House prices, non-fundamental components and interstate spillovers: The Australian experience

Journal of Banking and Finance

Volumn 35, Issue 3, 2011, Pages 653-669

  Costello, Greg ^a   Fraser, Patricia ^a,b   Groenewold, Nicolaas ^c  

^a CURTIN UNIVERSITY   (Australia)

^b UNIVERSITY OF ABERDEEN   (United Kingdom)

^c UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

G12; House price fundamentals; House price income ratio; House prices; Present value model; R21; R31; VAR VEC modelling

Indexed keywords

EID: 78651437017     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.07.035     Document Type: Article

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