Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 54 for “"House price"”.
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South African house-price dynamics
Motivated by concerns that a speculative price bubble may have formed in the South African house market, this paper examines South African house-price dynamics over a three-decade period spanning 1976 to 2005. Estimation of error-correction models reveals that real changes in the prices of medium- …
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The construction of house price index: modelling by incorporating absolute location
Price of residential property plays a very important role in the economy of developed countries. Price is an element for individual or household to decide on selling and buying properties, and to invest in the direct property market. In response to such a demand, most developed countries have …
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A comparative study of condominium and single family house price appreciation in the Salt Lake Valley
… a sample of 10,134 condominium and 48,913 house transactions was analyzed. The sales were grouped into eight geographic analysis areas. Hedonic models were used to quantify the contributory effect on value of the time of sale, age of the unit, and other significant housing characteristics. …
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Three Essays in Housing Economics
House price exerts significant influences on various aspects in people's lives, which arouses great interests of economists. This dissertation consists of three chapters on house price: the first chapter studies spatial correlation of house prices at the state level; the second chapter studies the …
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Internal Migration and House Prices in the UK
… the causal effect of internal migration on house prices in the UK. Historical migration networks are leveraged to identify exogenous variation in internal migration flows, to enable a Card-type shift-share instrumental variable (IV) research design. Contrasting previous studies, this …
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Housing demand, regional house prices and consumption
… experienced larger housing demand shocks, larger house price increases from 2001-2006 and greater price declines from 2006-2011. Consistent with theory, price effects were stronger in housing-supply inelastic cities. City-level differences in housing demand are also correlated with supply …
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Panel data analyses of urban economics and housing markets
… literature with panel data- home sales and house price relationship, efficiency of housing market and commercial property taxation. For the first part, I examine the strong positive correlation that exists between the volume of housing sales and housing prices. I develop a simple model of …
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Empirical analyses of local housing markets
… of housing supply and its influence on house price volatility. I begin by describing the local supply-side dynamics of housing price and stock in each of 47 U.S. metropolitan area housing markets using a unique, market-level panel dataset. The data are analyzed with a conditional …
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Market Sentiments and the Housing Markets
… index has strong predictive power for future house prices even after controlling for past price changes and macroeconomic fundamentals. The index leads price movements by nearly 9 months, and it is highly correlated with other survey expectations measures that come with a significant time lag. …
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Essays on Housing Markets and Monetary Policy
… that the optimal interest rate rule responds to house price inflation even when the stabilization of house price is not among the objectives of the policymaker. The third essay is the core of this dissertation. I construct a dynamic stochastic general equilibrium (DSGE) model in this paper to …
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An empirical analysis of Malaysian housing market: switching and non-switching models
… economies of several Asian countries. In 2004, house prices increased rapidly in several countries such as South Korea, Hong Kong and Singapore (World Report, 2004). The rapid increase in prices has led economists to believe that a ‘bubble’ has form in the housing market. A housing market bubble …
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Consumption and Commodities: The Political Economy of Canada’s Growth Model
… – and global economic forces such as commodity prices, financialization, and liberalization. Canada’s GM shares similarities with other Anglo economies, including the United States and United Kingdom, relying heavily on household consumption driven by household debt and house price appreciation. …
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Three Essays in Bank Risk Management
… since then about what drives the level of house prices. However, little work has been done to investigate the drivers of house price volatility. Mortgage assets on bank balance sheets are short default options, the values of which are increasing in house price volatility. It is therefore …
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Expectations of land value in rural and suburban regions
… to experience the most appreciation. Using house prices as a proxy for land value, models for both house price and house price appreciation were developed. The results indicated that two variables were significant factors in forecasting appreciation: 1) the percentage of developed land …
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The impact of high voltage overhead power lines on the value of residential property in the United Kingdom
… the UK to establish the impact of HVOTLs on house prices and as such, identified a gap in knowledge within the UK and provided a focus for this thesis. Due to a lack of available transaction data in England, investigating the impact on house price relies entirely on the use of qualitative …
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Essays on the transmission mechanism of monetary policy
Chapter 1: The monetary version of the sticky price intertemporal model of Obstfeld and Rogoff (1995, 1996), in which unexpected and expansive monetary shocks unambiguously generate a permanent nominal exchange rate depreciation and a temporary current account surplus, is outlined. After discussing …
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House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?
The increased volatility of asset prices in both developing and developed economies seems to be a growing concern for economic policy makers. Whilst there is a growing literature investigating the link between monetary policy and its implications for asset price volatility there remains uncertainty …
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The Chinese Housing Boom and Monetary Policy
… for the analysis of the determinants of house prices, Chapter 4 builds a theoretical framework by analysing the role of each type of economic agents plays in accounting for the house price determination in the case of China. Moreover, the associated variables that affect both the demand …
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Price Formation, Income Distribution, and the Business Cycle in a Stock-Flow Consistent Monetary Model
… crisis. The thesis contributions are study how house price variations affect both the real and the financial sides of the economy, study financial integration and see its effects on integrated economies, and explore the impact of credit crunch and it contagion on both domestic and foreign …
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