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  • 华中科技大学

沈淑琳 讲师(高校)

沈淑琳,女,华中科技大学经济学院讲师。美国雪城大学经济学博士,研究方向为金融计量,房地产金融,城市与区域经济学。近年来主持国家自然科学(青年)项目,华中科技大学自主创新研究基金(人文社科)项目等。研究成果发表于Journal of Applied Econometrics,Canadian Journal of Economics, Journal of Real Estate Finance and Economics, Journal of Population Economics, Pacific-Basin Finance Journal, Resource and Energy Economics, Travel Beviour and Society等国际权威期刊。


Measuring the Diffusion of Housing Prices across Space and Over Time: Replication and Further Evidence

发布时间:2018-05-01 点击次数:

  • 论文类型:期刊论文
  • 第一作者:沈淑琳
  • 发表刊物:Journal of Applied Econometrics
  • 收录刊物:SSCI
  • 学科门类:经济学
  • 一级学科:应用经济学
  • 文献类型:J
  • 期号:33
  • 页面范围:479-484
  • ISSN号:0883-7252
  • 关键字:Housing diffusion, SAR
  • DOI码:10.1002/jae.2607
  • 发表时间:2018-05-01
  • 影响因子:2.46
  • 摘要: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.
  • 发布期刊链接:https://doi.org/10.1002/jae.2607