Co-movement between residential and commercial housing prices: evidence from a new database
نویسندگان
چکیده
منابع مشابه
The Co-movement between Output and Prices: Evidence from Iran
This paper employs a multivariate dynamic conditional correlation GARCH model, which is developed by Engle (2001, 2002), to detect the timing and nature of changes in the comovement between Iranian output and prices for the periods after Iran–Iraq war , known as imposed war . The results showed that there is a weak correlation between output and prices after imposed war and varies periodically...
متن کاملthe co-movement between output and prices: evidence from iran
this paper employs a multivariate dynamic conditional correlation garch model, which is developed by engle (2001, 2002), to detect the timing and nature of changes in the comovement between iranian output and prices for the periods after iran–iraq war , known as imposed war . the results showed that there is a weak correlation between output and prices after imposed war and varies periodically...
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ژورنال
عنوان ژورنال: Applied Economics Letters
سال: 2020
ISSN: 1350-4851,1466-4291
DOI: 10.1080/13504851.2020.1757609