House Price Fluctuation Spillover Effects-Evidence from 35 Chinese Large and Medium-Sized Cities

Gang Wu () and Guoliang Ou ()
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Gang Wu: Shenzhen Polytechnic
Guoliang Ou: Shenzhen Polytechnic

Chapter Chapter 27 in Proceedings of the 18th International Symposium on Advancement of Construction Management and Real Estate, 2014, pp 263-274 from Springer

Abstract: Abstract Using quarterly house price index of the 35 Chinese large and medium-sized cities during the period 2000Q2–2012Q3, applying Block-exogeneity test on the estimates from a multi-variable VAR model, we found that the transmission of house price fluctuations between cities is multi-directional and do not depend on geographical contiguity. And the wider spillover effects come from cities with higher land scarcity.

Keywords: Spillover effect; Large and medium-sized cities; VAR (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-44916-1_27

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DOI: 10.1007/978-3-642-44916-1_27

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