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Seasonality and cointegration of regional house prices in the UK
journal contribution
posted on 2023-06-08, 12:22 authored by Carol AlexanderCarol Alexander, Michael BarrowThe data generation process underlying regional house prices in the UK is investigated using new statistical tests. It is found that causal flows tend to be northwards: the South East (rather than Greater London) acts as an exogenous price determinator of the other regions in the south; the Midland regions have a great influence on prices in the north and flows through the East Midlands are characterised by bi-directional causality. These results are largely independent of assumptions made about the data generation process (and tests of these assumptions have low power in any case). There are also similarities between this causality and migration patterns, particularly in the south of England.
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Publication status
- Published
Journal
Urban StudiesISSN
0042-0980Publisher
SAGE PublicationsExternal DOI
Issue
10Volume
31Page range
1667-1689Department affiliated with
- Business and Management Publications
Full text available
- No
Peer reviewed?
- Yes
Legacy Posted Date
2012-09-10Usage metrics
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