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Co-movement between residential and commercial housing prices: evidence from a new database

dc.contributor.authorCuestas, Juan Carlos
dc.contributor.authorMonfort Bellido, Mercedes
dc.date.accessioned2020-06-08T07:51:40Z
dc.date.available2020-06-08T07:51:40Z
dc.date.issued2020
dc.identifier.citationJuan Carlos Cuestas & Mercedes Monfort (2020) Co-movement between residential and commercial housing prices: evidence from a new database, Applied Economics Letters, DOI: 10.1080/13504851.2020.1757609ca_CA
dc.identifier.issn1350-4851
dc.identifier.issn1466-4291
dc.identifier.urihttp://hdl.handle.net/10234/188570
dc.description.abstractThe aim of this paper is to shed some light on the issue of the co-movement between residential real estate and commercial real estate using a newly developed database by the Bank if International Settlements. Our results point for the existence of a unique common nonlinear trend in the five countries analysed.ca_CA
dc.format.extent6 p.ca_CA
dc.format.mimetypeapplication/pdfca_CA
dc.language.isoengca_CA
dc.publisherTaylor & Francisca_CA
dc.relation.isPartOfApplied Economics Letters, 2020ca_CA
dc.rightsCopyright © Taylor & Francisca_CA
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/*
dc.subjecthousing marketca_CA
dc.subjectnonlinear time seriesca_CA
dc.subjectmacroprudential policiesca_CA
dc.subjectcomovementca_CA
dc.titleCo-movement between residential and commercial housing prices: evidence from a new databaseca_CA
dc.typeinfo:eu-repo/semantics/bookca_CA
dc.identifier.doihttps://doi.org/10.1080/13504851.2020.1757609
dc.relation.projectIDMINEIC-AEI-FEDER ECO2017-85503-R and ECO2017-83255-C3-3-P projects, both of them from ‘Ministerio de Economía, Industria y Competitividad’ (MINEIC), ‘Agencia Estatal de Investigación’ (AEI) Spain and ‘Fondo Europeo de Desarrollo Regional’ (FEDER).ca_CA
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca_CA
dc.relation.publisherVersionhttps://www.tandfonline.com/doi/abs/10.1080/13504851.2020.1757609ca_CA
dc.date.embargoEndDate2021-10-30
dc.type.versioninfo:eu-repo/semantics/acceptedVersionca_CA


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