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

DOI10.1016/J.JEDC.2017.02.001zbMath1401.91491OpenAlexW3125469580MaRDI QIDQ1655652

Torben Klarl, Michael A. Flor

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& 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)

Related Items (1)

DSGE model with financial frictions over subsets of business cycle frequencies

Cites Work

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• What factors drive the price-rent ratio for the housing market? A modified present-value analysis
• The Geographic Determinants of Housing Supply^*
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• A wavelet analysis for time series
• UNIT ROOT TESTS WITH WAVELETS

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