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Investigating house price diffusion across eight major cities of India
The long-run behaviour of house prices is explored by concentrating on the existence of house price diffusion and lead-lag relationship across eight...
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Five themes of U.S. home price cycles: a dynamic modelling approach
After the Global Financial Crisis, the U.S. housing market has been studied extensively from several dimensions to assess the causes for the price...
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Regional house price co-movement in the USA: the medium cycle is not the business cycle
Co-movement in different regional housing markets has implications for portfolio management, as well as the effectiveness of monetary and other...
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House Price Growth Synchronization and Business Cycle Alignment
One of the most notable trends in the U.S. housing market in the recent decades is the increasing house price growth (HPG) synchronization across...
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Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach
Geographically and temporally granular housing price indexes are difficult to construct. Data sparseness, in particular, is a limiting factor in...
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The missing asymmetry in the Polish house price cycle: an analysis of the behaviour of house prices in 17 major cities
This paper investigates the house price cycle in 17 major cities in Poland, analysing separately prices of newly constructed housing and prices in...
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Forecasting House Prices through Credit Conditions: A Bayesian Approach
As housing development and housing market policies involve many long-term decisions, improving house price predictions could benefit the functioning...
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House Price Prediction Using XG-Boost Grid Search and Cross-Validation Methods
The primary factors influencing the variation in housing prices in different locations are the characteristics of the housing and the conditions of...
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Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators
This paper evaluates the ability of various indicators related to macroeconomic fundamentals, credit conditions, and housing supply to predict house...
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Housing Valuation and the Business Cycle: The Hedonic House Price Index Approach
The hedonic price method (Rosen S. J Polit Econ 82:34–55, 1974) has widely been used to assess the demand for, and prices of, housing. This method is...
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Evidence on price stickiness in Japan
Using microdata from the Retail Price Survey (the basic statistics for the Consumer Price Index), we document facts regarding price stickiness in...
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Mining innovation and economic cycles: how commodity prices affect mining related patenting?
This paper analyses the evolution of innovation in the mining sector and how this innovation responds to the economic environment, in particular to...
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Examining critical factors affecting the housing price in New Zealand: a causal loop diagram model
The New Zealand housing market has become a public concern due to the significant surge in housing prices. The steep increase in housing prices has...
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Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances
Using dynamic factor models and state-space techniques we quantify financial cycles for twenty European countries over the period 1960Q1–2015Q4...
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Using Big Data Analysis Technology to Analyze the Impact of Household Leverage Ratio on House Price Bubble
In recent years, whether the rise in household leverage has triggered a real estate bubble has attracted wide attention. In order to find out the...
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Cyclical dynamics and co-movement of business, credit, and investment cycles: empirical evidence from India
The paper aimed to investigate the cyclical dynamics of the business, credit, and investment sectors in India. This was achieved by utilizing annual...
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The Size and Spatial Extent of Neighborhood Price Impacts of Infill Development: Scale Matters?
Infill investments are argued to mitigate environmental footprints, regenerate places and accommodating population growth, but frequently generate...
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House price dispersion in boom–bust cycles: evidence from Tokyo
We investigate the cross-sectional distribution of house prices in the Greater Tokyo Area for the period 1986–2009. We find that size-adjusted house...
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Housing price uncertainty and housing prices in the UK in a time-varying environment
This study offers a new perspective on the dynamic causal relationship between housing price uncertainty and housing prices in a time-varying...
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Do Synchronised Credit Growth and House Price Growth Booms Impact the Monetary Policy Reaction to Inflationary Pressures?
To what extent do synchronised credit growth and house price growth boom episodes impact the policy response to inflationary pressures? We establish...