Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/1250
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dc.contributor.authorWilson, P.en
dc.contributor.authorZurbrugg, R.en
dc.date.issued2003en
dc.identifier.citationJournal of Property Research, 2003; 20(1):1-22en
dc.identifier.issn0959-9916en
dc.identifier.issn1466-4453en
dc.identifier.urihttp://hdl.handle.net/2440/1250-
dc.description© Informa plcen
dc.description.abstractThis 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.en
dc.description.statementofresponsibilityPatrick Wilson and Ralf Zurbrueggen
dc.language.isoenen
dc.publisherE. & F.N. Sponen
dc.subjectInternational Real Estate Markets; Securitized Property; Cointegration; Spectral Analysis; Impulse Responseen
dc.titleCommon trends and spectral response: a case study on the USen
dc.typeJournal articleen
dc.identifier.rmid0020031844en
dc.identifier.doi10.1080/0959991032000051971en
dc.identifier.pubid57915-
pubs.library.collectionBusiness School publicationsen
pubs.verification-statusVerifieden
pubs.publication-statusPublisheden
Appears in Collections:Business School publications

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