IDEAS home Printed from https://ideas.repec.org/r/eee/juecon/v69y2011i1p2-23.html
   My bibliography  Save this item

The spatial and temporal diffusion of house prices in the UK

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Peng Wang & Xiaoyan Lin & Dajun Dai, 2017. "Spatiotemporal Agglomeration of Real-Estate Industry in Guangzhou, China," Sustainability, MDPI, vol. 9(8), pages 1-15, August.
  2. Mark J Holmes & Jesús Otero & Theodore Panagiotidis, 2018. "Climbing the property ladder: An analysis of market integration in London property prices," Urban Studies, Urban Studies Journal Limited, vol. 55(12), pages 2660-2681, September.
  3. 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.
  4. Stanimira Milcheva & Bing Zhu, 2018. "Asset pricing, spatial linkages and contagion in real estate stocks," Journal of Property Research, Taylor & Francis Journals, vol. 35(4), pages 271-295, October.
  5. Aaron Grau & Martin Odening & Matthias Ritter, 2020. "Land price diffusion across borders – the case of Germany," Applied Economics, Taylor & Francis Journals, vol. 52(50), pages 5446-5463, October.
  6. Luisa Corrado & Bernard Fingleton, 2012. "Where Is The Economics In Spatial Econometrics?," Journal of Regional Science, Wiley Blackwell, vol. 52(2), pages 210-239, May.
  7. Geoffrey Ngene & Charles Lambert & Ali Darrat, 2015. "Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 465-483, May.
  8. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
  9. Fritsch, Markus & Haupt, Harry & Ng, Pin T., 2016. "Urban house price surfaces near a World Heritage Site: Modeling conditional price and spatial heterogeneity," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 260-275.
  10. Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
  11. 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.
  12. Huayi Yu & Yanfen Huang, 2016. "Regional heterogeneity and the trans-regional interaction of housing prices and inflation: Evidence from China’s 35 major cities," Urban Studies, Urban Studies Journal Limited, vol. 53(16), pages 3472-3492, December.
  13. Wozniak Marcin, 2020. "Forecasting the unemployment rate over districts with the use of distinct methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-20, April.
  14. Vansteenkiste, Isabel & Hiebert, Paul, 2011. "Do house price developments spillover across euro area countries? Evidence from a global VAR," Journal of Housing Economics, Elsevier, vol. 20(4), pages 299-314.
  15. Cohen, Jeffrey P. & Ioannides, Yannis M. & (Wirathip) Thanapisitikul, Win, 2016. "Spatial effects and house price dynamics in the USA," Journal of Housing Economics, Elsevier, vol. 31(C), pages 1-13.
  16. Bernard Fingleton & Franz Fuerst & Nikodem Szumilo, 2019. "Housing affordability: Is new local supply the key?," Environment and Planning A, , vol. 51(1), pages 25-50, February.
  17. Alexander Chudik & M. Hashem Pesaran, 2016. "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
  18. Salvati, Luca & Ciommi, Maria Teresa & Serra, Pere & Chelli, Francesco M., 2019. "Exploring the spatial structure of housing prices under economic expansion and stagnation: The role of socio-demographic factors in metropolitan Rome, Italy," Land Use Policy, Elsevier, vol. 81(C), pages 143-152.
  19. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2017. "A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 1-16, January.
  20. Bussiere Matthieu & Chudik Alexander & Mehl Arnaud, 2013. "How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-48, April.
  21. Süleyman Taşpınar & Osman DoĞan & Jiyoung Chae & Anil K. Bera, 2021. "Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1243-1272, October.
  22. Oikarinen, Elias & Bourassa, Steven C. & Hoesli, Martin & Engblom, Janne, 2018. "U.S. metropolitan house price dynamics," Journal of Urban Economics, Elsevier, vol. 105(C), pages 54-69.
  23. Efthymios Pavlidis & Ivan Paya & David Alan Peel & Alisa Yevgenyevna Yusupova, 2017. "Exuberance in the U.K. Regional Housing Markets," Working Papers 168117137, Lancaster University Management School, Economics Department.
  24. Basile, Roberto & Durbán, María & Mínguez, Román & María Montero, Jose & Mur, Jesús, 2014. "Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 229-245.
  25. Andrea Chegut & Piet Eichholtz & Nils Kok, 2014. "Supply, Demand and the Value of Green Buildings," Urban Studies, Urban Studies Journal Limited, vol. 51(1), pages 22-43, January.
  26. Richard T. Baillie & Kun Ho Kim, 2015. "Local Deviations from Uncovered Interest Parity: The Role of Macroeconomic Fundamentals," Working Paper series 15-43, Rimini Centre for Economic Analysis.
  27. Andrew James Abbott & Glauco de Vita, 2011. "Testing for long-run convergence across regional house prices in the UK: a pairwise approach," Post-Print hal-00762892, HAL.
  28. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
  29. Tam, Pui Sun, 2014. "A spatial–temporal analysis of East Asian equity market linkages," Journal of Comparative Economics, Elsevier, vol. 42(2), pages 304-327.
  30. Xiandeng Jiang & Le Chang & Yanlin Shi, 2023. "Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model," Empirical Economics, Springer, vol. 64(2), pages 765-795, February.
  31. 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.
  32. Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
  33. 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.
  34. Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017. "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 185-197.
  35. Brzezicka, Justyna & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2019. "Analysis of the filtering process and the ripple effect on the primary and secondary housing market in Warsaw, Poland," Land Use Policy, Elsevier, vol. 88(C).
  36. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  37. Alexander Chudik & M. Hashem Pesaran, 2013. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 592-649, August.
  38. Fabio Milani, 2021. "COVID-19 outbreak, social response, and early economic effects: a global VAR analysis of cross-country interdependencies," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(1), pages 223-252, January.
  39. Tan, Ronghui & He, Qingsong & Zhou, Kehao & Xie, Peng, 2019. "The effect of new metro stations on local land use and housing prices: The case of Wuhan, China," Journal of Transport Geography, Elsevier, vol. 79(C), pages 1-1.
  40. Kirchhain, Heiko & Mutl, Jan & Zietz, Joachim, 2021. "Spillover effects of company news across real estate markets and causal impact analysis," Journal of Housing Economics, Elsevier, vol. 54(C).
  41. Jin Hu & Xuelei Xiong & Yuanyuan Cai & Feng Yuan, 2020. "The Ripple Effect and Spatiotemporal Dynamics of Intra-Urban Housing Prices at the Submarket Level in Shanghai, China," Sustainability, MDPI, vol. 12(12), pages 1-17, June.
  42. Anna Gloria Billé & Leopoldo Catania, 2018. "Dynamic Spatial Autoregressive Models with Time-varying Spatial Weighting Matrices," BEMPS - Bozen Economics & Management Paper Series BEMPS55, Faculty of Economics and Management at the Free University of Bozen.
  43. Chris Hudson & John Hudson & Bruce Morley, 2018. "Differing house price linkages across UK regions: A multi-dimensional recursive ripple model," Urban Studies, Urban Studies Journal Limited, vol. 55(8), pages 1636-1654, June.
  44. Gabriel S. Lee & Stefanie Braun, 2021. "Agglomeration Spillover Effects in German Land and House Prices at the City and County Levels," Working Papers 207, Bavarian Graduate Program in Economics (BGPE).
  45. Yusupova, Alisa & Pavlidis, Nicos G. & Pavlidis, Efthymios G., 2023. "Dynamic linear models with adaptive discounting," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1925-1944.
  46. Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2022. "Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 37-60, Emerald Group Publishing Limited.
  47. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2017. "Asymmetric Causality and Asymmetric Cointegration between Income and House Prices in the United States of America," International Real Estate Review, Global Social Science Institute, vol. 20(2), pages 127-165.
  48. Le Ma & Chunlu Liu, 2015. "Is there Long-Run Equilibrium in the House Prices of Australian Capital Cities?," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 503-521.
  49. Dominik Blatt & Kausik Chaudhuri & Hans Manner, 2021. "Spillover in the UK Housing Market," Graz Economics Papers 2021-13, University of Graz, Department of Economics.
  50. Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4534-4555.
  51. Eleni Kyriazakou & Theodore Panagiotidis, 2018. "A nonlinear pairwise approach for the convergence of UK regional house prices," International Economics and Economic Policy, Springer, vol. 15(2), pages 467-481, April.
  52. Xinyue Yang & Martin Odening & Matthias Ritter, 2019. "The Spatial and Temporal Diffusion of Agricultural Land Prices," Land Economics, University of Wisconsin Press, vol. 95(1), pages 108-123.
  53. Katharina Pijnenburg, 2013. "The Spatial Dimension of US House Price Developments," Discussion Papers of DIW Berlin 1270, DIW Berlin, German Institute for Economic Research.
  54. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021. "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 779-810.
  55. Bernard Fingleton & Harry Garretsen & Ron Martin, 2012. "Recessionary Shocks And Regional Employment: Evidence On The Resilience Of U.K. Regions," Journal of Regional Science, Wiley Blackwell, vol. 52(1), pages 109-133, February.
  56. Han, Yonghui & Zhang, Fan & Huang, Liangxiong & Peng, Keming & Wang, Xianbin, 2021. "Does industrial upgrading promote eco-efficiency? ─A panel space estimation based on Chinese evidence," Energy Policy, Elsevier, vol. 154(C).
  57. Roel Helgers & Erik Buyst, 2016. "Spatial and Temporal Diffusion of Housing Prices in the Presence of a Linguistic Border: Evidence from Belgium," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 92-122, March.
  58. Maynou, Laia & Monfort, Mercedes & Morley, Bruce & Ordóñez, Javier, 2021. "Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals," Economic Modelling, Elsevier, vol. 103(C).
  59. Nikolaos Antonakakis & Ioannis Chatziantoniou & Christos Floros & David Gabauer, 2018. "The dynamic connectedness of UK regional property returns," Urban Studies, Urban Studies Journal Limited, vol. 55(14), pages 3110-3134, November.
  60. Shi, Wei & Lee, Lung-fei, 2018. "A spatial panel data model with time varying endogenous weights matrices and common factors," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 6-34.
  61. Yannis Psycharis & Dimitris Kallioras & Panagiotis Pantazis, 2014. "Economic crisis and regional resilience: detecting the ‘geographical footprint’ of economic crisis in Greece," Regional Science Policy & Practice, Wiley Blackwell, vol. 6(2), pages 121-141, June.
  62. Constantinescu, Mihnea & Lastauskas, Povilas, 2018. "The knotty interplay between credit and housing," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 241-266.
  63. Andrea Chegut & Piet Eichholtz & Paulo Rodrigues, 2013. "The London Commercial Property Price Index," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 588-616, November.
  64. Robert DEKLE & Eunpyo HONG & Wei XIE, 2016. "The Regional Spillover Effects of the Tohoku Earthquake," Discussion papers 16049, Research Institute of Economy, Trade and Industry (RIETI).
  65. Alisa Yusupova & Nicos G. Pavlidis & Efthymios G. Pavlidis, 2019. "Adaptive Dynamic Model Averaging with an Application to House Price Forecasting," Papers 1912.04661, arXiv.org.
  66. Schanne, Norbert, 2015. "A Global Vector Autoregression (GVAR) model for regional labour markets and its forecasting performance with leading indicators in Germany," IAB-Discussion Paper 201513, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  67. Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023. "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, vol. 118(C).
  68. Dreger, Christian & Kholodilin, Konstantin A., 2013. "An early warning system to predict speculative house price bubbles," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-26.
  69. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2012. "Unit Roots and Structural Change," Urban Studies, Urban Studies Journal Limited, vol. 49(4), pages 757-776, March.
  70. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
  71. Cipollini, Andrea & Parla, Fabio, 2020. "Housing market shocks in italy: A GVAR approach," Journal of Housing Economics, Elsevier, vol. 50(C).
  72. Yang, Jian & Yu, Ziliang & Deng, Yongheng, 2018. "Housing price spillovers in China: A high-dimensional generalized VAR approach," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 98-114.
  73. Mark Fitzgerald & David J. Hansen & Will McIntosh & Barrett A. Slade, 2020. "Urban Land: Price Indices, Performance, and Leading Indicators," The Journal of Real Estate Finance and Economics, Springer, vol. 60(3), pages 396-419, April.
  74. Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2021. "Time-varying inter-urban housing price spillovers in China: Causes and consequences," Journal of Asian Economics, Elsevier, vol. 77(C).
  75. Cynthia Fan Yang, 2021. "Common factors and spatial dependence: an application to US house prices," Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 14-50, January.
  76. Wang, Qiang & Kwan, Mei-Po & Zhou, Kan & Fan, Jie & Wang, Yafei & Zhan, Dongsheng, 2019. "Impacts of residential energy consumption on the health burden of household air pollution: Evidence from 135 countries," Energy Policy, Elsevier, vol. 128(C), pages 284-295.
  77. Jacek Rothert & Ryan Brady & Michael Insler, 2020. "The Fragmented United States of America: The impact of scattered lock-down policies on country-wide infections," Departmental Working Papers 65, United States Naval Academy Department of Economics.
  78. Enwei Zhu & Jing Wu & Hongyu Liu & Xindian Li, 2022. "Within‐City Spatial Distribution, Heterogeneity and Diffusion of House Price: Evidence from a Spatiotemporal Index for Beijing," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(3), pages 621-655, September.
  79. Huayi Yu, 2015. "The spillovers and heterogeneous responses of housing prices: a GVAR analysis of China's 35 major cities," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 20(4), pages 535-558, October.
  80. Norbert Schanne, 2011. "Forecasting Regional Labour Markets with GVAR Models and Indicators (refereed paper)," ERSA conference papers ersa10p1044, European Regional Science Association.
  81. Pijnenburg, Katharina, 2017. "The spatial dimension of US house prices," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 54(2), pages 466-481.
  82. Halleck Vega, Solmaria & Elhorst, J. Paul, 2016. "A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 85-95.
  83. Gong, Yunlong & Hu, Jinxing & Boelhouwer, Peter J., 2016. "Spatial interrelations of Chinese housing markets: Spatial causality, convergence and diffusion," Regional Science and Urban Economics, Elsevier, vol. 59(C), pages 103-117.
  84. Yannis PSYCHARIS & Antonis ROVOLIS & Vassilis TSELIOS & Panayotis PANTAZIS, 2014. "Economic Crisis And Regional Development In Greece," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 39, pages 67-85.
  85. Bing Zhu & Stanimira Milcheva, 2020. "The Pricing of Spatial Linkages in Companies’ Underlying Assets," The Journal of Real Estate Finance and Economics, Springer, vol. 61(3), pages 443-475, October.
  86. 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.
  87. Laia Maynou & Bruce Morley & Mercedes Monfort & Javier Ordóñez, 2020. "House price convergence Across Europe," Working Papers 2020/07, Economics Department, Universitat Jaume I, Castellón (Spain).
  88. Christian Dreger & Konstantin A. Kholodilin, 2011. "An Early Warning System to Predict the House Price Bubbles," Discussion Papers of DIW Berlin 1142, DIW Berlin, German Institute for Economic Research.
  89. Frank J. Fabozzi & Iason Kynigakis & Ekaterini Panopoulou & Radu S. Tunaru, 2020. "Detecting Bubbles in the US and UK Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 469-513, May.
  90. Alexey Akimov & Simon Stevenson & James Young, 2015. "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, vol. 52(9), pages 1665-1682, July.
  91. 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.
  92. Hassan Gholipour Fereidouni & Usama Al-Mulali & Janice Y. M. Lee & Abdul Hakim Mohammed, 2016. "Dynamic Relationship between House Prices in Malaysia's Major Economic Regions and Singapore House Prices," Regional Studies, Taylor & Francis Journals, vol. 50(4), pages 657-670, April.
  93. Yunlong Gong & Jan de Haan & Peter Boelhouwer, 2020. "Cross‐city spillovers in Chinese housing markets: From a city network perspective," Papers in Regional Science, Wiley Blackwell, vol. 99(4), pages 1065-1085, August.
  94. 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.
  95. Brady, Ryan R., 2014. "The spatial diffusion of regional housing prices across U.S. states," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 150-166.
  96. Lastrapes, William D. & Lebesmuehlbacher, Thomas, 2020. "Asylum seekers and house prices: Evidence from the United Kingdom," Journal of Housing Economics, Elsevier, vol. 49(C).
  97. 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.
  98. Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
  99. Zheng, Xian & Chen, Xingtao & Yuan, Ziqing, 2021. "Exploring the spatial spillover effect of home purchase restrictions on residential land prices based on the difference-in-differences approach: Evidence from 195 Chinese cities," Land Use Policy, Elsevier, vol. 102(C).
  100. Kun Duan & Tapas Mishra & Mamata Parhi & Simon Wolfe, 2019. "How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 58(4), pages 596-637, May.
  101. Katharina Pijnenburg, 2017. "The spatial dimension of US house prices," Urban Studies, Urban Studies Journal Limited, vol. 54(2), pages 466-481, February.
  102. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2018. "Asymmetric Causality between Unemployment Rate and House Prices in each State of the U.S," International Real Estate Review, Global Social Science Institute, vol. 21(1), pages 71-92.
  103. David Gray, 2015. "Hidden Properties of Irish House Price Vintages," Housing Studies, Taylor & Francis Journals, vol. 30(8), pages 1317-1353, November.
  104. Hsiao-Jung Teng & Chin-Oh Chang & Ming-Chi Chen, 2017. "Housing bubble contagion from city centre to suburbs," Urban Studies, Urban Studies Journal Limited, vol. 54(6), pages 1463-1481, May.
  105. Katharina Pijnenburg, 2014. "The Spatial Dimension of US House Price Developments," ERSA conference papers ersa14p127, European Regional Science Association.
  106. Bing Zhu & Colin Lizieri, 2021. "Connected markets through global real estate investments," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 618-654, September.
  107. Zabel, Jeffrey E., 2012. "Migration, housing market, and labor market responses to employment shocks," Journal of Urban Economics, Elsevier, vol. 72(2), pages 267-284.
  108. Li, Kunpeng, 2018. "Spatial panel data models with structural change," MPRA Paper 85388, University Library of Munich, Germany.
  109. Rakesh K. Bissoondeeal & Leonidas Tsiaras, 2023. "Investigating the Links between UK House Prices and Share Prices with Copulas," The Journal of Real Estate Finance and Economics, Springer, vol. 67(3), pages 423-452, October.
  110. Tursoy, Turgut & Faisal, Faisal & Berk, Niyazi & Shahbaz, Muhammad, 2018. "How do Stock Prices and Metal Prices Contribute to Economic Activity in Turkey? The Importance of Linear and Non-linear ARDL," MPRA Paper 88899, University Library of Munich, Germany.
  111. 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.
  112. Arnab Bhattacharjee & Chris Higson & Sean Holly, 2015. "Operating Leverage over the Business Cycle," Cambridge Working Papers in Economics 1535, Faculty of Economics, University of Cambridge.
  113. Taufiq Choudhry, 2020. "Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 504-529, June.
  114. Coën, Alain & Pourcelot, Alexis & Malle, Richard, 2022. "Macroeconomic shocks and ripple effects in the Greater Paris Metropolis," Journal of Housing Economics, Elsevier, vol. 56(C).
  115. Anna Gloria Billé & Roberto Benedetti & Paolo Postiglione, 2017. "A two-step approach to account for unobserved spatial heterogeneity," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(4), pages 452-471, October.
  116. Yuanyuan Cai & Yingming Zhu & Marco Helbich, 2022. "Club convergence of regional housing prices in China: evidence from 70 major Cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(1), pages 33-55, August.
  117. Guancen Wu & Jing Li & Dan Chong & Xing Niu, 2021. "Analysis on the Housing Price Relationship Network of Large and Medium-Sized Cities in China Based on Gravity Model," Sustainability, MDPI, vol. 13(7), pages 1-20, April.
  118. Arnab Bhattacharjee & Chris Higson & Sean Holly, 2014. "Asymmetric Price Adjustment, Sticky Costs and Operating Leverage over the Business Cycle," SEEC Discussion Papers 1402, Spatial Economics and Econometrics Centre, Heriot Watt University.
  119. Morgenroth, Edgar, 2018. "Prospects for Irish Regions and Counties: Scenarios and Implications," Research Series, Economic and Social Research Institute (ESRI), number RS70, June.
  120. Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
  121. Cheng-Wen Lee & Shu-Hen Chiang & Zhong-Qin Wen, 2023. "Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification," Sustainability, MDPI, vol. 15(7), pages 1-19, March.
  122. Canepa, Alessandra & Chini, Emilio Zanetti, 2016. "Dynamic asymmetries in house price cycles: A generalized smooth transition model," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 91-103.
  123. Andrew Abbott & Glauco De Vita, 2012. "Pairwise Convergence of District-level House Prices in London," Urban Studies, Urban Studies Journal Limited, vol. 49(4), pages 721-740, March.
  124. Ryan R. Brady, 2021. "Direct Forecasting for Applied Regional Analysis," Departmental Working Papers 67, United States Naval Academy Department of Economics.
  125. Zhu, Bing & van Dijk, Dorinth & Lizieri, Colin, 2024. "Price diffusion across international private commercial real estate markets," Journal of International Money and Finance, Elsevier, vol. 140(C).
  126. Jeffrey P. Cohen & Cletus C. Coughlin & Daniel Soques, 2019. "House Price Growth Interdependencies and Comovement," Working Papers 2019-028, Federal Reserve Bank of St. Louis, revised 11 Jan 2021.
  127. Tsai, I-Chun, 2019. "Relationships among regional housing markets: Evidence on adjustments of housing burden," Economic Modelling, Elsevier, vol. 78(C), pages 309-318.
  128. Seoung Hwan Suh & Kabsung Kim, 2014. "Global financial crisis and early warning system of Korean housing market," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 4, pages 62-81, Edward Elgar Publishing.
  129. Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
  130. Christian Reiner & Robert Musil, 2023. "The regional variation of a housing boom. Disparities of land prices in Austria, 2000–2018 [Die regionale Differenzierung eines Immobilien-Booms. Disparitäten der Baulandpreise in Österreich, 2000–," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 43(1), pages 125-146, April.
  131. Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4534-4555.
  132. Jacek Rothert & Ryan Brady & Michael Insler, 2020. "Local containment policies and country-wide spread of Covid-19 in the United States: an epidemiological analysis," GRAPE Working Papers 48, GRAPE Group for Research in Applied Economics.
  133. Panayiotis Tzeremes, 2022. "The Asymmetric Effects of Regional House Prices in the UK: New Evidence from Panel Quantile Regression Framework," Studies in Microeconomics, , vol. 10(1), pages 7-22, June.
  134. Williams, Joseph, 2018. "Housing markets with endogenous search: Theory and implications," Journal of Urban Economics, Elsevier, vol. 105(C), pages 107-120.
  135. 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.
  136. Agyemang, Abraham & Chowdhury, Iftekhar & Balli, Faruk, 2021. "Quantifying Return Spillovers in Global Real Estate Markets," Journal of Housing Economics, Elsevier, vol. 52(C).
  137. Gábor Márk Pellényi, 2019. "Regional Spillovers in the Hungarian Housing Market: Evidence from a Spatio-Temporal Model," European Economy - Discussion Papers 095, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  138. Tokui, Joji & Kawasaki, Kazuyasu & Miyagawa, Tsutomu, 2017. "The economic impact of supply chain disruptions from the Great East-Japan earthquake," Japan and the World Economy, Elsevier, vol. 41(C), pages 59-70.
  139. Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017. "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 56-64.
  140. Wen-Chi Liao & Daxuan Zhao & Li Ping Lim & Grace Khei Mie Wong, 2015. "Foreign liquidity to real estate market: Ripple effect and housing price dynamics," Urban Studies, Urban Studies Journal Limited, vol. 52(1), pages 138-158, January.
  141. Gauvin, Laetitia & Vignes, Annick & Nadal, Jean-Pierre, 2013. "Modeling urban housing market dynamics: Can the socio-spatial segregation preserve some social diversity?," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1300-1321.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.