Housing price spillovers in China: A high-dimensional generalized VAR approach
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DOI: 10.1016/j.regsciurbeco.2017.10.016
Abstract: Applying a proposed spillover index of high-dimensional generalized VAR framework, this paper, for the first time, explores housing price spillovers among 69 large- and medium-sized Chinese cities from July 2005 to June 2015. We find… read more here.
Keywords: high dimensional; housing; price; dimensional generalized ... See more keywords