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How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

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Cited by:

  1. Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
  2. David Lodge & Marta Rodriguez-Vives, 2013. "How long can austerity persist? The factors that sustain fiscal consolidations," European Journal of Government and Economics, Europa Grande, vol. 2(1), pages 5-24, June.
  3. Lee, Hung-Wei & Lin, Che-Chun & Tsai, I-Chun, 2023. "Another application of call options: Explaining the divergence between the housing market and the rental market," Finance Research Letters, Elsevier, vol. 53(C).
  4. Żelazowski Konrad, 2017. "Housing Market Cycles In The Context Of Business Cycles," Real Estate Management and Valuation, Sciendo, vol. 25(3), pages 5-14, September.
  5. Niklas Gohl & Peter Haan & Claus Michelsen & Felix Weinhardt, 2022. "House Price Expectations," Discussion Papers of DIW Berlin 1994, DIW Berlin, German Institute for Economic Research.
  6. Castroa, Vitor & Kubota, Megumi, 2013. "Duration dependence and change-points in the likelihood of credit booms ending," Policy Research Working Paper Series 6475, The World Bank.
  7. Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2018. "The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1969-1994, December.
  8. Theodore Panagiotidis & Panagiotis Printzis, 2016. "On the macroeconomic determinants of the housing market in Greece: a VECM approach," International Economics and Economic Policy, Springer, vol. 13(3), pages 387-409, July.
  9. Gohl, Niklas & Haan, Peter & Michelsen, Claus & Weinhardt, Felix, 2022. "House Price Expectations," IZA Discussion Papers 15040, Institute of Labor Economics (IZA).
  10. Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2020. "The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 607-670, November.
  11. Niklas Gohl & Peter Haan & Claus Michelsen & Felix Weinhardt, 2022. "House Price Expectations," SOEPpapers on Multidisciplinary Panel Data Research 1162, DIW Berlin, The German Socio-Economic Panel (SOEP).
  12. Robert J. Hill & Miriam Steurer & Sofie R. Waltl, 2017. "Owner Occupied Housing in the CPI and Its Impact On Monetary Policy During Housing Booms and Busts," Graz Economics Papers 2017-12, University of Graz, Department of Economics.
  13. Tim Meyer, 2019. "On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data," The Journal of Real Estate Finance and Economics, Springer, vol. 58(3), pages 457-488, April.
  14. Christian A. L. Hilber, 2019. "Immobilienpreise und Immobilienzyklen und die Rolle von Angebotsbeschränkungen [The impact of local supply constraints on house prices and price dynamics]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 5(1), pages 37-65, November.
  15. Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021. "Superstar Returns," SciencePo Working papers Main hal-03881493, HAL.
  16. Ehrlich, Maximilian V. & Hilber, Christian A.L. & Schöni, Olivier, 2018. "Institutional settings and urban sprawl: Evidence from Europe," Journal of Housing Economics, Elsevier, vol. 42(C), pages 4-18.
  17. Luca Agnello & Vitor Castro & Ricardo Sousa, 2019. "The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases," Working Papers 34, European Stability Mechanism.
  18. Ott, Hervé, 2014. "Will euro area house prices sharply decrease?," Economic Modelling, Elsevier, vol. 42(C), pages 116-127.
  19. Joshua Aizenman & Yothin Jinjarak & Huanhuan Zheng, 2019. "Housing Bubbles, Economic Growth, and Institutions," Open Economies Review, Springer, vol. 30(4), pages 655-674, September.
  20. Dittmann Iwona, 2017. "Similarity of Changes in Average Prices of Residential Properties in Europe in 2010-2016," Real Estate Management and Valuation, Sciendo, vol. 25(4), pages 63-74, December.
  21. Aquiles Arrieta Barcasnegras, 2012. "La relación entre los flujos de capital y el precio de la vivienda: el caso colombiano," Revista de Economía del Caribe 10854, Universidad del Norte.
  22. Clara Martínez Toledano, 2020. "House Price Cycles, Wealth Inequality and Portfolio Reshuffling," Working Papers hal-02876979, HAL.
  23. Hill, Robert J. & Syed, Iqbal A., 2016. "Hedonic price–rent ratios, user cost, and departures from equilibrium in the housing market," Regional Science and Urban Economics, Elsevier, vol. 56(C), pages 60-72.
  24. Francisco Amaral & Martin Dohmen & Moritz Schularick & Jonas Zdrzalek, 2023. "German Real Estate Index (GREIX)," ECONtribute Discussion Papers Series 231, University of Bonn and University of Cologne, Germany.
  25. Are Oust & Ole Martin Eidjord, 2020. "Can Google Search Data be Used as a Housing Bubble Indicator?," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 267-308.
  26. Robert J. Hill & Miriam Steurer & Sofie R. Waltl, 2019. "Owner-Occupied Housing, Inflation, and Monetary Policy," Graz Economics Papers 2019-05, University of Graz, Department of Economics.
  27. Tilak Abeysinghe & Jiaying Gu, 2016. "Estimating fundamental and affordable housing price trends: a study based on Singapore," Applied Economics, Taylor & Francis Journals, vol. 48(49), pages 4783-4798, October.
  28. Costanza Torricelli & Maria Cesira Urzì Brancati & Marco Santantonio, 2016. "Does Homeownership Partly Explain Low Participation in Supplementary Pension Schemes?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 45(2), pages 179-203, July.
  29. Chen, Jie & Chen, Yu & Hill, Robert J. & Hu, Pei, 2022. "The user cost of housing and the price-rent ratio in Shanghai," Regional Science and Urban Economics, Elsevier, vol. 92(C).
  30. Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, 2013. "Housing market cycles – a disequilibrium model and its application to the primary housing market in Warsaw," Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013, chapter 11, pages 5-38, Narodowy Bank Polski.
  31. Are Oust & Ole Martin Eidjord, 2020. "Can Google Search Data be Used as a Housing Bubble Indicator?," International Real Estate Review, Asian Real Estate Society, vol. 23(2), pages 893-934.
  32. Augustyniak, Hanna & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2012. "Cykle na rynku nieruchomości mieszkaniowych i komercyjnych, ryzyko dla inwestora oraz potrzeba adekwatnej i ostrożnej wyceny [Cycles on the housing and commercial real estate market, risks and the ," MPRA Paper 41070, University Library of Munich, Germany.
  33. Clara Martínez Toledano, 2020. "House Price Cycles, Wealth Inequality and Portfolio Reshuffling," PSE Working Papers hal-02876979, HAL.
  34. Horváth, Áron & Sápi, Zoltán & Révész, Gábor, 2016. "Irodapiaci ciklusok jellemzése a hozam, a bérleti forgalom, az üresedés, a bérleti díjak és az új átadás alapján [Yields, take-up, vacancy, rents and new supply during office-market cycles]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 113-136.
  35. Clara Martínez Toledano, 2020. "House Price Cycles, Wealth Inequality and Portfolio Reshuffling," World Inequality Lab Working Papers hal-02876979, HAL.
  36. Chang, Kuang-Liang, 2020. "Are cyclical patterns of international housing markets interdependent?," Economic Modelling, Elsevier, vol. 88(C), pages 14-24.
  37. Rots, Eyno, 2017. "Imperfect information and the house price in a general-equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 215-231.
  38. David Gray, 2018. "An application of two non-parametric techniques to the prices of British dwellings: An examination of cyclicality," Urban Studies, Urban Studies Journal Limited, vol. 55(10), pages 2286-2299, August.
  39. R. Becker & Y. Wang, 2013. "Measuring the Chinese business cycle," Applied Economics, Taylor & Francis Journals, vol. 45(28), pages 3988-4003, October.
  40. Martin Lux & Petr Gibas & Irena Boumová & Martin Hájek & Petr Sunega, 2017. "Reasoning behind choices: rationality and social norms in the housing market behaviour of first-time buyers in the Czech Republic," Housing Studies, Taylor & Francis Journals, vol. 32(4), pages 517-539, May.
  41. Albers, Thilo Nils Hendrik, 2018. "The prelude and global impact of the Great Depression: Evidence from a new macroeconomic dataset," Explorations in Economic History, Elsevier, vol. 70(C), pages 150-163.
  42. David Gray, 2019. "Medium-term cycles and housing: Is regional integration different?," Urban Studies, Urban Studies Journal Limited, vol. 56(9), pages 1786-1800, July.
  43. Maryam Akbari Nasiri, 2020. "How Long Do Housing Cycles Last? A Duration Analysis For Emerging Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(2), pages 179-200, July.
  44. Castroa, Vitor & Kubota, Megumi, 2013. "Duration dependence and change-points in the likelihood of credit booms ending," Policy Research Working Paper Series 6475, The World Bank.
  45. I-Chun Tsai, 2017. "The housing market and excess monetary liquidity in China," Empirical Economics, Springer, vol. 53(2), pages 599-615, September.
  46. Sala-Ríos, Mercé & Farré-Perdiguer, Mariona & Torres-Solé, Teresa, 2018. "How do Housing Prices and Business Cycles Interact in Spain? An Empirical Analysis/¿Cómo interactúan los precios de la vivienda y el ciclo económico en España? Un análisis empírico," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 897-920, Septiembr.
  47. Alqaralleh, Huthaifa & Canepa, Alessandra, 2020. "Housing market cycles in large urban areas," Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
  48. Monnet, Eric & Wolf , Clara, 2017. "Demographic cycles, migration and housing investment," Journal of Housing Economics, Elsevier, vol. 38(C), pages 38-49.
  49. Sara Ferreira Filipe, 2018. "Housing prices and mortgage credit in Luxembourg," BCL working papers 117, Central Bank of Luxembourg.
  50. Vítor Martins & Alessandro Turrini & Bořek Vašíček & Madalina Zamfir, 2021. "Euro Area Housing Markets: Trends, Challenges and Policy Responses," European Economy - Discussion Papers 147, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  51. Gohl, Niklas & Haan, Peter & Michelsen, Claus & Weinhardt, Felix, 2022. "House Price Expectations," Rationality and Competition Discussion Paper Series 313, CRC TRR 190 Rationality and Competition.
  52. 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.
  53. Are Oust & Eidjord Ole Martin, 2018. "Can Google Search Data be Used as a Housing Bubble Indicator?," ERES eres2018_151, European Real Estate Society (ERES).
  54. Richard Keely & Ronan C. Lyons, 2022. "Housing Prices, Yields and Credit Conditions in Dublin since 1945," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 404-439, April.
  55. Gohl, Niklas & Haan, Peter & Michelsen, Claus & Weinhardt, Felix Julian, 2022. "House price expectations," LSE Research Online Documents on Economics 117761, London School of Economics and Political Science, LSE Library.
  56. Hui, Eddie Chi-Man & Wang, Ziyou, 2015. "Can we predict the property cycle? A study of securitized property market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 426(C), pages 72-87.
  57. Thomas Ankenbrand & Fabian Kostadinov & Faten Ben Bouheni & Mondher Bellalah, 2020. "Cyclical behaviour of the Swiss real estate market," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, vol. 39(1/2), pages 71-99.
  58. Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2015. "Booms, Busts, and Normal Times in the Housing Market," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 25-45, January.
  59. François Geerolf & Thomas Grjebine, 2014. "Assessing House Price Effects on Unemployment Dynamics," Working Papers 2014-25, CEPII research center.
  60. Niklas Gohl & Peter Haan & Claus Michelsen & Felix Weinhardt, 2022. "House price expectations," CEP Discussion Papers dp1829, Centre for Economic Performance, LSE.
  61. David Gray, 2021. "A simple measure of beta-convergence revisited," Urban Studies, Urban Studies Journal Limited, vol. 58(12), pages 2569-2583, September.
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