| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 962282 | Journal of Housing Economics | 2013 | 16 Pages |
Abstract
⺠The correlation between housing prices and transaction volume differs across different frequencies. ⺠The largest part of the positive correlation between housing prices and transaction volume comes from the lowest frequency component. ⺠At the higher frequencies the correlation becomes smaller. ⺠Granger causality tests for different frequencies show the way of causality in housing market goes from transactions to housing prices.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
H. Cagri Akkoyun, Yavuz Arslan, Birol Kanik,