A Closer Look at the U.S. Housing Market: Modeling Relationships among Regions

This article investigates the dynamic interactions among nine U.S. regional housing markets by estimating the multivariate cointegration model using both autoregressive (AR) and moving average (MA) representations over the period from 1975 to 2010. Long‐run results indicate that the extent of conver...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Real estate economics 2013-09, Vol.41 (3), p.542-568
Hauptverfasser:	Yunus, Nafeesa, Swanson, Peggy E.
Format:	Artikel
Sprache:	eng
Schlagworte:	Housing Macroeconomics Regions Statistical analysis Stochastic models Studies
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!