of Real Estate Finance and Economics, Springer, vol. 65(4), pages 675-710, November.
  27. Stelios Bekiros & Amanda Dahlström & Gazi Salah Uddin & Oskar Ege & Ranadeva Jayasekera, 2020. "A tale of two shocks: The dynamics of international real estate markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 3-27, January.
  28. Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019. "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance 2019-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  29. Bhatt, Vipul & Kishor, N. Kundan, 2021. "(A)Synchronous Housing Markets of Global Cities," MPRA Paper 107175, University Library of Munich, Germany.
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