Počet záznamů: 1

Testing for bubbles in housing markets: a panel data approach

  1. 1.
    0326418 - NHU-N 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
    Grant CEP: GA MŠk 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