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Modelling structural change in the UK housing market: A comparison of alternative house price models
10 references·4 citing·42 second hop
Modelling structural change in the UK housing market: A comparison of alternative house price models (1997)Modelling structural change in the UK hou…Booms and Busts in the UK Housing Market (1997)Booms and Busts in the UK Hou…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Cointegration, exogeneity, and policy analysis: An overview (1992)Cointegration, exogeneity, an…House Price Dynamics: The Role of Tax Policy and Demography (1991)House Price Dynamics: The Rol…THE REMOVAL OF MORTGAGE MARKET CONSTRAINTS AND THE IMPLICATIONS FOR ECONOMETRIC MODELLING OF UK HOUSE PRICES (1990)THE REMOVAL OF MORTGAGE MARKE…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)Tax Subsidies to Owner-Occupi…Inflation, Housing Costs, and the Consumer Price Index (1982)Inflation, Housing Costs, and…Alternative procedures and associated tests of significance for non-nested hypotheses (1981)Alternative procedures and as…Risk–return relationships and asymmetric adjustment in the UK housing market (2011)Risk–return relationships and…What's the Beef with House Prices? Economic Shocks and Local Housing Markets (2006)What's the Beef with House Pr…Housing Supply and Price Adjustment (2006)Housing Supply and Price Adju…Housing and Economic Adjustment (2003)Housing and Economic Adjustme…The impact of interest rates, income, and employment upon regional housing prices (1990)Housing Prices, Externalities, and Regulation in U.S. Metropolitan Areas (1994)A Rational Expectations Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution (2012)Short- Term Interest Rates as Predictors of Inflation (2021)Inflation, Mortgage, and Housing (1979)A Model of Housing Tenure Choice (1983)Forecasting UK house prices: A time varying coefficient approach (1997)House Price Appreciation, Transactions and Structural Change in the British Housing Market: A Macroeconomic Perspective (2003)The Time-Series Properties of House Prices: A Case Study of the Southern California Market (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Oil prices and the rise and fall of the US real exchange rate (1998)Single-Equation Estimation of the Equilibrium Real Exchange Rate (1999)Foreign direct investment and growth in India: a cointegration approach (2002)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)Estimation of Dynamic Models with Error Components (1981)Papers on Economic Activity (1983)The Efficiency of the Market for Single-Family Homes (1988)Bubbles in Metropolitan Housing Markets (1994)HOUSING AND THE BUSINESS CYCLE* (2005)The price and quantity of residential land in the United States (2007)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Is There a Bubble in the Housing Market? (2003)Assessing High House Prices: Bubbles, Fundamentals and Misperceptions (2005)The Wealth of Cities: Agglomeration Economies and Spatial Equilibrium in the United States (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches (1988)A Survey of Some Recent Econometric Methods (1989)Job Selection and Wages over the Business Cycle (2013)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)House prices, consumption, and monetary policy: a financial accelerator approach (2004)Money Illusion and Housing Frenzies (2007)House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis (2009)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1984Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach1,270 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1997Booms and Busts in the UK Housing Market606 cited
  • 1991House Price Dynamics: The Role of Tax Policy and Demography594 cited
  • 1981Alternative procedures and associated tests of significance for non-nested hypotheses237 cited
  • 1992Cointegration, exogeneity, and policy analysis: An overview221 cited
  • 1982Inflation, Housing Costs, and the Consumer Price Index192 cited
  • 1990THE REMOVAL OF MORTGAGE MARKET CONSTRAINTS AND THE IMPLICATIONS FOR ECONOMETRIC MODELLING OF UK HOUSE PRICES134 cited

Cited by

  • 2003Housing and Economic Adjustment76 cited
  • 2006What's the Beef with House Prices? Economic Shocks and Local Housing Markets74 cited
  • 2006Housing Supply and Price Adjustment63 cited
  • 2011Risk–return relationships and asymmetric adjustment in the UK housing market23 cited

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