House Price Synchronization and Financial Openness : A Dynamic Factor Model Approach /
This paper investigates the developments in house price synchronization across countries by a dynamic factor model using a country- and city-level dataset, and examines what drives the synchronization. The empirical results indicate that: (i) the degree of synchronization has been rising since the 1...
| Tác giả chính: | |
|---|---|
| Định dạng: | Tạp chí |
| Ngôn ngữ: | English |
| Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2018.
|
| Loạt: | IMF Working Papers; Working Paper ;
No. 2018/209 |
| Những chủ đề: | |
| Truy cập trực tuyến: | Full text available on IMF |