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 …

Econometric research on panel data suggests that studies based solely on a given time
series could be biased by not incorporating the information content of the cross-section. Not …

Analyzing monetary policy in China is not straightforward because the People's Bank of
China (PBoC) implements policy by using more than one instrument. In this paper we use a …

This study is aimed at examining the dynamic relationship between real housing prices
(RHP) return and economic policy uncertainty (EPU) using a panel vector autoregressive …

House prices in some Australian capital cities have recently been on the rise to the extent
that some describe this as an emerging bubble, but this claim remains formally untested to …

China's residential housing market has been largely influenced by the policy initiatives of the
central government. This study examines how the implementation and removal of home …

China's residential real estate sector plays an important role in the economy and has been a
key driver of growth. Since 2014 the sector has softened visibly, reflecting overbuilding …

This paper discusses the problems associated with using information about the signs of
certain magnitudes as a basis for drawing structural conclusions in vector autoregressions …

Housing prices have skyrocketed in China's major cities, resulting in a lack of housing
affordability and intensifying urban inequality. Taking college graduates, migrant workers …

The rapid growth of housing prices has attracted the attention of the whole of society in
China. This article adopts the dynamic panel quantile regression to investigate the impact of …