House Price Synchronization and Financial Openness : A Dynamic Factor Model Approach /

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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Katagiri, Mitsuru
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 2018.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 2018/209
विषय:	Classification Methods Cluster Analysis Factor Models Principal Components
ऑनलाइन पहुंच:	Full text available on IMF

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