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Housing market dynamics: Evidence of mean reversion and downward rigidity

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Cited by:

  1. Yuming Li & Jing Yang, 2018. "House Price Dynamics and Excess Risk," International Real Estate Review, Global Social Science Institute, vol. 21(2), pages 251-274.
  2. Juan Carlos Cuestas & Merike Kukk & Natalia Levenko, 2023. "Misalignments in house prices and economic growth in Europe," Applied Economics, Taylor & Francis Journals, vol. 55(28), pages 3215-3237, June.
  3. Roberto Dieci & Frank Westerhoff, 2012. "A simple model of a speculative housing market," Journal of Evolutionary Economics, Springer, vol. 22(2), pages 303-329, April.
  4. Michael LaCour-Little & Zhenguo Lin & Wei Yu, 2020. "Assumable Financing Redux: A New Challenge for Appraisal?," The Journal of Real Estate Finance and Economics, Springer, vol. 60(1), pages 3-39, February.
  5. Niklas Gohl & Peter Haan & Claus Michelsen & Felix Weinhardt, 2022. "House Price Expectations," Discussion Papers of DIW Berlin 1994, DIW Berlin, German Institute for Economic Research.
  6. Gabriele Galati & Federica Teppa & Rob Alessie, 2013. "Heterogeneity in house price dynamics," DNB Working Papers 371, Netherlands Central Bank, Research Department.
  7. Niu, G., 2014. "Essays on subjective expectations and mortality trends," Other publications TiSEM b9f72836-d8ad-478b-adca-4, Tilburg University, School of Economics and Management.
  8. Viguie, V. & Hallegatte, S., 2014. "Urban infrastructure investment and rent-capture potentials," Policy Research Working Paper Series 7067, The World Bank.
  9. Gohl, Niklas & Haan, Peter & Michelsen, Claus & Weinhardt, Felix, 2022. "House Price Expectations," IZA Discussion Papers 15040, Institute of Labor Economics (IZA).
  10. Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner, 2017. "How Low Can House Prices Go? Estimating a Conservative Lower Bound," The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 97-116, January.
  11. Niklas Gohl & Peter Haan & Claus Michelsen & Felix Weinhardt, 2022. "House Price Expectations," SOEPpapers on Multidisciplinary Panel Data Research 1162, DIW Berlin, The German Socio-Economic Panel (SOEP).
  12. Huang, MeiChi & Wu, Chu-Hua & Cheng, I-Shan, 2021. "A truly global crisis? Evidence from contagion dependence across international REIT markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  13. Gong, Xiaoye & Li, Ying & Wu, Yang-Che & Yang, Wan-Shiou, 2020. "Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
  14. Yuming Li & Laura Yue Liu, 2014. "Wealth, Labor Income and House Prices," International Real Estate Review, Asian Real Estate Society, vol. 17(3), pages 394-413.
  15. MeiChi Huang, 2017. "Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals," International Finance, Wiley Blackwell, vol. 20(1), pages 64-91, March.
  16. Petros Sivitanides, 2015. "Macroeconomic Influences on Cyprus House Prices: 2006Q1- 2014Q2," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 9(1), pages 3-22, June.
  17. Huang, MeiChi & Chiang, Hsiu-Hsuan, 2017. "An early alarm system for housing bubbles," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 34-49.
  18. Funke, Michael & Tsang, Andrew & Zhu, Linxu, 2018. "Not all cities are alike: House price heterogeneity and the design of macro-prudential policies in China," BOFIT Discussion Papers 18/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
  19. Cheng, Ping & Lin, Zhenguo & Liu, Yingchun, 2010. "Illiquidity, transaction cost, and optimal holding period for real estate: Theory and application," Journal of Housing Economics, Elsevier, vol. 19(2), pages 109-118, June.
  20. Yuming Li & Laura Yue Liu, 2014. "Wealth, Labor Income and House Prices," International Real Estate Review, Global Social Science Institute, vol. 17(3), pages 395-413.
  21. Michela Pelizza & Klaus R. Schenk-Hoppé, 2020. "Pricing Defaulted Italian Mortgages," JRFM, MDPI, vol. 13(2), pages 1-14, February.
  22. Sanjay Sehgal & Mridul Upreti & Piyush Pandey & Aakriti Bhatia, 2015. "Real Estate Investment Selection and Empirical Analysis of Property Prices: Study of Select Residential Projects in Gurgaon, India," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 523-566.
  23. repec:zbw:bofitp:2018_018 is not listed on IDEAS
  24. Smith, Scott & Fuller, Debra & Bogin, Alex & Polkovnichenko, Nataliya & Weiher, Jesse, 2016. "Countercyclical capital regime revisited: Tests of robustness," Journal of Economics and Business, Elsevier, vol. 84(C), pages 50-78.
  25. Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016. "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, vol. 48(34), pages 3244-3252, July.
  26. Ming-Chu Chiang & I-Chun Tsai, 2016. "Ripple effect and contagious effect in the US regional housing markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(1), pages 55-82, January.
  27. Ming-Chu Chiang & I-Chun Tsai, 2016. "Ripple effect and contagious effect in the US regional housing markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(1), pages 55-82, January.
  28. Andrew Phiri, 2018. "Asymmetric Pass-through Effects from Monetary Policy to Housing Prices in South Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 16(2 (Summer), pages 123-140.
  29. Li, Yuming, 2015. "The asymmetric house price dynamics: Evidence from the California market," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 1-12.
  30. Gohl, Niklas & Haan, Peter & Michelsen, Claus & Weinhardt, Felix, 2022. "House Price Expectations," Rationality and Competition Discussion Paper Series 313, CRC TRR 190 Rationality and Competition.
  31. Gohl, Niklas & Haan, Peter & Michelsen, Claus & Weinhardt, Felix Julian, 2022. "House price expectations," LSE Research Online Documents on Economics 117761, London School of Economics and Political Science, LSE Library.
  32. Ma, Chao, 2020. "Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?," Journal of Housing Economics, Elsevier, vol. 49(C).
  33. Yuming Li & Jing Yang, 2020. "Momentum Strategies with Home Price Indices and Stocks," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 861-892.
  34. Niklas Gohl & Peter Haan & Claus Michelsen & Felix Weinhardt, 2022. "House price expectations," CEP Discussion Papers dp1829, Centre for Economic Performance, LSE.
  35. Yuming Li & Jing Yang, 2020. "Momentum Strategies with Home Price Indices and Stocks," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 235-266.
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