[图书][B] The advanced econometrics of tourism demand

H Song, SF Witt, G Li - 2008 - taylorfrancis.com
Tourism demand is the foundation on which all tourism-related business decisions ultimately
rest. Governments and companies such as airlines, tour operators, hotels, cruise ship lines …

Forecasting real estate prices

E Ghysels, A Plazzi, R Valkanov, W Torous - Handbook of economic …, 2013 - Elsevier
This chapter reviews the evidence of predictability in US residential and commercial real
estate markets. First, we highlight the main methodologies used in the construction of real …

[图书][B] Tourism demand modelling and forecasting

H Song, SF Witt - 2012 - taylorfrancis.com
The phenomenal growth of both the world-wide tourism industry and academic interest in
tourism over the last thirty years has generated great interest in tourism demand modelling …

Predictive regressions with time-varying coefficients

T Dangl, M Halling - Journal of Financial Economics, 2012 - Elsevier
We evaluate predictive regressions that explicitly consider the time-variation of coefficients
in a comprehensive Bayesian framework. For monthly returns of the S&P 500 index, we …

Cointegration between housing prices: evidence from one hundred Chinese cities

X Xu, Y Zhang - Journal of Property Research, 2023 - Taylor & Francis
This study investigates cointegration between monthly housing prices from one hundred
Chinese cities for years 2010–2019, utilising both time-invariant and time-varying …

[PDF][PDF] 货币政策, 银行贷款与住宅价格[J]

周京奎 - 财经经济, 2005 - sinoss.net
本文利用中国4 个直辖市房地产价格数据和宏观经济数据, 运用单整与协整检验方法及误差修正
模型, 对住宅价格与货币政策之间的互动关系进行实证研究. 研究结果表明各城市住宅价格水平 …

The time-series behavior of house prices: a transatlantic divide?

G Meen - Journal of housing economics, 2002 - Elsevier
At first sight, data on real house prices in the USA and the UK appear to suggest that
behavior has differed over time in the two countries at both the national and subnational …

Tourism forecasting: accuracy of alternative econometric models

H Song, SF Witt, TC Jensen - International Journal of Forecasting, 2003 - Elsevier
This study evaluates the forecasting accuracy of six alternative econometric models in the
context of the demand for international tourism in Denmark. These econometric models are …

[图书][B] Modelling spatial housing markets: Theory, analysis, and policy

G Meen - 2001 - books.google.com
Spatial fixity is one of the characteristics that distinguishes housing from most other goods
and services in the economy. In general, housing cannot be moved from one part of the …

Tourism demand modeling: A time-varying parameter approach

H Song, KKF Wong - Journal of Travel Research, 2003 - journals.sagepub.com
Traditional tourism demand analysis uses ordinary least squares or maximum likelihood
methods to estimate demand models, assuming that the parameters of the models remain …