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...
| Huvudupphovsman: | |
|---|---|
| Materialtyp: | Tidskrift |
| Språk: | English |
| Publicerad: |
Washington, D.C. :
International Monetary Fund,
2018.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 2018/209 |
| Ämnen: | |
| Länkar: | Full text available on IMF |