IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco?"

by Meese Richard & Wallace Nancy

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Bar-Nathan, Moshe & Beenstock, Michael & Haitovsky, Yoel, 1998. "The market for housing in Israel," Regional Science and Urban Economics, Elsevier, vol. 28(1), pages 21-49, January.
  2. Stefan Gerlach & Wensheng Peng, 2003. "Bank Lending and Property Prices in Hong Kong," Working Papers 122003, Hong Kong Institute for Monetary Research.
  3. Capozza, Dennis R. & Seguin, Paul J., 1996. "Expectations, efficiency, and euphoria in the housing market," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 369-386, June.
  4. John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, vol. 121(552), pages 533-551, 05.
  5. Quigley, John M., 2002. "Real Estate and the Asian Crisis," Berkeley Program on Housing and Urban Policy, Working Paper Series qt4f4951b0, Berkeley Program on Housing and Urban Policy.
  6. Tom Engsted & Thomas Q. Pedersen, 2013. "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," CREATES Research Papers 2013-04, School of Economics and Management, University of Aarhus.
  7. David Genesove & Christopher J. Mayer, 1994. "Equity and Time to Sale in the Real Estate Market," NBER Working Papers 4861, National Bureau of Economic Research, Inc.
  8. Koji Nakamura & Yumi Saita, 2007. "Land Prices and Fundamentals," Bank of Japan Working Paper Series 07-E-8, Bank of Japan.
  9. Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
  10. Stephen D. Oliner & Joseph B. Nichols & Michael R. Mulhall, 2012. "Swings in commercial and residential land prices in the United States," Working Papers 16021, American Enterprise Institute.
  11. Glaeser, Edward L. & Gyourko, Joseph & Saiz, Albert, 2008. "Housing supply and housing bubbles," Journal of Urban Economics, Elsevier, vol. 64(2), pages 198-217, September.
  12. Diego Escobari & Damian Damianov & Andres Bello, 2015. "A time series test to identify housing bubbles," Journal of Economics and Finance, Springer, vol. 39(1), pages 136-152, January.
  13. Joseph Gyourko & Christopher Mayer & Todd Sinai, 2006. "Superstar Cities," NBER Working Papers 12355, National Bureau of Economic Research, Inc.
  14. Morris A. Davis & Andreas Lehnert & Robert F. Martin, 2008. "The Rent-Price Ratio For The Aggregate Stock Of Owner-Occupied Housing," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 54(2), pages 279-284, 06.
  15. John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Spatial Economics Research Centre, LSE.
  16. Matthew Spiegel, 1999. "Housing Return And Construction Cycles," Yale School of Management Working Papers ysm114, Yale School of Management, revised 01 Mar 2001.
  17. Elliot Anenberg, 2012. "Information frictions and housing market dynamics," Finance and Economics Discussion Series 2012-48, Board of Governors of the Federal Reserve System (U.S.).
  18. Hjalmarsson, Erik & Hjalmarsson, Randi, 2006. "Efficiency In Housing Markets: Do Home Buyers Know How To Discount?," Working Papers in Economics 232, University of Gothenburg, Department of Economics.
  19. Nicole M. Fortin & Andrew J. Hill & Jeff Huang, 2014. "Superstition In The Housing Market," Economic Inquiry, Western Economic Association International, vol. 52(3), pages 974-993, 07.
  20. Schulz, Rainer & Werwatz, Axel, 2011. "Is there an equilibrating relationship between house prices and replacement cost? Empirical evidence from Berlin," Journal of Urban Economics, Elsevier, vol. 69(3), pages 288-302, May.
  21. Todd Sinai, 2012. "House Price Moments in Boom-Bust Cycles," NBER Chapters, in: Housing and the Financial Crisis, pages 19-68 National Bureau of Economic Research, Inc.
  22. Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014. "Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market," Working Papers 201454, University of Pretoria, Department of Economics.
  23. Tom Engsted & Simon J. Hviid & Thomas Q. Pedersen, 2015. "Explosive bubbles in house prices? Evidence from the OECD countries," CREATES Research Papers 2015-01, School of Economics and Management, University of Aarhus.
  24. 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.
  25. Spiegel, Matthew, 1999. "Housing Return and Construction Cycles," Research Program in Finance, Working Paper Series qt8647j8gq, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
  26. Riddel, Mary, 1999. "Fundamentals, Feedback Trading, and Housing Market Speculation: Evidence from California," Journal of Housing Economics, Elsevier, vol. 8(4), pages 272-284, December.
  27. 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.
  28. Sven Rady, 2001. "Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints," FMG Discussion Papers dp375, Financial Markets Group.
  29. Krainer, John, 2001. "A Theory of Liquidity in Residential Real Estate Markets," Journal of Urban Economics, Elsevier, vol. 49(1), pages 32-53, January.
  30. John V. Duca & John Muellbauer & Anthony Murphy, 2011. "Shifting Credit Standards and the Boom and Bust in U.S. House Prices," SERC Discussion Papers 0076, Spatial Economics Research Centre, LSE.
  31. Jim Clayton, 1998. "Further Evidence on Real Estate Market Efficiency," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 41-58.
  32. 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.
  33. Laarni Bulan & Christopher Mayer & C. Tsuriel Somerville, . "Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development," Zell/Lurie Center Working Papers 391, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  34. Robert Edelstein & Desmond Tsang, 2007. "Dynamic Residential Housing Cycles Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 295-313, October.
  35. Gary Painter & Christian L. Redfearn, 2001. "The Role of Interest Rates in Influencing Long-Run Homeownership Rates," Working Paper 8629, USC Lusk Center for Real Estate.
  36. Campbell, Sean D. & Davis, Morris A. & Gallin, Joshua & Martin, Robert F., 2009. "What moves housing markets: A variance decomposition of the rent-price ratio," Journal of Urban Economics, Elsevier, vol. 66(2), pages 90-102, September.
  37. Arthur Grimes & Andrew Aitken, 2007. "House Prices and Rents: Socio-Economic Impacts and Prospects," Working Papers 07_01, Motu Economic and Public Policy Research.
  38. 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.
  39. 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.
  40. Meese, Richard A. & Wallace, Nancy E., 1998. "Dwelling Price Dynamics in Paris, France," Berkeley Program on Housing and Urban Policy, Working Paper Series qt62m2s40t, Berkeley Program on Housing and Urban Policy.
  41. Crocker H. Liu & Adam Nowak & Stuart Rosenthal, 2014. "Bubbles, Post-Crash Dynamics, and the Housing Market," Working Papers 14-18, Department of Economics, West Virginia University.
  42. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  43. John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume, in: Alexandra Heath & Frank Packer & Callan Windsor (ed.), Property Markets and Financial Stability Reserve Bank of Australia.
  44. Yoon Dokko & Robert H. Edelstein & Allan J. Lacayo & Daniel C. Lee, 1999. "Real Estate Income and Value Cycles: A Model of Market Dynamics," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 69-96.
  45. Amy Crews Cutts & Frank E. Nothaft, 2005. "Reversion to the Mean Versus Sticking to Fundamentals: Looking to the Next Five Years of Housing Price Growth," NFI Policy Briefs 2005-PB-03, Indiana State University, Scott College of Business, Networks Financial Institute.
  46. Roehner, Bertrand M., 1999. "Spatial analysis of real estate price bubbles: Paris, 1984-1993," Regional Science and Urban Economics, Elsevier, vol. 29(1), pages 73-88, January.
  47. 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.
  48. Sean D. Campbell & Morris A. Davis & Joshua Gallin & Robert F. Martin, 2006. "A trend and variance decomposition of the rent-price ratio in housing markets," Finance and Economics Discussion Series 2006-29, Board of Governors of the Federal Reserve System (U.S.).
  49. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
  50. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 1999. "House price differentials and dynamics: evidence from the Los Angeles and San Francisco metropolitan areas," Economic Review, Federal Reserve Bank of San Francisco, pages 3-22.
  51. John Krainer, 2002. "House price dynamics and the business cycle," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may3.
  52. Robert Edelstein & Wenlan Qian, 2014. "Short-Term Buyers and Housing Market Dynamics," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 654-689, November.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.