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题名Regional spillover and rising connectedness in China's urban housing prices
作者
发表日期2019-06-03
发表期刊Regional Studies
ISSN/eISSN0034-3404
卷号53期号:6页码:861-873
摘要

Regional housing prices may be dynamically linked and converge to a long-run equilibrium. The level of connectedness can be used to describe systemic risk in the housing market. This paper uses a recently developed vector autoregressive-based time-series approach to focus on the short-run dynamics in urban housing prices in China. The empirical results show that housing prices across cities have increasingly connected and consequentially associated with higher systemic risk. The empirical results are consistent with the implications of an information spillover mechanism documented in the recent literature.

关键词connectedness Granger causality housing prices information spillover ripple effects variance decomposition
DOI10.1080/00343404.2018.1490011
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收录类别SSCI
语种英语English
WOS研究方向Business & Economics ; Environmental Sciences & Ecology ; Geography ; Public Administration
WOS类目Economics ; Environmental Studies ; Geography ; Regional & Urban Planning
WOS记录号WOS:000467848100009
Scopus入藏号2-s2.0-85051975785
引用统计
被引频次:66[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/12577
专题个人在本单位外知识产出
通讯作者Fan, Gang-Zhi
作者单位
1.Research Institute of Economics and Management,Southwestern University of Finance and Economics,Chengdu,China
2.School of Management,Guangzhou University,Guangzhou,China
推荐引用方式
GB/T 7714
Zhang, Dayong,Fan, Gang-Zhi. Regional spillover and rising connectedness in China's urban housing prices[J]. Regional Studies, 2019, 53(6): 861-873.
APA Zhang, Dayong, & Fan, Gang-Zhi. (2019). Regional spillover and rising connectedness in China's urban housing prices. Regional Studies, 53(6), 861-873.
MLA Zhang, Dayong,et al."Regional spillover and rising connectedness in China's urban housing prices". Regional Studies 53.6(2019): 861-873.
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