Essays about: "house prices cointegration"

Showing result 6 - 10 of 11 essays containing the words house prices cointegration.

1. 6. Determinants of the Household Savings Rate in Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Sebastian Dypbukt Källman; Johanna Melinder; [2017]
   Keywords : Structural break; Uncertainty avoidance; Household savings rate; Cointegration; House prices;

   Abstract : The Swedish household savings rate remains on elevated levels despite record high house prices, a buoyant Swedish economy, and aggressive monetary policy by the Swedish Riksbank. Utilizing cointegration techniques, this paper examines the long- and short-run determinants of the Swedish household savings rate during the period Q1:1980-Q3:2016. READ MORE

3. 7. Swedish Household Debt: Macroeconomic determinants of the household debt-to-income ratio

   University essay from Göteborgs universitet/Graduate School

   Author : Fabian Lundbäck; Johan Martinsson; [2016-09-09]
   Keywords : Household debt-to-income; Life-cycle permanent income hypothesis; Cointegration; Vector autoregressive model; Error correction model;

   Abstract : This paper describes how the rise in Swedish households’ debt-to-income ratio (DTIR) over the last 30 years can be explained based on macroeconomic implications. In particular, cointegrating relations are analysed based on a specified vector autoregressive (VAR) model, due to spurious estimations from the general OLS-regression. READ MORE

4. 8. The impact of vacancy rates on house prices – An econometrical analysis

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Mårten Berg; [2011]
   Keywords : House prices; Cointegration; Vacancy rates; Business and Economics;

   Abstract : The purpose is to examine the relationship between the rates of vacant houses with the price of housing in different regions within the United States; the Northeast region, the Midwest region, the South region and the West region. Results are analyzed through economic theory on vacancy and house prices developed by (Wheaton, 1990). READ MORE

5. 9. Australian Household Debt - an empirical investigation into the determinants of the rise in the debt-to-income ratio

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Penelope Philbrick; Linus Gustafsson; [2010]
   Keywords : economic theory; econometrics; Economics; Australia; Error-correction model; Household debt; Johansen approach; Life cycle hypothesis; Cointegration; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : Australia’s household debt to disposable income ratio has increased substantially over the last 30 years. While there has been much theoretical discussion into what has caused this development, the empirical research into the field is limited. READ MORE

6. 10. "Gimme Shelter" - A Long- and Short-Run Analysis of Swedish Regional House Prices

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Sofia Bill; Malin Ivarsson; [2009]
   Keywords : Cointegration; Panel Data; house prices; error correction; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : The aim of this thesis is to examine the long-run relationship between regional house prices, how the house price model behaves in the short run and if aggregated national house price models may be misleading. To investigate whether house prices are related in the long run we use cointegration tests to look for common trends. READ MORE