The role of real estate during the global financial and economic crisis has prompted efforts to
better incorporate housing and financial channels into macro models, improve housing …

This study analyzed the direction and strength of the association between housing prices
and their potential determinants in China, from a tripartite perspective that takes into account …

Contemporaneous causality among residential housing prices of ten major Chinese cities |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with …

In a recent paper Juodis and Reese (2021)(JR) show that the application of the CD test
proposed by Pesaran (2004) to residuals from panels with latent factors results in over …

The present study is the first one that investigates dynamic relations among composite real
estate price indices of ten different cities in China during the years from 2005 to 2021 …

This paper investigates the dynamic connectedness of random shocks to housing prices
between the 50 US states and the District of Columbia. The paper implements a standard …

Attempts to model the dynamic characteristics of a housing market include examining the
spatial diffusion of price changes from an epicenter through a regional or national network of …

We construct a time‐varying measure of connectedness for 382 US metropolitan housing
markets using monthly house price data from 1975 to the present. Housing connectedness …

城市住房制度市场化改革以来, 中国城市房价整体快速上涨, 区域房价分异加剧.
区域内部房价空间分异是城市发展差距的综合反映, 即城市资源要素综合配置能力差异的物化 …

The ripple effect of housing price movements between cities has been extensively
investigated, but there are relatively few studies on this topic within a metropolitan context …