Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach

Author:

Wilson Patrick J.,Stevenson Simon,Zurbruegg Ralf

Publisher

Springer Science and Business Media LLC

Subject

Urban Studies,Economics and Econometrics,Finance,Accounting

Reference30 articles.

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4. Engle, R. J., & Issler, J. V. (1995). Estimating common sectoral cycles. Journal of Monetary Economics, 35, 83–113.

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