Housing market cycles in large urban areas

C-Tier
Journal: Economic Modeling
Year: 2020
Volume: 92
Issue: C
Pages: 257-267

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines the behaviour of house prices in large metropolitan areas. Using a sample of metropolises it is shown that real estate prices are largely nonlinear. It is found that dynamic asymmetries in the housing market cycle can well be modelled using a logistic smooth transition model (LSTAR). Further, it is found that the LSTAR specification has better forecasting properties with respect to other linear and nonlinear models.

Technical Details

RePEc Handle
repec:eee:ecmode:v:92:y:2020:i:c:p:257-267
Journal Field
General
Author Count
2
Added to Database
2026-01-25