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dc.contributor.authorMiles, William
dc.date.accessioned2019-03-25T15:40:33Z
dc.date.available2019-03-25T15:40:33Z
dc.date.issued2019-02-22
dc.identifier.citationMiles, W. Has the euro sustainably increased home price co‐movement? J Regional Sci. 2019; 1– 31en_US
dc.identifier.issn0022-4146
dc.identifier.urihttps://doi.org/10.1111/jors.12431
dc.identifier.urihttp://hdl.handle.net/10057/15979
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractA low level of co‐movement between different euro country housing markets creates difficulties for the ECB in setting monetary policy. Such co‐movement across eurozone countries has been the subject of a number of studies, using different methodologies and finding mixed results. In this study, we use endogenous break methods to explicitly test for whether the introduction of the euro has changed home value co‐movement. We also employ informal correlation analysis. Endogenous break results indicate no sustainable increase in co‐movement attributable to the euro, whereas correlation analysis is suggestive of a decrease in synchronization since the currency's introduction.en_US
dc.language.isoen_USen_US
dc.publisherJohn Wiley and Sonsen_US
dc.relation.ispartofseriesJournal of Regional Science;2019
dc.subjectBusiness cyclesen_US
dc.subjectHousing supply and marketsen_US
dc.subjectInternational business cyclesen_US
dc.subjectMonetary policyen_US
dc.titleHas the euro sustainably increased home price co-movement?en_US
dc.typeArticleen_US
dc.rights.holder© Wiley Periodicals Incen_US


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