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The long-run relationship between house prices and income: evidence from local housing markets

Citations

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Cited by:

  1. Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
  2. Hillis, Holly & Karwowski, Nicole, 2025. "The Impact of Conservation Easements on Housing Prices in US Counties," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 361122, Agricultural and Applied Economics Association.
  3. Sergio Clavijo & Michel Janna & Santiago Munoz, 2005. "The Housing Market in Colombia: Socioeconomic and Financial Determinants," Research Department Publications 4389, Inter-American Development Bank, Research Department.
  4. Rose Cunningham & Ilan Kolet, 2007. "Housing Market Cycles and Duration Dependence in the United States and Canada," Staff Working Papers 07-2, Bank of Canada.
  5. Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "A spatio-temporal model of house prices in the USA," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
  6. 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.
  7. Mr. Calvin Schnure, 2005. "Boom-Bust Cycles in Housing: The Changing Role of Financial Structure," IMF Working Papers 2005/200, International Monetary Fund.
  8. Sergio Clavijo & Michel Janna & Santiago Mu�oz, 2004. "LA VIVIENDA EN COLOMBIA: Sus Determinantes Socio-Econ�micos y Financieros," Borradores de Economia 3099, Banco de la Republica.
  9. Razak, Nursakina & Masih, Mansur, 2018. "Does income or house price lead in the public housing market? a case study of Singapore’s public housing sector," MPRA Paper 94212, University Library of Munich, Germany.
  10. Balázs Egert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," CESifo Working Paper Series 2127, CESifo.
  11. Frederic S. Mishkin, 2007. "\"Housing and the monetary transmission mechanism,\" Finance and Economics Discussion Series Working Paper: a speech at the Federal Reserve Bank of Kansas City's Economic Symposium, Jackson Hole, Wyoming, September 1, 2007," Speech 312, Board of Governors of the Federal Reserve System (U.S.).
  12. Randal Verbrugge, 2008. "The Puzzling Divergence Of Rents And User Costs, 1980–2004," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 54(4), pages 671-699, December.
  13. Clavijo, Sergio & Janna, Michel & Muñoz, Santiago, 2005. "The Housing Market in Colombia: Socioeconomic and Financial Determinants," IDB Publications (Working Papers) 1548, Inter-American Development Bank.
  14. Sergio Clavijo & Michel Janna & Santiago Munoz, 2005. "El mercado colombiano de la vivienda: factores socioeconómicos y financieros determinantes," Research Department Publications 4390, Inter-American Development Bank, Research Department.
  15. Dennis R. Capozza & Patric H. Hendershott & Charlotte Mack, 2004. "An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(1), pages 1-32, March.
  16. Vansteenkiste, Isabel, 2007. "Regional housing market spillovers in the US: lessons from regional divergences in a common monetary policy setting," Working Paper Series 708, European Central Bank.
  17. International Monetary Fund, 2005. "United Kingdom: Selected Issues," IMF Staff Country Reports 2005/081, International Monetary Fund.
  18. Koji Nakamura & Yumi Saita, 2007. "Land Prices and Fundamentals," Bank of Japan Working Paper Series 07-E-8, Bank of Japan.
  19. Luci Ellis & Laura Berger-Thomson, 2004. "Housing Construction Cycles and Interest Rates," Econometric Society 2004 Australasian Meetings 335, Econometric Society.
  20. Ms. Evridiki Tsounta, 2009. "Is the Canadian Housing Market Overvalued? A Post-crisis Assessment," IMF Working Papers 2009/235, International Monetary Fund.
  21. Davis, Morris A. & Heathcote, Jonathan, 2007. "The price and quantity of residential land in the United States," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2595-2620, November.
  22. Clavijo Sergio & Michel Janna & Santiago Mu�oz, 2005. "La vivienda en Colombia: sus determinantes socioeconómicos y financieros," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
  23. Philip Arestis & Ana Rosa Gonzalez‐Martinez, 2019. "Economic precariousness: A new channel in the housing market cycle," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 1030-1043, April.
  24. Michael Berlemann & Julia Freese & Sven Knoth, 2012. "Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control," Working Paper 124/2012, Helmut Schmidt University, Hamburg.
  25. Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 359-413.
  26. repec:onb:oenbwp:y:2007:i:1:b:1 is not listed on IDEAS
  27. Ms. Deniz O Igan & Mr. Prakash Loungani, 2012. "Global Housing Cycles," IMF Working Papers 2012/217, International Monetary Fund.
  28. Cabray L. Haines & Richard J. Rosen, 2007. "Bubble, bubble, toil, and trouble," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 31(Q I), pages 16-35.
  29. Michelle Harter-Dreiman, 2003. "Drawing Inferences about Housing Supply Elasticity from House Price Responses to Income Shocks," FHFA Staff Working Papers 03-02, Federal Housing Finance Agency.
  30. 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.
  31. Benedetto Manganelli & Francesco Tajani, 2015. "Macroeconomic Variables and Real Estate in Italy and in the usa," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2015(3), pages 31-48.
  32. Gianni La Cava, 2016. "Housing prices, mortgage interest rates and the rising share of capital income in the United States," BIS Working Papers 572, Bank for International Settlements.
  33. Karakoyun, Hulya Deniz & Yildirim, Nurtac, 2017. "Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 13(3).
  34. 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.
  35. Diabul Haque, 2024. "Transforming Japan Real Estate," Papers 2405.20715, arXiv.org.
  36. repec:onb:oenbwp:y::i:138:b:1 is not listed on IDEAS
  37. Ch. Warisse, 2017. "Analysis of the developments in residential property prices : Is the Belgian market overvalued ?," Economic Review, National Bank of Belgium, issue i, pages 61-77, June.
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