Detecting spatial and temporal house price diffusion in the Netherlands
Following the 2007-08 Global Financial Crisis, there have been a growing research interest on the spatial interrelationships between house prices in many countries. This paper examines the spatio-temporal relationship between house prices in the twelve provinces of the Netherlands using a recently proposed econometric modelling technique called Bayesian graphical vector autoregression (BG-VAR). This network approach enables a data driven identification of the most dominant provinces where house price shocks may largely diffuse through the housing market and it is suitable for analysing the com... Mehr ...
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Dokumenttyp: | Artikel |
Erscheinungsdatum: | 2018 |
Reihe/Periodikum: | A+BE: Architecture and the Built Environment, Vol 8, Iss 3 (2018) |
Verlag/Hrsg.: |
Delft University of Technology
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Schlagwörter: | graphical models / house price diffusion / spatial dependence / spillover effect / Architecture / NA1-9428 |
Sprache: | Englisch Niederländisch |
Permalink: | https://search.fid-benelux.de/Record/base-27580995 |
Datenquelle: | BASE; Originalkatalog |
Powered By: | BASE |
Link(s) : | https://doi.org/10.7480/abe.2018.3.3571 |