Determinants of Real House Price Dynamics

By D. Capozza, P. Hendershott, C. Mack, Christopher J. Mayer. 2002

256 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Management, Monitoring, Policy and Law

View Paper: https://www.semanticscholar.org/paper/300314f5e798dd5e59d8480f3d23264d2f2edfa5

Citations in the corpus

• Residential Land Use Regulation and the US Housing Price Cycle Between 2000 and 2009 (2012, unknown): “Capozza et al. (2002) estimates the serial correlation coefficient and the mean reversion coefficient for the dynamics of housing prices in a panel of 62 US metro areas using data between 1979 and 1995.”
• Was there a British House Price Bubble? Evidence from a Regional Panel (2006, unknown): “Abraham and Hendershott (1996), Malpezzi (1999) and Capozza et al. (2004) also examine the equilibrium correcting behaviour of house prices in MAs.”
• Twin Peaks in Equity and Housing Prices (2004, unknown): “19 On this, see Case and Shiller (1989), Capozza et al (2002) and Zhu (2003).”
• Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (2001, unknown): “The capital gains mechanism can explain both why housing prices may display overshooting and why they depend on past incomes and prices; see, for example, Case and Shiller (1989), Meese and Wallace (1994), Cho (1996) and Capozza et al. (2002).”
• A Spatio-Temporal Model of House Prices in the US (2010, unknown): “These features are not shared with other approaches in Banerjee and Carrion-i-Silvestre (2006), Groen and Kleibergen (2003), Nelson, Ogaki and Sul (2005), Westerlund (2005), Pedroni and Vogelsang (2005), Chang (2005), and Bai and Kao (2006).”
• Recent House Price Developments (2006, unknown): “Wei (2004), Gyourko, Mayer and Sinai (2004), Capozza et al. (2002), McCarthy and Peach (2004) and Mayer and Somerville (2000).”