What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration

By C. Katrakilidis, Emmanouil Trachanas. 2012

293 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/5010760cfe3d7f76664c7571b51c84bd8c4f0955

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Zeeshan Khan
2. Zhilun Jiao
3. K. Abbasi
4. Arman Khan
5. Yang Siqun
6. Zhu Sisi
7. P. Fousekis
8. Muhammad Shahbaz

Citations in the corpus

• The Role of Globalization, Economic Growth and Natural Resources on the Ecological Footprint in Thailand: Evidence from Nonlinear Causal Estimations (2021, methodology): “the method of [67] was used for following SIC information criterion and general to specific approach in this regard.”
• Asymmetric impact of renewable and non-renewable energy on economic growth in Pakistan: New evidence from a nonlinear analysis (2020, methodology): “We also adopted the Schwarz Information Criterion (SIC) and the general-to-specific approach, as follows ( Katrakilidis and Trachanas, 2012; Saeed Meo et al., 2018) .”
• On the macroeconomic determinants of the housing market in Greece: a VECM approach (2016, background): “What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration Katrakilidis and Trachanas (2012) Monthly data of prices, CPI, industrial production for Greece 1999:Μ12011:Μ5 Αsymmetric ARDL cointegration methodology Asymmetric long-term effects of CPI and IPI on housin”
• Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2016, methodology): “NARDL models have been employed (among others) by Delatte and Lopez-Villavicencio (2012) to analyze exchange rate pass-through, by Katrakilidis and Trachanas (2012) to investigate housing price dynamics, by Greenwood-Nimmo and Shin (2013a) and Atil et al. (2014) to identify asymmetric price…”
• Asymmetric impact of oil prices, exchange rate, and inflation on tourism demand in Pakistan: new evidence from nonlinear ARDL (2018, background): “…various macroeconomic variables (Bahmani-Oskooee & Fariditavana, 2015, 2016; Holmes & Wang, 2000; Ibrahim, 2015; Jammazi, Lahiani, & Nguyen, 2015; Kamalian, Pahlavani, & Valadkhani, 2010; Katrakilidis & Trachanas, 2012; Raza et al., 2016; Thomakos, Wang, Wu, & Chuderewicz, 2008; Verheyen, 2013a).”
• Environmental regulations an option: Asymmetry effect of environmental regulations on carbon emissions using non-linear ARDL (2018, methodology): “…the asymmetric effect of environmental regulations on carbon emissions, as conventional Cointegration methods do not incorporate the asymmetric effect (Katrakilidis and Trachanas 2012) and also provide better results for co-integration even having small samples (Romilly, Song, and Liu 2001).”