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Contemporaneous causality among office property prices of major Chinese cities with vector error correction modeling and directed acyclic graphs
16 references·0 citing·38 second hop
Contemporaneous causality among office property prices of major Chinese cities with vector error correction modeling and directed acyclic graphs (2023)Contemporaneous causality among office pr…NETWORK ANALYSIS OF HOUSING PRICE COMOVEMENTS OF A HUNDRED CHINESE CITIES (2022)NETWORK ANALYSIS OF HOUSING P…House price forecasting with neural networks (2021)House price forecasting with …Corn Cash Price Forecasting (2020)Corn Cash Price ForecastingContemporaneous and Granger causality among US corn cash and futures prices (2018)Contemporaneous and Granger c…Evaluating the risk of Chinese housing markets: What we know and what we need to know (2016)Evaluating the risk of Chines…Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China (2011)Intraday price discovery and …Evaluating conditions in major Chinese housing markets (2011)Evaluating conditions in majo…The structure of interdependence in international stock markets (2003)The structure of interdepende…Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs (2003)Price Dynamics in the Interna…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Impulse response and forecast error variance asymptotics in nonstationary VARs (1998)Impulse response and forecast…Farm Prices, Retail Prices, and Directed Graphs: Results for Pork and Beef (1998)Farm Prices, Retail Prices, a…Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (1997)Impulse Response Functions Ba…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Small-sample Confidence Intervals for Impulse Response Functions (1998)Public Capital and Economic Growth: A Critical Survey (2007)Oil prices, exchange rates and emerging stock markets (2011)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Dealing with Structural Breaks (2005)Exploring the international linkages of the euro area: a global VAR analysis (2007)Modelling Nonlinear Economic Time Series (2010)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Macroeconomics and Reality (1980)Some recent development in a concept of causality (1988)Estimation and Inference of Impulse Responses by Local Projections (2005)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Dynamic relationship among environmental regulation, technological innovation and energy efficiency based on large scale provincial panel data in China (2017)Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)Who Benefits from State and Local Economic Development Policies? (1991)Housing, Wealth, Income and Consumption: China and Homeownership Heterogeneity (2018)Recent housing affordability in urban China: A comprehensive overview (2019)What Drives House Price Cycles? International Experience and Policy Issues (2021)Testing for a Unit Root in Time Series Regression (1988)Corn cash price forecasting with neural networks (2021)Forecasting wholesale prices of yellow corn through the Gaussian process regression (2024)Wholesale price forecasts of green grams using the neural network (2024)Is There a Bubble in the Housing Market? (2003)Animal spirits: how human psychology drives the economy, and why it matters for global capitalism (2009)The Geographic Determinants of Housing Supply * (2010)Home-purchase restriction, property tax and housing price in China: A counterfactual analysis (2015)The Great Housing Boom of China (2017)Entrusted loans: A close look at China's shadow banking system (2019)Stock market integration and financial crises: the case of Asia (2003)Dynamic stock market integration driven by the European Monetary Union: An empirical analysis (2005)
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References

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  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
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  • 2011Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China203 cited
  • 2021House price forecasting with neural networks162 cited
  • 2003Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs162 cited
  • 2018Contemporaneous and Granger causality among US corn cash and futures prices154 cited

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  • 2022NETWORK ANALYSIS OF HOUSING PRICE COMOVEMENTS OF A HUNDRED CHINESE CITIES119 cited
  • 1998Farm Prices, Retail Prices, and Directed Graphs: Results for Pork and Beef119 cited
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