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The ripple effect of local house price movements in New Zealand
16 references·0 citing·36 second hop
The ripple effect of local house price movements in New Zealand (2009)The ripple effect of local house price mo…A simple alternative house price index method (2006)A simple alternative house pr…Regional House Prices and the Ripple Effect: A New Interpretation (1999)Regional House Prices and the…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression, and Hybrid Approaches (1997)The Construction of Residenti…Spatial aggregation, spatial dependence and predictability in the UK housing market (1996)Spatial aggregation, spatial …Seasonality and Cointegration of Regional House Prices in the UK (1994)Seasonality and Cointegration…Measuring Changes in Local House Prices: An Empirical Investigation of Alternative Methodologies (1994)Measuring Changes in Local Ho…Seasonality, non-stationarity and the forecasting of monthly time series (1991)Seasonality, non-stationarity…New Evidence on Home Prices from Freddie Mac Repeat Sales (1991)New Evidence on Home Prices f…MODELING REGIONAL HOUSE PRICES IN THE UNITED KINGDOM (1991)MODELING REGIONAL HOUSE PRICE…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Arithmetic repeat sales price estimators (1991)Arithmetic repeat sales price…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Prices of Single Family Homes Since 1970: New Indexes for Four Cities (1987)Prices of Single Family Homes…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A Regression Method for Real Estate Price Index Construction (1963)A Regression Method for Real …Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? (2003)Distance and Private Information in Lending (2010)Short- Term Interest Rates as Predictors of Inflation (2021)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Seasonal integration and cointegration (1990)Tests for seasonal unit roots general to specific or specific to general? (1995)Time series forecasting using neural networks: should the data be deseasonalized first? (1999)Short-term forecasting of Japanese tourist inflow to South Korea using Google trends data (2016)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects (1995)The Convergence of Regional House Prices in the UK (2003)Is There Long-run Convergence among Regional House Prices in the UK? (2008)A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence (2015)Measuring the Value of Housing Quality (1970)3. Hedonic Price Indexes for Automobiles: An Econometric Analysis of Quality Change (1971)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Hedonic Pricing Models: A Selective and Applied Review (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)House price diffusion and inter‐regional and cross‐border house price dynamics (2004)Detecting long‐run relationships in regional house prices in the UK (2005)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Residential Construction: Using the Urban Growth Model to Estimate Housing Supply (2000)ARE HOME PRICES THE NEXT BUBBLE (2004)Home away from home? Foreign demand and London house prices (2018)The Behavior of Home Buyers in Boom and Post-Boom Markets (1988)Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market (2011)Recourse and Residential Mortgage Default: Evidence from US States (2011)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 1963A Regression Method for Real Estate Price Index Construction1,064 cited
  • 1987Prices of Single Family Homes Since 1970: New Indexes for Four Cities551 cited
  • 1999Regional House Prices and the Ripple Effect: A New Interpretation458 cited
  • 1997The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression, and Hybrid Approaches306 cited
  • 1991Seasonality, non-stationarity and the forecasting of monthly time series232 cited
  • 1994Seasonality and Cointegration of Regional House Prices in the UK223 cited
  • 1991Arithmetic repeat sales price estimators198 cited
  • 2006A simple alternative house price index method196 cited
  • 1994Measuring Changes in Local House Prices: An Empirical Investigation of Alternative Methodologies170 cited
  • 1996Spatial aggregation, spatial dependence and predictability in the UK housing market153 cited

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  • 1991New Evidence on Home Prices from Freddie Mac Repeat Sales144 cited
  • 1991MODELING REGIONAL HOUSE PRICES IN THE UNITED KINGDOM131 cited
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