Testing for bubbles in housing markets: a panel data approach

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F09%3A00326418" target="_blank" >RIV/67985998:_____/09:00326418 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Testing for bubbles in housing markets: a panel data approach

Original language description

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.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AH - Economics

OECD FORD branch

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Project

<a href="/en/project/LC542" target="_blank" >LC542: Center of Advanced Political Economy Research</a><br>

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Journal of Real Estate Finance and Economics

ISSN

0895-5638

e-ISSN

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Volume of the periodical

38

Issue of the periodical within the volume

4

Country of publishing house

US - UNITED STATES

Number of pages

21

Pages from-to

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UT code for WoS article

000265153500002

EID of the result in the Scopus database

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