A hybrid machine learning framework for forecasting house price

C Zhan, Y Liu, Z Wu, M Zhao, TWS Chow - Expert Systems with …, 2023 - Elsevier
House price prediction is one of the most important factors affecting national real estate
policies. However, developing an accurate housing price prediction model is a significant …

The dynamic connectedness of UK regional property returns

N Antonakakis, I Chatziantoniou, C Floros… - Urban …, 2018 - journals.sagepub.com
In this study, we examine the network topology of UK regional property returns over the
period 1973Q4–2014Q4 using a dynamic measure of connectedness developed by Diebold …

How Islamic are Islamic banks? A non-linear assessment of Islamic rate–conventional rate relations

R Sukmana, MH Ibrahim - Economic Modelling, 2017 - Elsevier
In this paper, we perform a non-linear assessment of Islamic rate–conventional rate relations
for the case of Malaysia. Using monthly data covering the period January 1999 to November …

Ripple effect in house prices and trading volume in the UK housing market: New viewpoint and evidence

IC Tsai - Economic Modelling, 2014 - Elsevier
This study adopts the data of house prices and trading volume in the overall UK housing
market and in the housing markets in the 10 major regions in the UK to estimate the ripple …

The effect of monetary policy on China's housing prices before and after 2017: A dynamic analysis in DSGE model

Z Tan, Q Tang, J Meng - Land Use Policy, 2022 - Elsevier
There is an anomaly of “the more regulation, the more rise” in China's housing market before
2017. However, the anomaly seems to have reversed since 2017. To analyze the …

House prices and COVID-19 pandemic shocks in India: a nonlinear ARDL analysis

N Mehta, S Gupta, S Maitra - International Journal of Housing Markets …, 2023 - emerald.com
Purpose India is one of those countries that are severely affected by the COVID-19
pandemic. With the upsurge in the cases, the country recorded high unemployment rates …

Monetary policy shock and impact asymmetry in bank lending channel: Evidence from the UK housing sector

RA Chowdhury, D Jahan, T Mishra… - International Journal of …, 2024 - Wiley Online Library
Banks play a defining role in translating monetary policy shocks to pull or push‐effects in the
housing market. The literature is ambiguous on the exact role of bank lending channel (BLC) …

Ripple effect and contagious effect in the US regional housing markets

MC Chiang, IC Tsai - The Annals of Regional Science, 2016 - Springer
The existing researches show that the relationships across regional housing market in the
USA are asymmetric, and the ripple effect may exist among regional housing markets. To …

A sentiment index of the housing market in China: text mining of narratives on social media

E Zhu, J Wu, H Liu, K Li - The Journal of Real Estate Finance and …, 2023 - Springer
Many efforts have been made to investigate the sentiment in financial and commercial real
estate markets, but only a few studies focus on residential markets because of the lack of …

Demand shocks and price stickiness in housing market dynamics

Y Fan - Economic Modelling, 2022 - Elsevier
The current study establishes a dynamic stochastic general equilibrium model with sticky
housing prices and compares the heterogeneous macro effects of exogenous uncertainty …