华中科技大学主页平台管理系统 Shulin Shen--英文主页-- Measuring the diffusion of housing prices across space and over time: Replication and further evidence

Shulin Shen Associate professor

Shulin Shen is an Assistant Professor of School of Economics, Huazhong University of Science and Technology, China. She received her Ph.D. in economics from Syracuse University (USA) in 2018.Her research lies in the areas of Financial Econometrics, Urban Economics, and Real Estate Finance and Housing, with publications on Journal of Applied Econometrics, Pacific-Basin Finance Journal, and Trav...Detials

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Paper Publications Current position: 英文主页 > Scientific Research > Paper Publications

Measuring the diffusion of housing prices across space and over time: Replication and further evidence

Release time:2018-05-01 Hits:

Indexed by:Journal paper
First Author:沈淑琳
Journal:Journal of Applied Econometrics
Included Journals:SSCI
Discipline:Economics
First-Level Discipline:Applied Economics
Document Type:J
Issue:33
Page Number:479-484
ISSN No.:0883-7252
Key Words:Housing diffusion, SAR
DOI number:10.1002/jae.2607
Date of Publication:2018-05-01
Impact Factor:2.46
Abstract:Brady (Journal of Applied Econometrics, 2011, 26(2), 213–231) studies how fast and how long a change in housing prices in one region affects its neighbors by estimating the impulse response functions using a spatial autoregressive model (SAR). This paper replicates Brady's empirical results, but reports different SAR test statistics. Additional robustness checks are conducted by analyzing three different housing price indexes covering a more extensive period. Analysis shows that the model specifications and model estimates vary with the housing price indexes.
Links to published journals:https://doi.org/10.1002/jae.2607

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