Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/193825
Authors: 
Pour, Murteza Sanjarani
Khani, Parviz Nasir
Zamanian, Gholamreza
Barghandan, Kamran
Year of Publication: 
2013
Citation: 
[Journal:] Economic Review: Journal of Economics and Business [ISSN:] 1512-8962 [Volume:] 11 [Year:] 2013 [Issue:] 2 [Pages:] 15-20
Abstract: 
The housing sector is one of the key sectors in an economy and its fluctuations could be accompanied with stagnation or expansion in other parts of an economy. Additionally, this sector has an intra-economic role in near to 120 sub-industries which therefore indicates its importance in an economy. Hence, this study examines the effective determinants of house price volatilities using the Engel Granger co-integration technique after modeling the price volatilities under the E-Garch model for the period 1973-2008 in Iran based on Eviews and Mathematica Software. The findings indicate that all variables, including coin price, GDP proxy, volume of money, inflation rate, and house interest rate have a significant impact on the volatilities.
Subjects: 
house price
elasticity
volatilities
Iran
JEL: 
C22
C5
Document Type: 
Article
Social Media Mentions:

Files in This Item:
File
Size





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