House prices, disposable income, and permanent and temporary shocks

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House prices, disposable income, and permanent and temporary shocks

This paper specifies a two-variable system of house prices and income for N.Z., U.K. and the U.S., covering periods from 1973:4 through 2008:2. The analysis allows the identification of differences in house price-income relationships over sub-periods and, using an SVAR approach, compares the respons...

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Bibliographic Details
Main Authors:	Fraser, Patricia, Hoesli, M., McAlevey, L.
Format:	Working Paper
Published:	School of Economics and Finance, Curtin Business School 2009
Online Access:	http://hdl.handle.net/20.500.11937/22169

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