发表状态 | 已发表Published |
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
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ISSN/eISSN | 0034-3404 |
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 |
DOI | 10.1080/00343404.2018.1490011 |
URL | 查看来源 |
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 | |
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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