Co-movement between residential and commercial housing prices: Evidence from a new database

Juan Cuestas

No 2019/11, Working Papers from Economics Department, Universitat Jaume I, Castellón (Spain)

Abstract: The aim of this paper is to shed some light on the issue of the co-movement between residential real estate and commercial real estate using a newly developed database by the Bank if International Settlements. Our results point for the existence of a unique common nonlinear trend in the five countries analysed.

Keywords: housing market; macropudential policies; nonlinearities (search for similar items in EconPapers)
JEL-codes: E21 E51 R20 (search for similar items in EconPapers)
Pages: 13 pages
Date: 2019
New Economics Papers: this item is included in nep-mac and nep-ure
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Related works:
Journal Article: Co-movement between residential and commercial housing prices: evidence from a new database (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:jau:wpaper:2019/11

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