On the cyclicity of regional house prices: new evidence for U.S. metropolitan statistical areas

DOI10.1016/J.JEDC.2017.02.001zbMATH Open1401.91491OpenAlexW3125469580MaRDI QIDQ1655652FDOQ1655652

Authors Michael A. Flor, Torben Klarl

Publication date 9 August 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://www.cesifo.org/DocDL/cesifo1_wp5471.pdf

zbMATH Keywords

continuous wavelet transformhousing cyclesregional house price synchronizationwavelet distance matrix

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 67357 (Why is no real title available?)
• A wavelet analysis for time series
• The geographic determinants of housing supply
• The wavelet transform, time-frequency localization and signal analysis
• The yield curve and the macro-economy across time and frequencies
• UNIT ROOT TESTS WITH WAVELETS
• What factors drive the price-rent ratio for the housing market? A modified present-value analysis

Cited in

(4)

• A note on change in persistence of U.S. city prices
• DSGE model with financial frictions over subsets of business cycle frequencies
• What factors drive the price-rent ratio for the housing market? A modified present-value analysis
• New Hedonic Estimates of Regional Constant Quality House Prices

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