Regional house price cycles in the UK, 1978-2012: A Markov switching VAR

R.A. Chowdhury; D. Maclennan

doi:10.1108/JERER-02-2014-0014

Regional house price cycles in the UK, 1978-2012: A Markov switching VAR

R.A. Chowdhury, D. Maclennan

Centre for Responsible Banking and Finance

Research output: Contribution to journal › Article › peer-review

Abstract

Originality/value - No such work has been done looking at duration and magnitude of regional housing cycles. A new econometric method was used.

Original language	English
Pages (from-to)	345-366
Number of pages	22
Journal	Journal of European Real Estate Research
Volume	7
Issue number	3
DOIs	https://doi.org/10.1108/JERER-02-2014-0014
Publication status	Published - 28 Oct 2014

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title = "Regional house price cycles in the UK, 1978-2012: A Markov switching VAR",

abstract = "Originality/value - No such work has been done looking at duration and magnitude of regional housing cycles. A new econometric method was used.",

author = "R.A. Chowdhury and D. Maclennan",

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JO - Journal of European Real Estate Research

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Regional house price cycles in the UK, 1978-2012: A Markov switching VAR

Abstract

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