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Foreign liquidity to real estate market: Ripple effect and housing price dynamics
16 references·2 citing·53 second hop
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References

  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 2001Vector Autoregressions1,183 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 1999Regional House Prices and the Ripple Effect: A New Interpretation458 cited
  • 2010The spatial and temporal diffusion of house prices in the UK301 cited
  • 2009Current account patterns and national real estate markets254 cited
  • 2004Modelling structural breaks, long memory and stock market volatility: an overview221 cited
  • 2004An alternative explanation of the price puzzle213 cited
  • 2004International Evidence on Real Estate as a Portfolio Diversifier204 cited
  • 2006NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS , by Helmut Lütkepohl, Springer, 2005200 cited
  • 2013Structural vector autoregressions165 cited
  • 2007Vector autoregressions and reduced form representations of DSGE models139 cited
  • 2009Does “hot money” drive China's real estate and stock markets?139 cited
  • 2003International Direct Real Estate Investment: A Review of the Literature

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139 cited
  • 2002A VAR approach to the economics of FDI in China124 cited
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    • 2018Immigration, Capital Flows and Housing Prices53 cited
    • 2019The price ripple effect in the Vancouver housing market52 cited