House prices, disposable income and permanent and temporary shocks: The NZ, UK and US experience

Purpose: The purpose of this paper is to compare responses of house prices in three important markets when faced with permanent and temporary shocks to income. It additionally decomposes each historical house price series into its permanent, temporary and deterministic components. Design/methodology...

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Bibliographic Details
Main Authors: Fraser, Patricia, Hoesli, M., McAlevey, L.
Format: Journal Article
Published: Emerald Group Publishing Ltd. 2012
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/9374