Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference49 articles.
1. The dynamic connectedness of UK regional property returns;Antonakakis;Urban Studies,2018
2. A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification;Antonakakis;The Annals of Regional Science,2021
3. Convergence in US house prices by state: Evidence from the club convergence and clustering procedure;Apergis;Letters in Spatial and Resource Sciences,2012
4. Crude oil futures contracts and commodity markets: New evidence from a TVP-var extended joint connectedness approach;Balcilar;Resources Policy,2021
5. Housing and the great depression;Balcilar;Applied Economics,2014
Cited by 17 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence;Research in International Business and Finance;2024-10
2. Macroeconomic determinants of the JSE size-base industries connectedness: evidence from changing market conditions;Cogent Economics & Finance;2024-09-05
3. Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship;Global Finance Journal;2024-09
4. Dynamic impact of the US yield curve on green bonds: Navigating through recent crises;The North American Journal of Economics and Finance;2024-09
5. Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy;Structural Change and Economic Dynamics;2024-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3