Download or read book Econometric and Time Series Models of the Housing Sector and Mortgage Market written by Soo-Bin Park and published by . This book was released on 1992 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report is organized into two parts. In part I of the report a description of the basic structure of an econometric model of the Canadian housing sector and mortgage market is presented. The model is a result of the effort of the Canada Mortgage and Housing Corporation to enhance its forecasting ability in the area of the housing sector and mortgage market in the Canadian economy. Structural equations of the model have been estimated using available quarterly data in the period from 1963:1 to 1990:4. Time series data on many housing and mortgage market variables are not available for the entire 30 year period. Thus the sample period used in the model estimation varies from one equation to another, depending on the availability of data for the variables included in the equation. Part II presents a series of autoregressive integrated moving average (ARIMA) models of Canadian housing sector and mortgage market variables. It includes a brief summary of ARIMA modeling techniques. Appendix A at the end of the report contains a list of variables and their data sources and Appendix C, a selected bibliography of ARIMA modeling.
Download or read book Regional Econometric Forecasting Models of Housing and Mortgage Markets written by Seth Kwame Gakpo and published by . This book was released on 1982 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometric Models of the Housing Sector written by J. Eric Fredland and published by Urban Institute Press. This book was released on 1978 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Housing Research written by and published by . This book was released on 1993 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modelling Spatial Housing Markets written by Geoffrey Meen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial fixity is one of the characteristics that distinguishes housing from most other goods and services in the economy. In general, housing cannot be moved from one part of the country to another in response to shortages or excesses in particular areas. The modelling of housing markets and the interlinkages between markets at different spatial levels - international, national, regional and urban - are the main themes of this book. A second major theme is disaggregation, not only in terms of space, but also between households. The book argues that aggregate time-series models of housing markets of the type widely used in Britain and also in other countries in the past have become less relevant in a world of increasing income dispersion. Typically, aggregate relationships will break down, except under special conditions. We can no longer assume that traditional location or tenure patterns, for example, will continue in the future. The book has four main components. First, it discusses trends in housing markets both internationally and within nations. Second, the book develops theoretical housing models at each spatial scale, starting with national models, moving down to the regional level and, then, to urban models. Third, the book provides empirical estimates of the models and, finally, the models are used for policy analysis. Analysis ranges over a wide variety of topics, including explanations for differing international house price trends, the causes of housing cycles, the role of credit markets, regional housing market interactions and the role of housing in urban/suburban population drift.
Download or read book Forecasting the Housing Sector and Mortgage Market a Review of Methodology Final Report written by N. H. Lithwick and published by . This book was released on 1991 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary purpose of this study is to review several model-based forecasting methods that can be used for forecasting the housing sector and mortgage markets.
Download or read book National Housing Models Applications of Econometric Techniques to Problems of Housing Research written by R. Bruce Ricks and published by . This book was released on 1973 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The UK Housing Market written by Christine M. E. Whitehead and published by . This book was released on 1974 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nominations of Saul N Ramirez Jr John D Hawke Jr Harold Lucas Cardell Cooper and William C Apgar written by United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs and published by . This book was released on 1999 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Housing Boom and Bust written by Thomas Sowell and published by Basic Books (AZ). This book was released on 2009-05-12 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explains how we got into the current economic disaster that developed out of the economics and politics of the housing boom and bust. The "creative" financing of home mortgages and "creative" marketing of financial securities based on these mortgages to countries around the world, are part of the story of how a financial house of cards was built up--and then collapsed.
Download or read book A Time Series Model of the Housing Market written by Clifford L. F. Attfield and published by . This book was released on 1993 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Resources for Housing written by and published by . This book was released on 1976 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Time Series Models written by D.R. Cox and published by CRC Press. This book was released on 2020-11-26 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.
Download or read book Econometric Analyses of International Housing Markets written by Rita Yi Man Li and published by Routledge. This book was released on 2016-03-31 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores how econometric modelling can be used to provide valuable insight into international housing markets. Initially describing the role of econometrics modelling in real estate market research and how it has developed in recent years, the book goes on to compare and contrast the impact of various macroeconomic factors on developed and developing housing markets. Explaining the similarities and differences in the impact of financial crises on housing markets around the world, the author's econometric analysis of housing markets across the world provides a broad and nuanced perspective on the impact of both international financial markets and local macro economy on housing markets. With discussion of countries such as China, Germany, UK, US and South Africa, the lessons learned will be of interest to scholars of Real Estate economics around the world.
Download or read book Housing and Mortgage Markets in Historical Perspective written by Eugene N. White and published by University of Chicago Press. This book was released on 2014-10-17 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: The central role of the housing market in the recent recession raised a series of questions about similar episodes throughout economic history. Were the underlying causes of housing and mortgage crises the same in earlier episodes? Has the onset and spread of crises changed over time? How have previous policy interventions either damaged or improved long-run market performance and stability? This volume begins to answer these questions, providing a much-needed context for understanding recent events by examining how historical housing and mortgage markets worked—and how they sometimes failed. Renowned economic historians Eugene N. White, Kenneth Snowden, and Price Fishback survey the foundational research on housing crises, comparing that of the 1930s to that of the early 2000s in order to authoritatively identify what contributed to each crisis. Later chapters explore notable historical experiences with mortgage securitization and the role that federal policy played in the surge in home ownership between 1940 and 1960. By providing a broad historical overview of housing and mortgage markets, the volume offers valuable new insights to inform future policy debates.
Download or read book Housing Market Dynamics in Singapore written by Sau Kim Lum and published by . This book was released on 1996 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Malaysia written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2014-04-15 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Technical Note on the housing market in Malaysia focuses on price developments in the Malaysian housing market and of its sustainability. Malaysia maintains a one-fourth time series for the housing prices index, tracing back to the 1990s. The second half of 2010 marks a clear change in the evolution of housing prices. The break-down of the structural relation between housing prices and the macroeconomic variables used in the econometric model is suggestive of an important shift in the dynamics of housing prices, and should be further investigated.
