Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages

DOI10.1515/jtse-2017-0014OpenAlexW3095572857MaRDI QIDQ2046055

Hardik A. Marfatia

Publication date: 17 August 2021

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jtse-2017-0014

zbMATH Keywords

Bayesian dynamic factor modelhousing market synchronizationstime-varying linkages

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• bvarsv

Cites Work

• Using spatial contiguity as prior information in vector autoregressive models
• A spatio-temporal model of house prices in the USA
• Time to Build and Aggregate Fluctuations: Some New Evidence
• Estimation in the Presence of Stochastic Parameter Variation
• Measuring World Business Cycles
• Time Varying Structural Vector Autoregressions and Monetary Policy

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