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Citations for "A Simple Error Correction Model of House Prices"

by Malpezzi, Stephen

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  1. Markus Haavio & Heikki Kauppi, 2009. "House Price Fluctuations and Residential Sorting," Discussion Papers 48, Aboa Centre for Economics.
  2. Elias Oikarinen & Janne Engblom, 2014. "Regional differences in housing price dynamics: Panel data evidence," Discussion Papers 94, Aboa Centre for Economics.
  3. Marc Francke & Alex van de Minne & Johan Verbruggen, 2014. "The effect of Credit Conditions on the Dutch Housing Market," ERSA conference papers ersa14p506, European Regional Science Association.
  4. Gábor Vadas, 2004. "Modelling Households’ Savings and Dwellings Investment – A Portfolio Choice Approach," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 31-55.
  5. Ene Kolbre & Angelika Kallakmaa-Kapsta & Taavi Ojala, 2009. "Estonian Housing Market: Searching for Origins of the Boom," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 1(2).
  6. Stephen Malpezzi, 2001. "NIMBYs and Knowledge: Urban Regulation and the "New Economy"," Wisconsin-Madison CULER working papers 01-6, University of Wisconsin Center for Urban Land Economic Research.
  7. Jorge Martínez Pagés & Luis Ángel Maza, 2003. "Analysis of house prices in Spain," Working Papers 0307, Banco de España;Working Papers Homepage.
  8. Gao, Andre & Lin, Zhenguo & Na, Carrie Fangzhou, 2009. "Housing market dynamics: Evidence of mean reversion and downward rigidity," Journal of Housing Economics, Elsevier, vol. 18(3), pages 256-266, September.
  9. Su Han Chan & Ko Wang & Jing Yang, 2011. "A Rational Explanation for Boom-and-Bust Price Patterns in Real Estate Markets," International Real Estate Review, Asian Real Estate Society, vol. 14(3), pages 257-282.
  10. Jan Rouwendal, 2009. "Housing Wealth and Household Portfolios in an Ageing Society," De Economist, Springer, vol. 157(1), pages 1-48, March.
  11. Rita Lourenço & Paulo C. Rodrigues, 2014. "The Dynamics and Contrast of House Prices in Portugal and Spain," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  12. Leung, Charles Ka Yui, 2014. "Error correction dynamics of house prices: An equilibrium benchmark," Journal of Housing Economics, Elsevier, vol. 25(C), pages 75-95.
  13. 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.
  14. David C. Wheelock, 2006. "What happens to banks when house prices fall? U.S. regional housing busts of the 1980s and 1990s," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 413-430.
  15. Charles Ka Yui Leung, 2015. "Availability, Affordability and Volatility: The Case of the Hong Kong Housing Market," International Real Estate Review, Asian Real Estate Society, vol. 18(3), pages 383-428.
  16. Karol Jan BOROWIECKI, 2011. "Dynamics of a Protected Housing Market: The Case of Switzerland," Trinity Economics Papers tep1011, Trinity College Dublin, Department of Economics, revised Oct 2011.
  17. Cai,Yongyang & Selod,Harris & Steinbuks,Jevgenijs, 2015. "Urbanization and property rights," Policy Research Working Paper Series 7486, The World Bank.
  18. Erik Robert de Carrillo & William Larson, 2012. "Can housing liquidity help forecast subsequent house price appreciation: Evidence from the US and the Netherlands," ERES eres2012_174, European Real Estate Society (ERES).
  19. Ortalo-Magne, Francois & Rady, Sven, 2002. "Tenure choice and the riskiness of non-housing consumption," Journal of Housing Economics, Elsevier, vol. 11(3), pages 266-279, September.
  20. Robert Hill, 2013. "How Can One Tell When the Housing Market Is Out of Equilibrium?," ERES eres2013_59, European Real Estate Society (ERES).
  21. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers 1004, University of Nevada, Las Vegas , Department of Economics.
  22. Bourassa, Steven C. & Hoesli, Martin & Scognamiglio, Donato & Zhang, Sumei, 2011. "Land leverage and house prices," Regional Science and Urban Economics, Elsevier, vol. 41(2), pages 134-144, March.
  23. Elias Oikarinen & Eero Valtonen, 2014. "Regional variation in the elasticity of supply of housing, and its determinants: The case of a small sparsely populated country," ERSA conference papers ersa14p1261, European Regional Science Association.
  24. Anenberg, Elliot & Laufer, Steven, 2014. "Using Data on Seller Behavior to Forecast Short-run House Price Changes," Finance and Economics Discussion Series 2014-16, Board of Governors of the Federal Reserve System (U.S.).
  25. David Downs & Z. Güner, 2012. "Information Producers and Valuation: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 167-183, January.
  26. D. Lambiri & B. Biagi & MG. Brandano, 2012. "Does tourism affect house prices? Some evidence from Italy," Working Paper CRENoS 201227, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  27. Haavio, Markus & Kauppi, Heikki, 2009. "House price fluctuations and residential sorting," Research Discussion Papers 14/2009, Bank of Finland.
  28. Hany Guirguis & Christos Giannikos & Randy Anderson, 2004. "The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 33-53, October.
  29. Takashi Nagahata & Yumi Saita & Toshitaka Sekine & Towa Tachibana, 2004. "Equilibrium Land Prices of Japanese Prefectures: A Panel Cointegration Analysis," Bank of Japan Working Paper Series 04-E-9, Bank of Japan.
  30. Andrea Eisfeldt & Andrew Demers, 2015. "Rental Yields and HPA: The Returns to Single Family Rentals," NBER Working Papers 21804, National Bureau of Economic Research, Inc.
  31. Luca GATTINI & Paul HIEBERT, . "Forecasting and Assessing Euro Area House Prices Through the Lens of Key Fundamentals," EcoMod2010 259600061, EcoMod.
  32. Shengzu Wang & Patrizia Tumbarello, 2010. "What Drives House Prices in Australia? A+L4584 Cross-Country Approach," IMF Working Papers 10/291, International Monetary Fund.
  33. Kim, Young Se & Rous, Jeffrey J., 2012. "House price convergence: Evidence from US state and metropolitan area panels," Journal of Housing Economics, Elsevier, vol. 21(2), pages 169-186.
  34. Thomas Lindh & Bo Malmberg, 2008. "Demography and housing demand—what can we learn from residential construction data?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 21(3), pages 521-539, July.
  35. 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.
  36. Clark, Steven P. & Coggin, T. Daniel, 2011. "Was there a U.S. house price bubble? An econometric analysis using national and regional panel data," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 189-200, May.
  37. Evridiki Tsounta, 2009. "Is the Canadian Housing Market Overvalued? A Post-crisis Assessment," IMF Working Papers 09/235, International Monetary Fund.
  38. Vadas, Gábor & Kiss, Gergely, 2006. "A lakáspiac szerepe a monetáris transzmisszióban
    [The role of the housing market in monetary transmission]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 408-427.
  39. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Papers 80, National Institute of Economic Research.
  40. Malpezzi, Stephen, 2001. "NIMBYs and Knowledge: Urban Regulation and the "New Economy"," Berkeley Program on Housing and Urban Policy, Working Paper Series qt7d81r1v9, Berkeley Program on Housing and Urban Policy.
  41. Marko Kryvobokov & Aurélie Mercier & Alain Bonnafous & Dominique Bouf, 2013. "Simulating housing prices with UrbanSim: predictive capacity and sensitivity analysis," Letters in Spatial and Resource Sciences, Springer, vol. 6(1), pages 31-44, March.
  42. Petr Zemcik, 2009. "Housing Markets in Central and Eastern Europe: Is There a Bubble in the Czech Republic?," CERGE-EI Working Papers wp390, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  43. Michelle Harter-Dreiman, 2003. "Drawing Inferences about Housing Supply Elasticity from House Price Responses to Income Shocks," Working Papers 03-02, Federal Housing Finance Agency.
  44. Dospinescu, Andrei Silviu, 2011. "Analyzing the Dynamics of Relative Prices on a Market with Speculative and Non-Speculative Agents Based on the Evolutionary Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 72-87, March.
  45. 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.
  46. Min Hwang & John Quigley, 2010. "Housing Price Dynamics in Time and Space: Predictability, Liquidity and Investor Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 3-23, July.
  47. repec:hhs:bofrdp:2009_014 is not listed on IDEAS
  48. Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, vol. 12(2), pages 189-206, June.
  49. 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.
  50. Martin Lux & Petr Sunega, 2010. "Udržitelnost vývoje cen bytů v České republice
    [The Sustainability of House Price Trends in the Czech Republic]
    ," Politická ekonomie, University of Economics, Prague, vol. 2010(2), pages 225-252.
  51. Katrakilidis, Constantinos & Trachanas, Emmanouil, 2012. "What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration," Economic Modelling, Elsevier, vol. 29(4), pages 1064-1069.
  52. Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge.
  53. Coulson, N. Edward & Liu, Crocker H. & Villupuram, Sriram V., 2013. "Urban economic base as a catalyst for movements in real estate prices," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 1023-1040.
  54. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Local House Price Growth Accelerations," Working Papers 16-02, Federal Housing Finance Agency.
  55. Hjalmarsson, Erik & Hjalmarsson, Randi, 2009. "Efficiency in housing markets: Which home buyers know how to discount?," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2150-2163, November.
  56. Jayaraman, Praveena & Lacombe, Donald J. & Gebremedhin, Tesfa, 2013. "A Spatial Analysis of the Role of Residential Real Estate Investment in the Economic Development of the Northeast Region of the United States," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150953, Agricultural and Applied Economics Association.
  57. Karolien De Bruyne & Jan Van Hove, 2013. "Explaining the spatial variation in housing prices: an economic geography approach," Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1673-1689, May.
  58. Anthony Murphy & Eric Strobl, 2010. "The impact of hurricanes on housing prices: evidence from U.S. coastal cities," Working Papers 1009, Federal Reserve Bank of Dallas.
  59. Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2012. "Search, Liquidity and the Dynamics of House Prices and Construction," Working Papers 1276, Queen's University, Department of Economics.
  60. John Krainer & Mark M. Spiegel & Nobuyoshi Yamori, 2005. "Asset price declines and real estate market illiquidity: evidence from Japanese land values," Working Paper Series 2004-16, Federal Reserve Bank of San Francisco.
  61. Vladimir Klyuev, 2008. "What Goes Up Must Come Down? House Price Dynamics in the United States," IMF Working Papers 08/187, International Monetary Fund.
  62. Coleman IV, Major & LaCour-Little, Michael & Vandell, Kerry D., 2008. "Subprime lending and the housing bubble: Tail wags dog?," Journal of Housing Economics, Elsevier, vol. 17(4), pages 272-290, December.
  63. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2013. "Do Public Real Estate Returns Really Lead Private Returns?," ERES eres2013_145, European Real Estate Society (ERES).
  64. 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.
  65. Paul E. Carrillo & Erik Robert De Wit & William D. Larson, 2012. "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands," Working Papers 2012-11, The George Washington University, Institute for International Economic Policy.
  66. Arno Vlist & Daniel Czamanski & Henk Folmer, 2011. "Immigration and urban housing market dynamics: the case of Haifa," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(3), pages 585-598, December.
  67. Ramon Huerta & Fernando Corbacho & Luis F. Lago-Fernandez, 2008. "A housing-demographic multi-layered nonlinear model to test regulation strategies," Papers 0809.0979, arXiv.org.
  68. Petra Posedel & Maruška Vizek, 2011. "Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 584-600, December.
  69. Joshua H. Gallin, 2003. "The long-run relationship between house prices and income: evidence from local housing markets," Finance and Economics Discussion Series 2003-17, Board of Governors of the Federal Reserve System (U.S.).
  70. Vílchez, Diego, 2015. "Evaluando las Dinámicas de Precios en el Sector Inmobiliario: Evidencia para Perú," Working Papers 2015-013, Banco Central de Reserva del Perú.
  71. Phang, Sock-Yong, 2004. "House prices and aggregate consumption: do they move together? Evidence from Singapore," Journal of Housing Economics, Elsevier, vol. 13(2), pages 101-119, June.
  72. Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs, 2010. "What Drives Housing Prices Down? Evidence from an International Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(1), pages 59-76, February.
  73. Mary Riddel, 2011. "Are Housing Bubbles Contagious? A Case Study of Las Vegas and Los Angeles Home Prices," Land Economics, University of Wisconsin Press, vol. 87(1), pages 126-144.
  74. Steven Clark & T. Coggin, 2009. "Trends, Cycles and Convergence in U.S. Regional House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 264-283, October.
  75. Yang Hu & Les Oxley, 2016. "Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level," Working Papers in Economics 16/06, University of Waikato, Department of Economics.
  76. Roger Congleton, 2009. "On the political economy of the financial crisis and bailout of 2008–2009," Public Choice, Springer, vol. 140(3), pages 287-317, September.
  77. Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank, Research Centre.
  78. Vyacheslav Mikhed & Petr Zemčík, 2009. "Testing for Bubbles in Housing Markets: A Panel Data Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 38(4), pages 366-386, May.
  79. Kraft, Holger & Munk, Claus & Weiss, Farina, 2016. "Predictors and portfolios over the life cycle," SAFE Working Paper Series 139, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  80. Ball, Michael & Meen, Geoffrey & Nygaard, Christian, 2010. "Housing supply price elasticities revisited: Evidence from international, national, local and company data," Journal of Housing Economics, Elsevier, vol. 19(4), pages 255-268, December.
  81. 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.
  82. Quan Gan & Robert J. Hill, 2008. "A New Perspective on the Relationship Between House Prices and Income," Discussion Papers 2008-13, School of Economics, The University of New South Wales.
  83. Ghysels, Eric & Plazzi, Alberto & Valkanov, Rossen & Torous, Walter, 2013. "Forecasting Real Estate Prices," Handbook of Economic Forecasting, Elsevier.
  84. Diego Vílchez, . "Assessing the House Price Dynamics in Lima," IHEID Working Papers 09-2015, Economics Section, The Graduate Institute of International Studies.
  85. Follain, James R. & Giertz, Seth H., 2011. "Using Monte Carlo simulations to establish a new house price stress test," Journal of Housing Economics, Elsevier, vol. 20(2), pages 101-119, June.
  86. Durmaz, Nazif, 2011. "Housing Prices and Fundamentals: The Role of a Supply Shifter," MPRA Paper 28556, University Library of Munich, Germany.
  87. Jayaraman, Praveena & Gebremedhin, Tesfa G., 2013. "A Non-Spatial Analysis of the Role of Residential Real Estate Investment in the Economic Development of the Northeast Region of the United States," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143107, Southern Agricultural Economics Association.
  88. Christophe Blot, 2006. "Peut-on parler de bulle sur le marché immobilier au Luxembourg ?," BCL working papers 20, Central Bank of Luxembourg.
  89. Laeven, Luc & Popov, Alexander, 2016. "Waking up from the American dream: on the experience of young Americans during the housing boom of the 2000s," Working Paper Series 1910, European Central Bank.
  90. Oikarinen, Elias, 2009. "Household borrowing and metropolitan housing price dynamics - Empirical evidence from Helsinki," Journal of Housing Economics, Elsevier, vol. 18(2), pages 126-139, June.
  91. Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2016. "Search, Liquidity, and the Dynamics of House Prices and Construction: Corrigendum," American Economic Review, American Economic Association, vol. 106(4), pages 1214-19, April.
  92. Leung, Charles Ka Yui & Tang, Edward Chi Ho, 2014. "Availability, Affordability and Volatility: the case of Hong Kong Housing Market," MPRA Paper 58770, University Library of Munich, Germany.
  93. Svein Olav Krakstad, 2015. "Long-Run Movements in House Prices," International Real Estate Review, Asian Real Estate Society, vol. 18(4), pages 429-454.
  94. 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.
  95. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
  96. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.
  97. Anundsen, André Kallåk, 2013. "Economic Regime Shifts and the US Subprime Bubble," Memorandum 05/2013, Oslo University, Department of Economics.
  98. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
  99. Stephen Malpezzi, 2000. "Tales from the Real Side: The Implications of Urban Research for Real Estate Finance in Developing and Transition Economies," Wisconsin-Madison CULER working papers 01-02, University of Wisconsin Center for Urban Land Economic Research.
  100. Christophe André, 2016. "Household debt in OECD countries: Stylised facts and policy issues," OECD Economics Department Working Papers 1277, OECD Publishing.
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