메뉴 건너뛰기




Volumn 42, Issue 3, 2009, Pages 1132-1149

Canadian city housing prices and urban market segmentation

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC ACTIVITY; EMPIRICAL ANALYSIS; GROSS DOMESTIC PRODUCT; HOUSING MARKET; INTEREST RATE; PRICE DYNAMICS; URBAN HOUSING;

EID: 67650681114     PISSN: 00084085     EISSN: 15405982     Source Type: Journal    
DOI: 10.1111/j.1540-5982.2009.01541.x     Document Type: Article
Times cited : (27)

References (38)
  • 1
  • 3
    • 0000551198 scopus 로고
    • 'The fundamental of land price and urban growth'
    • Capozza, D.R., and R.W. Helsley (1989) 'The fundamental of land price and urban growth,' Journal of Urban Economics 26, 295-306
    • (1989) Journal of Urban Economics , vol.26 , pp. 295-306
    • Capozza, D.R.1    Helsley, R.W.2
  • 5
    • 1842591235 scopus 로고    scopus 로고
    • 'An anatomy of price dynamics in illiquid markets: Analysis and evidence from local housing markets'
    • Capozza, D.R., P.H. Hendershott, and C. Mack. (2004) 'An anatomy of price dynamics in illiquid markets: Analysis and evidence from local housing markets,' Real Estate Economics 32, 1-32
    • (2004) Real Estate Economics , vol.32 , pp. 1-32
    • Capozza, D.R.1    Hendershott, P.H.2    Mack, C.3
  • 6
    • 0024569535 scopus 로고
    • 'The efficiency of the market for single family homes'
    • Case, K.E., and R.J. Shiller (1989) 'The efficiency of the market for single family homes,' American Economic Review 79, 125-37
    • (1989) American Economic Review , vol.79 , pp. 125-137
    • Case, K.E.1    Shiller, R.J.2
  • 7
    • 84983978498 scopus 로고
    • 'Forecasting prices and excess returns in the housing market'
    • Case, K.E., and R.J. Shiller (1990) 'Forecasting prices and excess returns in the housing market,' AREUEA Journal 18, 253-73
    • (1990) AREUEA Journal , vol.18 , pp. 253-273
    • Case, K.E.1    Shiller, R.J.2
  • 8
    • 84981676740 scopus 로고
    • 'Finite-sample sizes of Johansen's likelihood ratio tests for cointegration'
    • Cheung, Y., and K.S. Lai (1993) 'Finite-sample sizes of Johansen's likelihood ratio tests for cointegration,' Oxford Bulletin of Economics and Statistics 55, 313-29
    • (1993) Oxford Bulletin of Economics and Statistics , vol.55 , pp. 313-329
    • Cheung, Y.1    Lai, K.S.2
  • 9
    • 10044293224 scopus 로고    scopus 로고
    • 'The disintegrating Canadian labour market? The extent of the market then and now'
    • Coe, P. J., and J.C.H. Emery (2004) 'The disintegrating Canadian labour market?The extent of the market then and now,' Canadian Journal of Economics 37, 879-97
    • (2004) Canadian Journal of Economics , vol.37 , pp. 879-897
    • Coe, P.J.1    Emery, J.C.H.2
  • 11
    • 34548829399 scopus 로고    scopus 로고
    • '99 luftballons: Monetary policy and the house price boom across U.S. states'
    • Del Negro, M., and C. Otrok (2007) '99 luftballons: Monetary policy and the house price boom across U.S. states,' Journal of Monetary Economics 45, 1962-85
    • (2007) Journal of Monetary Economics , vol.45 , pp. 1962-1985
    • Del Negro, M.1    Otrok, C.2
  • 12
    • 85036258669 scopus 로고
    • 'Distribution of the estimators for autoregressive time series with a unit root'
    • Dickey, D.A., and W.A. Fuller (1979) 'Distribution of the estimators for autoregressive time series with a unit root,' Journal of the American Statistical Association 74, 427-31
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 13
    • 0030356207 scopus 로고    scopus 로고
    • 'Efficient tests for an autoregressive unit root'
    • Elliott, G., T.J. Rothenberg, and J.H. Stock (1996) 'Efficient tests for an autoregressive unit root,' Econometrica 64, 813-36
    • (1996) Econometrica , vol.64 , pp. 813-836
    • Elliott, G.1    Rothenberg, T.J.2    Stock, J.H.3
  • 14
    • 0000708573 scopus 로고    scopus 로고
    • 'House price dynamics: An international empirical perspective'
    • England, P., and Y. Ioannides (1997) 'House price dynamics: An international empirical perspective,' Journal of Housing Research 6, 119-36
    • (1997) Journal of Housing Research , vol.6 , pp. 119-136
    • England, P.1    Ioannides, Y.2
  • 15
    • 0042853657 scopus 로고    scopus 로고
    • 'Monetary policy, housing, and heterogeneous regional markets'
    • Fratantoni, Michael, and Scott Schuh (2003) 'Monetary policy, housing, and heterogeneous regional markets,' Journal of Money, Credit, and Banking 35, 557-89
    • (2003) Journal of Money, Credit, and Banking , vol.35 , pp. 557-589
    • Fratantoni, M.1    Schuh, S.2
  • 16
    • 33747226095 scopus 로고    scopus 로고
    • 'The long-run relationship between house prices and income: Evidence from local housing markets'
    • Gallin, J. (2006) 'The long-run relationship between house prices and income: Evidence from local housing markets,' Real Estate Economics 34, 417-38
    • (2006) Real Estate Economics , vol.34 , pp. 417-438
    • Gallin, J.1
  • 17
    • 0002931014 scopus 로고
    • 'The dynamic factor analyis of economic time series'
    • in ed. D. Aigner and A. Goldberger
    • Geweke, J. (1977) 'The dynamic factor analyis of economic time series,' in Latent Variables in Socioeconomic Models, ed. D. Aigner and A. Goldberger, 365-83
    • (1977) Latent Variables in Socioeconomic Models , pp. 365-383
    • Geweke, J.1
  • 19
    • 64749111858 scopus 로고    scopus 로고
    • 'Arbitrage in housing markets'
    • mimeo
    • Glaeser, E.L., and J. Gyourko (2007) 'Arbitrage in housing markets,' mimeo
    • (2007)
    • Glaeser, E.L.1    Gyourko, J.2
  • 20
  • 22
    • 84959818799 scopus 로고
    • 'Statistical inference in instrumental variables regression with i(1) processes'
    • Hansen, B., and P.C.B. Phillips (1990) 'Statistical inference in instrumental variables regression with i(1) processes,' Review of Economic Studies 57, 99-125
    • (1990) Review of Economic Studies , vol.57 , pp. 99-125
    • Hansen, B.1    Phillips, P.C.B.2
  • 23
    • 0001462579 scopus 로고
    • 'Testing for parameter instability in linear models'
    • Hansen, B.E. (1992) 'Testing for parameter instability in linear models,' Journal of Policy Modeling 14, 517-33
    • (1992) Journal of Policy Modeling , vol.14 , pp. 517-533
    • Hansen, B.E.1
  • 24
    • 0026490443 scopus 로고
    • 'Monitoring price behaviour in the resale housing market: A note on measurement and implications for policy'
    • Holios, A.J., and J.E. Pesando (1992) 'Monitoring price behaviour in the resale housing market: A note on measurement and implications for policy,' Canadian Public Policy XVIII, 57-61
    • (1992) Canadian Public Policy , vol.18 , pp. 57-61
    • Holios, A.J.1    Pesando, J.E.2
  • 26
    • 84981579311 scopus 로고
    • 'Maximum likelihood estimation and inference on cointegration - With applications to the demand for money'
    • Johansen, S., and K. Juselius (1990) 'Maximum likelihood estimation and inference on cointegration - with applications to the demand for money,' Oxford Bulletin of Economics and Statistics 52, 169-210
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 27
    • 12844273522 scopus 로고    scopus 로고
    • 'Canada's housing system: The public policy environment for housing in canada'
    • manuscript
    • Lampert, G., and S. Pomeroy (1998) 'Canada's housing system: The public policy environment for housing in canada,' manuscript
    • (1998)
    • Lampert, G.1    Pomeroy, S.2
  • 29
    • 0002894295 scopus 로고    scopus 로고
    • 'A simple error correction models of housing prices'
    • Malpezzi, S. (1999) 'A simple error correction models of housing prices,' Journal of Housing Economics 8, 27-62
    • (1999) Journal of Housing Economics , vol.8 , pp. 27-62
    • Malpezzi, S.1
  • 30
    • 0036246275 scopus 로고    scopus 로고
    • 'The time-series behaviour of house prices: A transatlantic divide'
    • Meen, G. (2002) 'The time-series behaviour of house prices: A transatlantic divide?' Journal of Housing Economics 11, 1-23
    • (2002) Journal of Housing Economics , vol.11 , pp. 1-23
    • Meen, G.1
  • 31
    • 0031411833 scopus 로고    scopus 로고
    • 'Booms and busts in the uk housing market'
    • Muelbauer, J., and A. Murphy (1997) 'Booms and busts in the uk housing market,' Economic Journal 107, 1701-27
    • (1997) Economic Journal , vol.107 , pp. 1701-1727
    • Muelbauer, J.1    Murphy, A.2
  • 33
    • 77956888124 scopus 로고
    • 'Testing for a unit root in time series regression'
    • Phillips, P.C.B., and P. Perron (1988) 'Testing for a unit root in time series regression,' Biometrika 75, 335-46
    • (1988) Biometrika , vol.75 , pp. 335-346
    • Phillips, P.C.B.1    Perron, P.2
  • 35
    • 5044237604 scopus 로고    scopus 로고
    • 'Explaining changes in house prices'
    • (September)
    • Sutton, G.D. (2002) 'Explaining changes in house prices,' BIS Quarterly Review (September), 45-55
    • (2002) BIS Quarterly Review , pp. 45-55
    • Sutton, G.D.1
  • 36
    • 11844275054 scopus 로고    scopus 로고
    • 'What drives housing price dynamics: Cross-country evidence'
    • March
    • Tsatsaronis, K., and H. Zhu (2004) 'What drives housing price dynamics: cross-country evidence,' BIS Quarterly Review, March
    • (2004) BIS Quarterly Review
    • Tsatsaronis, K.1    Zhu, H.2
  • 37
    • 33644900239 scopus 로고    scopus 로고
    • 'Common trends and common cycles in Canada: Who knew so much has been going on'
    • Wakerly, E.C., B.G. Scott, and J.M. Nason (2006) 'Common trends and common cycles in Canada: Who knew so much has been going on?' Canadian Journal of Economics 39, 320-47
    • (2006) Canadian Journal of Economics , vol.39 , pp. 320-347
    • Wakerly, E.C.1    Scott, B.G.2    Nason, J.M.3
  • 38
    • 28444488750 scopus 로고
    • 'Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis'
    • Zivot, E., and D.W.K. Andrews (1992) 'Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis,' Journal of Business & Economic Statistics 10, 251-70
    • (1992) Journal of Business & Economic Statistics , vol.10 , pp. 251-270
    • Zivot, E.1    Andrews, D.W.K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.