I provide an analysis of the real estate market of the United States. After, a review of the main econometric literature regarding this topic, I present theoretically the error correction models both for univariate and multivariate cases. Since lack of studies in literature about the new home prices, I try to model them implementing ECM and VECM.
An econometric analysis of the house price dynamics in the U.S. market
Quaggio, Alberto
2018/2019
Abstract
I provide an analysis of the real estate market of the United States. After, a review of the main econometric literature regarding this topic, I present theoretically the error correction models both for univariate and multivariate cases. Since lack of studies in literature about the new home prices, I try to model them implementing ECM and VECM.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14247/3354