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Applied Economics Letters Volume 28, 2021 - Issue 5
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Research Article

Co-movement between residential and commercial housing prices: evidence from a new database

Juan Carlos Cuestasa Department of Economics and IEI, Jaume I University, Castelló De La Plana, Spain;b Department of Economics and Finance, Tallinn University of Technology, Tallinn, Estonia;c Deparment of Economics, Research Unit, Eesti Pank, Tallinn, EstoniaCorrespondence[email protected]
&
Mercedes Monforta Department of Economics and IEI, Jaume I University, Castelló De La Plana, Spain
Pages 402-407 | Published online: 30 Apr 2020

References

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  • Bierens, H. J. 2000. “Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States.” Journal of Business and Economic Statistics 18: 323–337.
  • Cuestas, J. C. 2017. “House Prices and Capital Inflows in Spain during the Boom: Evidence from a Cointegrated VAR and a Structural Bayesian VAR.” Journal of Housing Economics 37: 22–28. doi:10.1016/j.jhe.2017.04.002.
  • Cuestas, J. C., and M. Kukk. forthcoming. “The Spanish Housing Market: Is It Fundamentally Broken?” Applied Economics Letters.
  • Gupta, R., C. Andre, and L. Gil-Alana. 2015. “Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach.” Urban Studies 52: 3123–3143. doi:10.1177/0042098014555629.
  • Gupta, R., and S. Das. 2008. “Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa.” South African Journal of Economics 76: 298–313. doi:10.1111/j.1813-6982.2008.00191.x.
  • Gyourko, J. 2009. “Understanding Commercial Real Estate: How Different from Housing Is It?” Journal of Portfolio Management 35: 23–37. doi:10.3905/JPM.2009.35.5.023.
  • Hlavacek, M., O. Novotny, and M. Rusnak. 2014. CNB Financial Stability Report 2013/2014, Chapter Thematic Article 4, 148–155.
  • Roback, J. 1982. “Wages, Rents, and the Quality of Life.” Journal of Political Economy 90: 1257–1278. doi:10.1086/261120.
  • Rosen, S. 1979. “Wage-based Indexes of Urban Quality of Life.” In Current Issues in Urban Economics, edited by P. Mieszkowski and M. Straszheim, 74–104. Baltimore: Johns Hopkins University Press.

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