Essays about: "house prices cointegration"

Showing result 1 - 5 of 11 essays containing the words house prices cointegration.

  1. 1. The Impact of Foreign Direct Investments on the Swedish Housing Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : David Andreasson; Fredrik Elm; [2023]
    Keywords : Foreign direct investment; Sweden; Real estate; Housing; Globalization; Regulation; Utländska direkta investeringar; Sverige; Fastigheter; Bostäder; Globalisering; Reglering;

    Abstract : Foreign direct investments (FDI) are a crucial part of the world economy as the world has become increasingly globalized. Foreign investment can have a positive impact on the host country in many ways, such as economic growth, new technologies, and job opportunities. READ MORE

  3. 2. The Predictive Relationship between Swedish House Prices and Consumer Price Inflation

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Karl Bohlin; Martin Kellgren; [2021-08-17]
    Keywords : Consumer price; Inflation; House price; Credit channel; Wealth effect; Vector error; correction model; VEC; cointegration; predictive relationship;

    Abstract : Sweden has in the past three decades experienced low rates of inflation, rising house prices and a declining policy rate. This implicates that the households can increase debt due to expanding collateral, and thereby increase the sensitivity to higher interest rates. READ MORE

  4. 3. The effect of rising interest rates on Swedish condominium prices.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Emil Bengtsson; Simon Påhlman; [2021-02-10]
    Keywords : Condominium prices; mortgage rate; interest rate; inflation; unemployment; GDP; equity wipe out; confidence; Animal spirit; VECM; Sweden; rising interest rate;

    Abstract : This study examines the effects of rising interest rates on condominium prices in Sweden using the Vector Error Correction Model (VECM). There have been several studies across the globe that have examined the relationship between house prices and interest rates, while the condominium segment has not been greatly covered. READ MORE

  5. 4. The Dynamics of Swedish House Prices in the 20th and 21st Century

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Theo Herold; [2021]
    Keywords : house prices; housing market; Sweden; cointegration; VECM; Business and Economics;

    Abstract : Using data spanning from 1910 to 2020, house price dynamics of Stockholm and Gothenburg are found to be significantly affected by income, household debt, interest rates, construction costs and immigration. Real house prices in Stockholm and Gothenburg exhibit debt elasticities of 1.34 and 1. READ MORE

  6. 5. Dynamics of the German housing market

    University essay from Göteborgs universitet/Graduate School

    Author : Tanina Chabani; [2019-10-29]
    Keywords : ;

    Abstract : This paper examines the development of German housing prices in light of the recent price increase of approximately 27% since 2010. Following an asset price approach, the actual rent-price ratio is compared to a ratio that will be calculated based on fundamental values which, according to theory, explain housing prices. READ MORE