Advanced search
Publication Cover
Applied Economics Letters Volume 24, 2017 - Issue 12
Submit an article Journal homepage
217
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

A national or local phenomenon? A comparison of the US and the Chinese housing markets

Peng ChenDepartment of Finance and Institute of Finance, Jinan University, Guangzhou, ChinaCorrespondence[email protected]
View further author information
&
Fu WangDepartment of Finance and Institute of Finance, Jinan University, Guangzhou, ChinaView further author information
Pages 841-845 | Published online: 20 Sep 2016

References

  • Adams, Z., and R. Füss. 2010. “Macroeconomic Determinants of International Housing Markets.” Journal of Housing Economics 19 (1): 38–50. doi:10.1016/j.jhe.2009.10.005.
  • Beltratti, A., and C. Morana. 2010. “International House Prices and Macroeconomic Fluctuations.” Journal of Banking & Finance 34 (3): 533–545. doi:10.1016/j.jbankfin.2009.08.020.
  • Bernanke, B. S., J. Boivin, and P. Eliasz. 2005. “Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach.” Quarterly Journal of Economics 120 (1): 387–422.
  • Chib, S., and E. Greenberg. 1996. “Markov Chain Monte Carlo Simulation Methods in Econometrics.” Econometric Theory 12: 409–431. doi:10.1017/S0266466600006794.
  • De Bandt, O., K. Barhoumi, and C. Bruneau. 2010. “The International Transmission of House Price Shocks.” In Housing Markets in Europe, edited by O. de Bandt, T. Knetsch, J. Pealosa and F. Zollino, 129–158. Heidelberg: Springer.
  • Del Negro, M., and C. Otrok. 2007. “Luftballons: Monetary Policy and the House Price Boom across US States.” Journal of Monetary Economics 54 (7): 1962–1985. doi:10.1016/j.jmoneco.2006.11.003.
  • Fadiga, M. L., and Y. Wang. 2009. “A Multivariate Unobserved Component Analysis of US Housing Market.” Journal of Economics and Finance 33 (1): 13–26. doi:10.1007/s12197-008-9027-5.
  • Hirata, H., M. A. Kose, C. Otrok, and M. E. Terrones. 2012. “Global House Price Fluctuations: Synchronization and Determinants.” National Bureau of Economic Research, No. W18362.
  • Iacoviello, M., and R. Minetti. 2008. “The Credit Channel of Monetary Policy: Evidence from the Housing Market.” Journal of Macroeconomics 30 (1): 69–96. doi:10.1016/j.jmacro.2006.12.001.
  • Luciani, M. 2015. “Monetary Policy and the Housing Market: A Structural Factor Analysis.” Journal of Applied Econometrics 30 (2): 199–218. doi:10.1002/jae.2318.
  • Musso, A., S. Neri, and L. Stracca. 2011. “Housing, Consumption and Monetary Policy: How Different are the US and the Euro Area?” Journal of Banking & Finance 35 (11): 3019–3041. doi:10.1016/j.jbankfin.2011.04.004.
  • Otrok, C., and M. E. Terrones. 2005. House Prices. interest rates and macroeconomic fluctuations: international evidence. International Monetary Fund.
  • Stock, J. H., and M. W. Watson. 1989. “New Indexes of Coincident and Leading Economic Indicators.” In NBER Macroeconomics Annual 1989, edited by O. Blanchard and S. Fischer, 351–394. Vol. 4. Cambridge: MIT Press.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.