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Measuring the diffusion of housing prices across space and over time

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Cited by:

  1. Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Other publications TiSEM b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
  2. Liqian Cai & Arnab Bhattacharjee & Roger Calantone & Taps Maiti, 2019. "Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 146-200, September.
  3. 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.
  4. 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.
  5. 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.
  6. Angulo, Ana & Burridge, Peter & Mur, Jesús, 2018. "Testing for breaks in the weighting matrix," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 115-129.
  7. 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.
  8. Lerbs, Oliver & Hiller, Norbert, 2015. "Aging and Urban House Prices," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113136, Verein für Socialpolitik / German Economic Association.
  9. Carlo Ciccarelli & Jean Paul Elhorst, 2016. "A Spatial Diffusion Model with Common Factors and an Application to Cigarette Consumption," CEIS Research Paper 381, Tor Vergata University, CEIS, revised 31 May 2016.
  10. Chi‐Young Choi & Horag Choi & Alexander Chudik, 2020. "Regional inequality in the U.S.: Evidence from city‐level purchasing power," Journal of Regional Science, Wiley Blackwell, vol. 60(4), pages 738-774, September.
  11. Seydou Coulibaly & Abdramane Camara, 2021. "Working Paper 354 - Taxation, Foreign Direct Investment and Spillover Effects in the Mining Sector," Working Paper Series 2480, African Development Bank.
  12. Ling Zhang & He Wang & Yan Song & Haizhen Wen, 2019. "Spatial Spillover of House Prices: An Empirical Study of the Yangtze Delta Urban Agglomeration in China," Sustainability, MDPI, vol. 11(2), pages 1-17, January.
  13. Alain Coën & Alexis Pourcelot & Richard Malle, 2022. "Macroeconomic shocks and ripple effects in the Greater Paris Metropolis," Post-Print hal-03713561, HAL.
  14. 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.
  15. 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).
  16. Dominik Blatt & Kausik Chaudhuri & Hans Manner, 2021. "Spillover in the UK Housing Market," Graz Economics Papers 2021-13, University of Graz, Department of Economics.
  17. Hong, Han & Ju, Gaosheng & Li, Qi & Yan, Karen X., 2024. "Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application," Journal of Econometrics, Elsevier, vol. 245(1).
  18. He Wang & Shujun Yang, 2025. "The influence of administrative border on the spatial correlation of house prices: evidence from China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-14, December.
  19. Katharina Pijnenburg, 2013. "The Spatial Dimension of US House Price Developments," Discussion Papers of DIW Berlin 1270, DIW Berlin, German Institute for Economic Research.
  20. Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2019. "A time-space dynamic panel data model with spatial moving average errors," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 13-31.
  21. Yu, Qing & Hui, Eddie Chi-Man & Shen, Jianfu, 2023. "Do local governments capitalise on the spillover effect in the housing market? Quasi-experimental evidence from house purchase restrictions in China," Land Use Policy, Elsevier, vol. 133(C).
  22. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
  23. Cipollini, Andrea & Parla, Fabio, 2020. "Housing market shocks in italy: A GVAR approach," Journal of Housing Economics, Elsevier, vol. 50(C).
  24. Yang, Jian & Tong, Meng & Yu, Ziliang, 2021. "Housing market spillovers through the lens of transaction volume: A new spillover index approach," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 351-378.
  25. Ciccarelli, Carlo & Elhorst, J.Paul, 2018. "A dynamic spatial econometric diffusion model with common factors: The rise and spread of cigarette consumption in Italy," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 131-142.
  26. Wang, Yongpei & Yan, Qing & Yang, Jieru & Komonpipat, Supak & Zhang, Qian, 2024. "Can inter-provincial transmission reduce regional carbon emissions? Evidence from China," Energy Policy, Elsevier, vol. 184(C).
  27. 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.
  28. Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Other publications TiSEM b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
  29. 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.
  30. J. Paul Elhorst, 2014. "Dynamic Spatial Panels: Models, Methods and Inferences," SpringerBriefs in Regional Science, in: Spatial Econometrics, edition 127, chapter 0, pages 95-119, Springer.
  31. 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.
  32. Julian Ramajo & Miguel A. Marquez & Geoffrey J.D. Hewings, 2013. "Spatio-temporal Analysis of Regional Systems: A Multiregional Spatial Vector Autoregressive Model for Spain," ERSA conference papers ersa13p159, European Regional Science Association.
  33. Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
  34. 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.
  35. 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.
  36. Fengyun Liu & Chuanzhe Liu & Honghao Ren, 2018. "Urban Housing Price Fluctuations and Regional Systemic Financial Risks: Panel Spatial Economic Models in Jiangsu, China," Sustainability, MDPI, vol. 10(10), pages 1-17, September.
  37. Katharina Pijnenburg, 2014. "The Spatial Dimension of US House Price Developments," ERSA conference papers ersa14p127, European Regional Science Association.
  38. Nathaniel P. S. Cook & Jason C. Jones, 2021. "The African Growth and Opportunity Act and growth in sub‐Saharan Africa: A local projection approach," The World Economy, Wiley Blackwell, vol. 44(1), pages 234-261, January.
  39. Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017. "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 185-197.
  40. Yuan Zhang & Yiguo Sun & Thanasis Stengos, 2019. "Spatial Dependence in the Residential Canadian Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 223-263, February.
  41. Lu Liu & Linda Qiu & Yuanyuan Yang, 2022. "Urban housing prices within a core urban agglomeration in China," SN Business & Economics, Springer, vol. 2(11), pages 1-38, November.
  42. 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.
  43. Miguel A. Márquez & Julián Ramajo & Geoffrey JD. Hewings, 2015. "Regional growth and spatial spillovers: Evidence from an SpVAR for the Spanish regions," Papers in Regional Science, Wiley Blackwell, vol. 94, pages 1-18, November.
  44. Seydou Coulibaly & Abdramane Camara, 2022. "The end of tax incentives in mining? Tax policy and mining foreign direct investment in Africa," African Development Review, African Development Bank, vol. 34(S1), pages 177-194, July.
  45. Cristiana Fiorelli & Alfredo Cartone & Matteo Foglia, 2021. "Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 223-245, February.
  46. 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).
  47. Pizzuto, Pietro, 2020. "Regional effects of monetary policy in the U.S.: An empirical re-assessment," Economics Letters, Elsevier, vol. 190(C).
  48. Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 276-291.
  49. Civelli, Andrea & Horowitz, Andrew & Teixeira, Arilton, 2018. "Foreign aid and growth: A Sp P-VAR analysis using satellite sub-national data for Uganda," Journal of Development Economics, Elsevier, vol. 134(C), pages 50-67.
  50. Solmaria Halleck Vega & J. Paul Elhorst, 2014. "Modelling regional labour market dynamics in space and time," Papers in Regional Science, Wiley Blackwell, vol. 93(4), pages 819-841, November.
  51. Ryan R. Brady, 2021. "Direct Forecasting for Applied Regional Analysis," Departmental Working Papers 67, United States Naval Academy Department of Economics.
  52. Kuangyu Wen & Ximing Wu & David J. Leatham, 2021. "Spatially Smoothed Kernel Densities with Application to Crop Yield Distributions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 349-366, September.
  53. 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.
  54. Chi-Young Choi & Alexander Chudik, 2017. "Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data," Globalization Institute Working Papers 330, Federal Reserve Bank of Dallas.
  55. 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.
  56. Williams, Joseph, 2018. "Housing markets with endogenous search: Theory and implications," Journal of Urban Economics, Elsevier, vol. 105(C), pages 107-120.
  57. Marc Francke & Alex Van De Minne, 2022. "Daily appraisal of commercial real estate a new mixed frequency approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(5), pages 1257-1281, September.
  58. Francisca Richter & Youngme Seo, 2011. "Inter-regional home price dynamics through the foreclosure crisis," Working Papers (Old Series) 1119, Federal Reserve Bank of Cleveland.
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