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The asymmetric volatility of house prices in the UK
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The asymmetric volatility of house prices in the UK (2009)The asymmetric volatility of house prices…Modelling house price volatility states in the UK by switching ARCH models (2008)Modelling house price volatil…Exploring Metropolitan Housing Price Volatility (2006)Exploring Metropolitan Housin…Housing Price Volatility Changes and Their Effects (2002)Housing Price Volatility Chan…The Long-Run Price Elasticity of Supply of New Residential Construction in the United States and the United Kingdom (2001)The Long-Run Price Elasticity…Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…Bubbles in Metropolitan Housing Markets (1994)Bubbles in Metropolitan Housi…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Modelling UK house prices using cointegration: an application of the Johansen technique (1993)Modelling UK house prices usi…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 Time Series Regression (1988)Testing for a Unit Root in Ti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Efficiency of the Market for Single-Family Homes (1988)House Price Dynamics: The Role of Tax Policy and Demography (1991)Regional Evolutions (1992)A Simple Error Correction Model of House Prices (1999)Bank lending and property prices in Hong Kong (2004)The Long-Run Relationship between House Prices and Income: Evidence from Local Housing Markets (2006)Inflation, Mortgage, and Housing (1979)A Model of Housing Tenure Choice (1983)Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)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)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Emerging equity market volatility (1997)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Econometric Models and Economic Forecasts (1990)19 The World Distribution of Household Wealth (2008)Where are the speculative bubbles in US housing markets? (2008)Critical Values for Cointegration Tests (2010)What Drives House Price Cycles? International Experience and Policy Issues (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Macroeconomics and Reality (1980)Analysis of Panel Data (2003)Boom–Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices (2007)Regional Housing Price Cycles: A Spatio-temporal Analysis Using US State-level Data (2010)The impact of land policy on the relation between housing and land prices: Evidence from China (2010)Econometric Analysis of Cross Section and Panel Data (2001)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1994Threshold heteroskedastic models2,294 cited
  • 1994Bubbles in Metropolitan Housing Markets541 cited
  • 2001The Long-Run Price Elasticity of Supply of New Residential Construction in the United States and the United Kingdom227 cited
  • 2006Exploring Metropolitan Housing Price Volatility174 cited
  • 1990THE REMOVAL OF MORTGAGE MARKET CONSTRAINTS AND THE IMPLICATIONS FOR ECONOMETRIC MODELLING OF UK HOUSE PRICES134 cited
  • 1993Modelling UK house prices using cointegration: an application of the Johansen technique78 cited
  • 2002Housing Price Volatility Changes and Their Effects75 cited
  • 2008Modelling house price volatility states in the UK by switching ARCH models55 cited

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