Projects per year
Abstract
This paper demonstrates that in the long-run the main determinants of the real
housing prices for a panel dataset comprising the quarterly observations of 12 OECD countries are the real GDP per capita and the real interest rate along with the global stochastic trends.
housing prices for a panel dataset comprising the quarterly observations of 12 OECD countries are the real GDP per capita and the real interest rate along with the global stochastic trends.
| Original language | English |
|---|---|
| Journal | Economics Letters |
| Volume | 123 |
| Issue number | 1 |
| Pages (from-to) | 9-13 |
| Number of pages | 5 |
| ISSN | 0165-1765 |
| DOIs | |
| Publication status | Published - 04.2014 |
Research areas and keywords
- Economics
- common factors
- cross-sectional dependence
- global stochastic trends
- panel cointegration
- rank test
ASJC Scopus Subject Areas
- Finance
- Economics and Econometrics
Fingerprint
Dive into the research topics of 'Do the global stochastic trends drive the real house prices in OECD countries?'. Together they form a unique fingerprint.Projects
- 1 Finished
-
Likelihood-Basierte Panelkointegrationsmethodik und Ihre Anwendungen in Makroökonomik und Finanzmaktanalyse
Karaman Örsal, D. (Project manager, academic)
01.04.12 → 02.02.16
Project: Research
Activities
- 2 Guest lectures
-
Do the global stochastic trends drive the real house prices in OECD countries?
Karaman Örsal, D. (Speaker)
29.11.2013 → 30.11.2013Activity: Talk or presentation › Guest lectures › Research
-
Hauspreisindizes in OECD-Ländern – Eine Panel-Kointegrationsanalyse
Karaman Örsal, D. (Oral presentation)
25.06.2013Activity: Talk or presentation › Guest lectures › Research
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