Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/1250
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DC Field | Value | Language |
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dc.contributor.author | Wilson, P. | - |
dc.contributor.author | Zurbrugg, R. | - |
dc.date.issued | 2003 | - |
dc.identifier.citation | Journal of Property Research, 2003; 20(1):1-22 | - |
dc.identifier.issn | 0959-9916 | - |
dc.identifier.issn | 1466-4453 | - |
dc.identifier.uri | http://hdl.handle.net/2440/1250 | - |
dc.description | © Informa plc | - |
dc.description.abstract | This paper sets out to consider whether changes in economic fundamentals in the United States can impact on international real estate markets. To this end a two-step approach is pursued. In the first step cointegration techniques are used to determine whether common trends exist in international property markets. Once common trends are identified amongst securitized property markets, a potential common driver is isolated by substituting US Gross Domestic Product for US property. The paper then uses a spectral response technique to examine the impulse response between shocks in the US economy and reactions in foreign real estate markets. The results support a linkage between the economic growth of an important member of the international economic community and international real estate performance. | - |
dc.description.statementofresponsibility | Patrick Wilson and Ralf Zurbruegg | - |
dc.language.iso | en | - |
dc.publisher | E. & F.N. Spon | - |
dc.source.uri | http://dx.doi.org/10.1080/0959991032000051971 | - |
dc.subject | International Real Estate Markets | - |
dc.subject | Securitized Property | - |
dc.subject | Cointegration | - |
dc.subject | Spectral Analysis | - |
dc.subject | Impulse Response | - |
dc.title | Common trends and spectral response: a case study on the US | - |
dc.type | Journal article | - |
dc.identifier.doi | 10.1080/0959991032000051971 | - |
pubs.publication-status | Published | - |
Appears in Collections: | Aurora harvest 7 Business School publications |
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