房地产价格和实体部门:欧洲市场的变动

ERN: Real Estate Economics (Topic) Pub Date : 2016-08-09 DOI:10.2139/ssrn.2841667

M. Erdem, Michela Scatigna

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引用次数: 0

摘要

本文以1984-2013年12个欧洲市场为样本，建立了住宅和商业地产价格的规范化事实。利用动态关联和内聚的度量，我们研究了房地产市场的中长期动态。我们研究房地产周期内的变动与实际活动变量周期内的变动之间的关系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Property Prices and the Real Sector: Comovements in European Markets

The paper establishes stylised facts about residential and commercial property prices focusing on 12 European markets over the sample 1984-2013. Using the measure of dynamic correlation and cohesion we look at the medium and long-term dynamics in the real estate markets. We investigate how do comovements within real estate cycles relate to comovements within cycles of real activity variables over time.

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ERN: Real Estate Economics (Topic)

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