Skip navigation
Skip navigation

Non-linear modelling of the relationship between price movements in the OECD housing markets and significant economic activities

O'Neill, Terence; Penm, Jack HW; Terrell, Richard


Housing activity is an important indicator of general economic activity, and house price movements are an important variable in international financial markets. In this chapter we utilise vector autoregressive models to examine how the interrelationship between housing activity and general economic activity has evolved in four OECD countries. Our results provide support for the hypothesis that the relationship between housing activity and general economic activity has changed in many OECD...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Journal article
Source: Research in Finance


File Description SizeFormat Image
01_O'Neill_Non-linear_modelling_of_the_2009.pdf1.22 MBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator