Long-Term Structural Price Relationships in Real Estate Markets
作者： Rohan A. Christie-David , Mukesh K. Chaudhry , William H. Sackley
DOI: 10.1080/10835547.1999.12090997
关键词:
摘要: This study investigates the long-run stochastic properties of real estate assets by geographical breakdown. We also their linkages with financial assets. The initial tests find that almost al...
sci-hub.st 参考文章(39)
Katarina Juselius, Soren Johansen, The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications Research Papers in Economics. ,(1989)
Colin Lizieri, Stephen Satchell, Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972–1992 Journal of Real Estate Finance and Economics. ,vol. 15, pp. 11- 26 ,(1997) , 10.1023/A:1007745204491
Søren Johansen, Katarina Juselius, MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY Oxford Bulletin of Economics and Statistics. ,vol. 52, pp. 169- 210 ,(2009) , 10.1111/J.1468-0084.1990.MP52002003.X
Pierre Perron, Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied Advances in Econometrics and Modelling. pp. 47- 68 ,(1989) , 10.1007/978-94-015-7819-6_4
Mukesh K Chaudhry, FC Neil Myer, James R Webb, None, Stationarity and Cointegration in Systems with Real Estate and Financial Assets Journal of Real Estate Finance and Economics. ,vol. 18, pp. 339- 349 ,(1999) , 10.1023/A:1007785018055
Pierre Perron, Trends and random walks in macroeconomic time series Journal of Economic Dynamics and Control. ,vol. 12, pp. 297- 332 ,(1988) , 10.1016/0165-1889(88)90043-7
S∅ren Johansen, Katarina Juselius, Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK Journal of Econometrics. ,vol. 53, pp. 211- 244 ,(1992) , 10.1016/0304-4076(92)90086-7
George W. Gau, Ko Wang, A Further Examination of Appraisal Data and the Potential Bias in Real Estate Return Indexes Real Estate Economics. ,vol. 18, pp. 40- 48 ,(1990) , 10.1111/1540-6229.00508
Jeffrey D. Fisher, R. Brian Webb, Current Issues in the Analysis of Commercial Real Estate Real Estate Economics. ,vol. 20, pp. 211- 227 ,(1992) , 10.1111/1540-6229.00581
Søren Johansen, Katarina Juselius, Identification of the long-run and the short-run structure an application to the ISLM model Journal of Econometrics. ,vol. 63, pp. 7- 36 ,(1994) , 10.1016/0304-4076(93)01559-5