Počet záznamů: 1
Testing for bubbles in housing markets: a panel data approach
- 1.0326418 - NHÚ 2010 RIV US eng J - Článek v odborném periodiku
Mikhed, V. - Zemčík, Petr
Testing for bubbles in housing markets: a panel data approach.
Journal of Real Estate Finance and Economics. Roč. 38, č. 4 (2009), s. 366-386. ISSN 0895-5638. E-ISSN 1573-045X
Grant CEP: GA MŠMT LC542
Výzkumný záměr: CEZ:AV0Z70850503
Klíčová slova: house prices * cointegration * panel data
Kód oboru RIV: AH - Ekonomie
Impakt faktor: 0.659, rok: 2009
We employ recently developed cross-sectionally robust panel data tests for unit roots and cointegration to find whether house prices reflect house related earnings. We use U.S. data for Metropolitan Statistical Areas, with house price measured by the weighted-repeated-sales index and cash-flows by market tenants' rents.
Trvalý link: http://hdl.handle.net/11104/0173527
Počet záznamů: 1