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The Long-Run Relationship among Regional Housing Prices: An Empirical Analysis of the U.S.. (2012). Payne, James.
In: Journal of Regional Analysis and Policy.
RePEc:ags:jrapmc:143762.

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  1. A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:66:y:2021:i:2:d:10.1007_s00168-020-01021-2.

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  2. Regional housing price dependency in the UK: A dynamic network approach. (2021). Zhang, Dayong ; Ji, Qiang ; Zhao, Wan-Li ; Horsewood, Nicholas J.
    In: Urban Studies.
    RePEc:sae:urbstu:v:58:y:2021:i:5:p:1014-1031.

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  3. Price adjustment in the London housing market. (2021). Cook, Steven ; Webb, Robert ; Watson, Duncan.
    In: Urban Studies.
    RePEc:sae:urbstu:v:58:y:2021:i:1:p:113-130.

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  4. Long-run drivers and integration in interprovincial Canadian housing price relations. (2021). Vishwakarma, Vijay Kumar.
    In: International Journal of Housing Markets and Analysis.
    RePEc:eme:ijhmap:ijhma-08-2021-0090.

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  5. A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-06.

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  6. Differing house price linkages across UK regions: A multi-dimensional recursive ripple model. (2018). Morley, Bruce.
    In: Urban Studies.
    RePEc:sae:urbstu:v:55:y:2018:i:8:p:1636-1654.

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  7. Covariance Risk and the Ripple Effect in the UK Regional Housing Market. (2018). Morley, Bruce ; Thomas, Dennis.
    In: Review of Economics & Finance.
    RePEc:bap:journl:180301.

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  8. Growth in the Shadows: Effect of the Shadow Economy on U.S. Economic Growth over More Than a Century. (2017). schneider, friedrich ; Saunoris, James ; Goel, Rajeev.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp10705.

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  9. A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. (2016). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:53:y:2016:i:14:p:3048-3062.

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  10. Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets. (2015). Ngene, Geoffrey ; Lambert, Charles ; Darrat, Ali .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:4:p:465-483.

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  11. A Simple Test of σ-Convergence in U.S. Housing Prices across BEA Regions. (2013). Payne, James ; Nissan, Edward.
    In: Journal of Regional Analysis and Policy.
    RePEc:ags:jrapmc:243957.

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References

References cited by this document

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  2. Apergis, N., and J.E. Payne. 2011. Convergence in U.S. housing prices by state: Evidence from the club convergence and clustering procedure. Letters in Spatial and Resource Sciences 5(2):103-111.

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  5. Bewley, R. 1979. The direct estimation of the equilibrium response in a linear dynamic model. Economics Letters 3(4):357-361.

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  7. Chien, M.-S. 2010. Structural breaks and the convergence of regional house prices. Journal of Real Estate Finance and Economics 40(1):77-88.

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  22. Meen, G. 1999. Regional house prices and the Ripple Effect: A new interpretation. Housing Studies 14(6):733-753.
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  23. Pesaran, M.H., and Y. Shin. 1997. An autoregressive distributed lag modelling approach to cointegration analysis. In S. Strom, A. Holly and P. Diamond (eds.) Centennial Volume of Ragnar Frisch. Econometric Society Monograph, Cambridge, UK: Cambridge University Press.
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  26. Rosenthal, L. 1986. Regional house price interactions in the U.K., 1975-1981: A cross-spectral analysis.
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  28. Zohrabyan, T., D. Leatham, and D. Bessler. 2008. Cointegration analysis of regional house prices in US. Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, Regional Research Committee NC-1014, St. Louis, Missouri.

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  23. The Long-Run Relationship among Regional Housing Prices: An Empirical Analysis of the U.S.. (2012). Payne, James.
    In: Journal of Regional Analysis and Policy.
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    Full description at Econpapers || Download paper

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