References
- Ashworth , J and Parker , S . (1997) . Modelling regional house prices in the UK . Scottish Journal of Political Economy , 44 : pp. 225–246
- Alexander , C and Barrow , M . (1994) . Seasonality and cointegration of regional house prices in the UK . Urban Studies , 31 : pp. 1667–1689
- Ball , L and Mankiw , G . (1994) . Asymmetric price adjustment and economic fluctuations . Economic Journal , 104 : pp. 247–261
- Dickey , D and Fuller , W . (1979) . Distribution of the estimators for autoregressive time series with a unit root . Journal of the American Statistical Association , 74 : pp. 427–431
- Dixit , A . (1992) . Investment and hysteresis . Journal of Economic Perspectives , 6 : pp. 107–132
- Drake , L . (1995) . Testing for convergence between UK regional house prices . Regional Studies , 29 : pp. 357–366
- Enders , W and Granger , C . (1998) . Unit root tests and asymmetric adjustment with an example using the term structure of interest rates . Journal of Business and Economic Statistics , 16 : pp. 304–311
- Enders , W and Siklos , P . (2001) . Cointegration and threshold adjustment . Journal of Business and Economic Statistics , 19 : pp. 166–176
- Engle , R and Granger , C . (1987) . Cointegration and error correction: representation, estimation and testing . Econometrica , 55 : pp. 251–276
- Gale , D . (1996) . Delay and cycles . Review of Economic Studies , 63 : pp. 169–198
- Hendry D (1984) Econometric modelling of house prices in the United Kingdom in: D. Hendry & K. Wallis (Eds) Econometrics and Quantitative Economics Oxford Blackwells
- Holmans A (1990) House price: changes through time at national and sub‐national level Government Economic Service Working Paper 110
- Johansen , S . (1988) . Statistical analysis of cointegration vectors . Journal of Economics Dynamics and Control , 12 : pp. 231–254
- Krane , S . (1994) . The distinction between inventory holding and stock‐out costs: implications for target inventories, asymmetric adjustment and the effect of aggregation on production smoothing . International Economic Review , 35 : pp. 117–136
- MacDonald , R and Taylor , M . (1993) . Regional house prices in Britain: long‐run relationships and short‐run dynamics . Scottish Journal of Political Economy , 40 : pp. 43–55
- Mackinnon J (1991) Critical values for cointegration tests in: R. Engle and C. Granger (Eds) Long‐run Relationships in Economics pp. 267–276 Oxford Oxford University Press
- Meen , G . (1999) . Regional house prices and the ripple effect: a new interpretation . Housing Studies , 14 : pp. 733–753
- Meen G Andrew M (1998) Modelling regional house prices: a review of the literature, Report to the Department of Environment Transport and the Regions
- Nellis , J and Longbottom , A . (1981) . An empirical analysis of the determination of house prices in the United Kingdom . Urban Studies , 18 : pp. 9–22
- Peterson W Holly S Gaudoin P (2002) Further work on an economic model of the demand for social housing Report to the Department of the Environment, Transport and the Regions
- Tong H (1983) Threshold Models in Non‐linear Time‐Series Analysis New York Springer‐Verlag
- Tong H (1990) Non‐linear Time‐Series: A Dynamical Approach Oxford Oxford University Press