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Citations for "House Price Dynamics: An International Empirical Perspective"

by Englund, Peter & Ioannides, Yannis M.

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  1. James McGibany & Farrokh Nourzad, 2004. "Do lower mortgage rates mean higher housing prices?," Applied Economics, Taylor & Francis Journals, vol. 36(4), pages 305-313.
  2. Shen, Chung-Hua & Lee, Yen Hsien & Wu, Meng-Wen & Guo, Na, 2016. "Does housing boom lead to credit boom or is it the other way around? The case of China," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 349-367.
  3. Benítez-Silva, Hugo & Eren, Selçuk & Heiland, Frank & Jiménez-Martín, Sergi, 2015. "How well do individuals predict the selling prices of their homes?," Journal of Housing Economics, Elsevier, vol. 29(C), pages 12-25.
  4. Nicodemo, Catia & Raya, Josep Maria, 2012. "Change in the distribution of house prices across Spanish cities," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 739-748.
  5. Elias Oikarinen & Janne Engblom, 2012. "Regional differences in housing price dynamics: panel data evidence," ERES eres2012_059, European Real Estate Society (ERES).
  6. François Ortalo-Magné & Sven Rady, 2006. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ," Review of Economic Studies, Oxford University Press, vol. 73(2), pages 459-485.
  7. Karl E Case & John M Quigley & Robert J Shiller, 2003. "Home-buyers, Housing and the Macroeconomy," RBA Annual Conference Volume,in: Anthony Richards & Tim Robinson (ed.), Asset Prices and Monetary Policy Reserve Bank of Australia.
  8. Englund, Peter & Quigley, John M. & Redfearn, Christian L., 1998. "Improved Price Indexes for Real Estate: Measuring the Course of Swedish Housing Prices," Journal of Urban Economics, Elsevier, vol. 44(2), pages 171-196, September.
  9. Mikaela Backman & Lina Bjerke, 2014. "Returns to higher education: a regional perspective," Chapters,in: Knowledge, Innovation and Space, chapter 10, pages 237-264 Edward Elgar Publishing.
  10. Samya Beidas-Strom & Weicheng Lian & Ashwaq Maseeh, 2009. "The Housing Cycle in Emerging Middle Eastern Economies and its Macroeconomic Policy Implications," IMF Working Papers 09/288, International Monetary Fund.
  11. Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 0018, European Central Bank.
  12. Rita Lourenço & Paulo M.M. Rodrigues, 2015. "House prices: bubbles, exuberance or something else? Evidence from euro area countries," Working Papers w201517, Banco de Portugal, Economics and Research Department.
  13. Case Karl E. & Quigley John M. & Shiller Robert J., 2005. "Comparing Wealth Effects: The Stock Market versus the Housing Market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-34, May.
  14. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 201226, University of Pretoria, Department of Economics.
  15. Lunde, Jens, 2006. "The owner-occupiers’ capital structure during a house price boom," Working Papers 2005-3, Copenhagen Business School, Department of Finance.
  16. Antonakakis, Nikolaos & Floros, Christos, 2016. "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 111-122.
  17. Meen, Geoffrey, 2002. "The Time-Series Behavior of House Prices: A Transatlantic Divide?," Journal of Housing Economics, Elsevier, vol. 11(1), pages 1-23, March.
  18. Juan Ayuso & Fernando Restoy, 2003. "House prices and rents: an equilibrium asset pricing approach," Working Papers 0304, Banco de España;Working Papers Homepage.
  19. Paul Louis Ceriel Hilbers & Lisbeth S Zacho & Qin Lei, 2001. "Real Estate Market Developments and Financal Sector Soundness," IMF Working Papers 01/129, International Monetary Fund.
  20. Sanghyun Kim & Juhyung Kim & Jaejun Kim, 2016. "Structural Changes in the Korean Housing Market before and after Macroeconomic Fluctuations," Sustainability, MDPI, Open Access Journal, vol. 8(5), pages 1-20, April.
  21. Aizenman, Joshua & Jinjarak, Yothin, 2009. "Current account patterns and national real estate markets," Journal of Urban Economics, Elsevier, vol. 66(2), pages 75-89, September.
  22. Lee, Gabriel S., 1999. "Housing Investment Dynamics, Period of Production, and Adjustment Costs," Journal of Housing Economics, Elsevier, vol. 8(1), pages 1-25, March.
  23. Seow Ong & Poh Neo & Yong Tu, 2008. "Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 36(3), pages 265-287, April.
  24. Eichholtz, Piet & Straetmans, Stefan & Theebe, Marcel, 2012. "The Amsterdam rent index: The housing market and the economy, 1550–1850," Journal of Housing Economics, Elsevier, vol. 21(4), pages 269-282.
  25. Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
  26. Karaman Örsal, Deniz Dilan, 2014. "Do the global stochastic trends drive the real house prices in OECD countries?," Economics Letters, Elsevier, vol. 123(1), pages 9-13.
  27. Englund, Peter & Hwang, Min & Quigley, John M, 2002. "Hedging Housing Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 24(1-2), pages 167-200, Jan.-Marc.
  28. Barot, Bharat & Takala, Kari, 1998. "House prices and inflation : a cointegration analysis for Finland and Sweden," Research Discussion Papers 12/1998, Bank of Finland.
  29. Rima Turk, 2015. "Housing Price and Household Debt Interactions in Sweden," IMF Working Papers 15/276, International Monetary Fund.
  30. John J. García & Daniel Mateo Cossio & Ricardo Mesa Urhan, 2017. "Efectos de mecanismos institucionales en el precio de la vivienda nueva en Medelli?n," DOCUMENTOS DE TRABAJO CIEF 015658, UNIVERSIDAD EAFIT.
  31. Lennart Berg, 2002. "Prices on the second-hand market for Swedish family houses: correlation, causation and determinants," European Journal of Housing Policy, Taylor and Francis Journals, vol. 2(1), pages 1-24, April.
  32. Ceron, Jose A. & Suarez, Javier, 2006. "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers 5411, C.E.P.R. Discussion Papers.
  33. repec:gam:jsusta:v:8:y:2016:i:5:p:415:d:69022 is not listed on IDEAS
  34. Jorge Martínez Pagés & Luis Ángel Maza, 2003. "Analysis of house prices in Spain," Working Papers 0307, Banco de España;Working Papers Homepage.
  35. repec:eee:macchp:v2-1547 is not listed on IDEAS
  36. 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, Elsevier, vol. 28(3), pages 891-899, May.
  37. Leung, Charles, 2004. "Macroeconomics and housing: a review of the literature," Journal of Housing Economics, Elsevier, vol. 13(4), pages 249-267, December.
  38. Kholodilin Konstantin A. & Menz Jan-Oliver & Siliverstovs Boriss, 2010. "What Drives Housing Prices Down? Evidence from an International Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(1), pages 59-76, February.
  39. Christophe Blot, 2006. "Peut-on parler de bulle sur le marché immobilier au Luxembourg ?," BCL working papers 20, Central Bank of Luxembourg.
  40. Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016. "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics & Management Discussion Papers em-dp2016-02, Henley Business School, Reading University.
  41. Karol Jan Borowiecki, 2012. "Dynamics of a Protected Housing Market: The Case of Switzerland," Urban Studies, Urban Studies Journal Limited, vol. 49(14), pages 3195-3210, November.
  42. Carolina Arteaga & Carlos Huertas Campos & Sergio Olarte Armenta, 2012. "Índice de Desbalance Macroeconómico," BORRADORES DE ECONOMIA 010077, BANCO DE LA REPÚBLICA.
  43. Agustín S. Bénétrix & Barry Eichengreen & Kevin H. O'Rourke, 2012. "How housing slumps end," Economic Policy, CEPR;CES;MSH, vol. 27(72), pages 647-692, October.
  44. Ayuso, Juan & Restoy, Fernando, 2006. "House prices and rents: An equilibrium asset pricing approach," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 371-388, June.
  45. Agnello, Luca & Schuknecht, Ludger, 2011. "Booms and busts in housing markets: Determinants and implications," Journal of Housing Economics, Elsevier, vol. 20(3), pages 171-190, September.
  46. Røed Larsen, Erling & Weum, Steffen, 2008. "Testing the efficiency of the Norwegian housing market," Journal of Urban Economics, Elsevier, vol. 64(2), pages 510-517, September.
  47. N. Kundan Kishor & Hardik A. Marfatia, 2017. "The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries," The Journal of Real Estate Finance and Economics, Springer, vol. 54(2), pages 237-268, February.
  48. Diana Kasparova, Michael White, 2001. "The Responsiveness Of House Prices To Macroeconomic Forces: A Cross-Countr Y Comparison," European Journal of Housing Policy, Taylor and Francis Journals, vol. 1(3), pages 385-416, December.
  49. Plaut, Pnina Ohanna & Plaut, Steven E., 1998. "Endogenous Identification of Multiple Housing Price Centers in Metropolitan Areas," Journal of Housing Economics, Elsevier, vol. 7(3), pages 193-217, September.
  50. Ioannis Ganoulis & Massimo Giuliodori, 2011. "Financial liberalization and house price dynamics in Europe," Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2671-2688.
  51. Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version)," Discussion Papers in Economics 494, University of Munich, Department of Economics.
  52. Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R., 2013. "House price dynamics and their reaction to macroeconomic changes," Economic Modelling, Elsevier, vol. 32(C), pages 172-178.
  53. Frontczak, Robert & Rostek, Stefan, 2015. "Modeling loss given default with stochastic collateral," Economic Modelling, Elsevier, vol. 44(C), pages 162-170.
  54. Al-Sulami, Dawlah & Jiang, Zhenyu & Lu, Zudi & Zhu, Jun, 2017. "Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data," Econometrics and Statistics, Elsevier, vol. 2(C), pages 22-35.
  55. Torben Klarl, 2016. "The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S," Economics Bulletin, AccessEcon, vol. 36(2), pages 704-720.
  56. Sei-Wan Kim & Radha Bhattacharya, 2009. "Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity," The Journal of Real Estate Finance and Economics, Springer, vol. 38(4), pages 443-460, May.
  57. Adams, Zeno & Füss, Roland, 2010. "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, vol. 19(1), pages 38-50, March.
  58. Chang, Kuang-Liang, 2010. "House price dynamics, conditional higher-order moments, and density forecasts," Economic Modelling, Elsevier, vol. 27(5), pages 1029-1039, September.
  59. Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014. "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers 201450, University of Pretoria, Department of Economics.
  60. Favara, Giovanni & Song, Zheng, 2014. "House price dynamics with dispersed information," Journal of Economic Theory, Elsevier, vol. 149(C), pages 350-382.
  61. Chia-Chien Chang & Wei-Yi Huang & So-De Shyu, 2012. "Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 846-868, November.
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