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Spatial interrelations of Chinese housing markets: Spatial causality, convergence and diffusion
16 references·5 citing·31 second hop
Spatial interrelations of Chinese housing markets: Spatial causality, convergence and diffusion (2016)Spatial interrelations of Chinese housing…House Price Index Construction in the Nascent Housing Market: The Case of China (2013)House Price Index Constructio…The spatial and temporal diffusion of house prices in the UK (2010)The spatial and temporal diff…Is There Long-run Convergence among Regional House Prices in the UK? (2008)Is There Long-run Convergence…The Convergence of Regional House Prices in the UK (2003)The Convergence of Regional H…Regional House Prices and the Ripple Effect: A New Interpretation (1999)Regional House Prices and the…Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Seasonality and Cointegration of Regional House Prices in the UK (1994)Seasonality and Cointegration…REGIONAL HOUSE PRICES IN BRITAIN: LONG‐RUN RELATIONSHIPS AND SHORT‐RUN DYNAMICS (1993)REGIONAL HOUSE PRICES IN BRIT…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Contemporaneous Causal Analysis of Housing Prices Across Guangdong’s Major Cities: Employing Vector Error-Correction Modeling and Directed Acyclic Graphs (2026)Contemporaneous Causal Analys…Network analysis of comovements among newly-built residential house price indices of seventy Chinese cities (2022)Network analysis of comovemen…House price information flows among some major Chinese cities: linear and nonlinear causality in time and frequency domains (2022)House price information flows…Contemporaneous causality among residential housing prices of ten major Chinese cities (2022)Contemporaneous causality amo…Cointegration between housing prices: evidence from one hundred Chinese cities (2022)Cointegration between housing…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)Testing for Common Trends (1988)Cointegration and Threshold Adjustment (2001)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)Asymmetric Price Transmission: A Survey (2004)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects (1995)A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence (2015)Statistical analysis of cointegration vectors (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Critical Values for Cointegration Tests (2010)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
  • 1999Regional House Prices and the Ripple Effect: A New Interpretation458 cited
  • 2010The spatial and temporal diffusion of house prices in the UK301 cited
  • 1994Seasonality and Cointegration of Regional House Prices in the UK223 cited
  • 2008Is There Long-run Convergence among Regional House Prices in the UK?214 cited
  • 1993REGIONAL HOUSE PRICES IN BRITAIN: LONG‐RUN RELATIONSHIPS AND SHORT‐RUN DYNAMICS208 cited

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2003
The Convergence of Regional House Prices in the UK
200 cited
  • 2013House Price Index Construction in the Nascent Housing Market: The Case of China189 cited
  • Cited by

    • 2022Network analysis of comovements among newly-built residential house price indices of seventy Chinese cities81 cited
    • 2022House price information flows among some major Chinese cities: linear and nonlinear causality in time and frequency domains80 cited
    • 2022Contemporaneous causality among residential housing prices of ten major Chinese cities78 cited
    • 2022Cointegration between housing prices: evidence from one hundred Chinese cities78 cited
    • 2026Contemporaneous Causal Analysis of Housing Prices Across Guangdong’s Major Cities: Employing Vector Error-Correction Modeling and Directed Acyclic Graphs74 cited