Further Evidence on the Spatio-Temporal Model of House Prices in the United States

Further Evidence on the Spatio-Temporal Model of House Prices in the United States

Holly, Pesaran, and Yamagata (Journal of Econometrics 2010; 158: 160–173) use a panel of 49 states over the period 1975–2003 to show that state-level real housing prices are driven by economic fundamentals, such as real per capita disposable income, as well as by common shocks, such as changes in in...

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Bibliographic Details
Main Authors: BALTAGI, Badi H., LI, Jing
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
Subjects:
House Prices
Cointegration
Cross-Sectional Dependence
Public Economics
Real Estate
Online Access:https://ink.library.smu.edu.sg/soe_research/1543
https://ink.library.smu.edu.sg/context/soe_research/article/2542/viewcontent/FurtherEvidenceSpatio_TemporalModelHousePricesUS_pp.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1543
https://ink.library.smu.edu.sg/context/soe_research/article/2542/viewcontent/FurtherEvidenceSpatio_TemporalModelHousePricesUS_pp.pdf

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