Network analysis of housing price comovements of a hundred Chinese cities

X Xu, Y Zhang - National Institute Economic Review, 2023 - cambridge.org
Housing price comovements are an important issue in economics. This study focuses on
monthly housing prices of 99 major cities in China for the years 2010–2019 by using …

Network analysis of comovements among newly-built residential house price indices of seventy Chinese cities

X Xu, Y Zhang - International Journal of Housing Markets and …, 2024 - emerald.com
Purpose Understandings of house prices and their interrelationships have undoubtedly
drawn a great amount of attention from various market participants. This study aims to …

House price connectedness and consumer sentiment in an era of destabilizing macroeconomic conditions: Empirical evidence from Türkiye

M Balcılar, O Usman, M Yülek, B Ağan, B Erdal - Borsa Istanbul Review, 2024 - Elsevier
This study analyzes changes in the connectedness of 26 regional house prices in Türkiye
and determines how consumer sentiments affect connectedness in the era of destabilizing …

Housing market spillovers through the lens of transaction volume: A new spillover index approach

J Yang, M Tong, Z Yu - Journal of Empirical Finance, 2021 - Elsevier
Proposing and applying a new spillover index approach based on data-determined
structural vector autoregression to measure connectedness, we examine the daily housing …

Housing price spillovers in China: A high-dimensional generalized VAR approach

J Yang, Z Yu, Y Deng - Regional science and urban economics, 2018 - Elsevier
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 …

Regional spillover and rising connectedness in China's urban housing prices

D Zhang, GZ Fan - Regional Studies, 2019 - Taylor & Francis
Regional housing prices may be dynamically linked and converge to a long-run equilibrium.
The level of connectedness can be used to describe systemic risk in the housing market …

Spatial-temporal analysis of residential housing, office property, and retail property price index correlations: evidence from ten Chinese cities

X Xu, Y Zhang - International Journal of Real Estate Studies, 2023 - intrest.utm.my
Using correlation-based hierarchical analysis and synchronization analysis, this study
focuses on monthly price indices for residential homes, office buildings, and retail properties …

Beyond urban displacement: Suburban poverty and eviction

P Hepburn, DQ Rutan, M Desmond - Urban Affairs Review, 2023 - journals.sagepub.com
Eviction has been studied almost exclusively as an urban phenomenon. The growing
suburbanization of poverty in the United States, however, provides new cause to analyze the …

Aging and urban house prices

N Hiller, OW Lerbs - Regional Science and Urban Economics, 2016 - Elsevier
This paper investigates how changes to the age distribution of cities' resident populations
shape the growth rate of local house prices in different market segments. For estimation …

The dynamic connectedness of UK regional property returns

N Antonakakis, I Chatziantoniou, C Floros… - Urban …, 2018 - journals.sagepub.com
In this study, we examine the network topology of UK regional property returns over the
period 1973Q4–2014Q4 using a dynamic measure of connectedness developed by Diebold …