83 Tat Chee Avenue
Kowloon
Hong Kong
City University of Hong Kong
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Land policies, housing availability, housing affordability, housing volatility, Granger causality
Housing Market Dynamics, Cross-city Difference, Panel Data Method
Animal spirits conjecture, production conjecture, underlying factor conjecture, causality, wealth effect
wage index and household income, time series decomposition, migration, structural breaks, housing demand
Housing Demand, Migration, Structural Break, Time Series Decomposition, Wage Index and Household Income
Asian-Pacific REIT markets, capital structure, debt maturity, simultaneous equation modelling, financial crisis
bunching, change in nonlinear tax schedule, housing market, tax avoidance and tax evasion, underpricing
endogenous multi-collinearity, interior design, market valuation, dummy variables, interaction terms
pre-sale, production constraint, collateral constraint, cross-city heterogeneity, fundamental versus policy
equilibrium model, intertemporal elasticity, land price, price cycle
Stylized Facts, Macro-Housing-Finance Linkage, Global Financial Crisis, Business Cycle Frequency, Housing Market Variables
Stylized facts, macro-housing-finance linkage, global financial crisis, business cycle frequency, housing market variables
corporate real estate, empire-building, corporate governance, financial constraint
housing rental yield, turnover rate, bootstrap, leave-one-out cross validation (LOOCV), matching estimator, 3 stages least squares (3SLS)
housing, macroeconomics, real estate, urban and regional economics
housing, credit and capital markets, macroeconomy, demographic, securitization
monetary policy, financial market variables, Uni-variate Single-regime Benchmark, Markov Regime Switching, forecasting
monetary policy, financial market variables, Uni-variate Single-regime Benchmark (USB), Markov Regime Switching, forecasting
Search and matching, housing market, liquidity, flippers and speculators, financing and bargaining advantage
search and matching, housing market, liquidity, flippers and speculators, financing and bargaining advantage
[comentrepreneurship, elite college, intergenerational transferma separated]
Consumption-based asset pricing model; Recursive utility; Habit formation; Consumption growth risk; Composition risk; Labor income risk; Long-run risk; Collateral constraint; Hansen-Jagannathan distance; Model confidence sets.
economic index of riskiness, economic performance index, real estate markets, stock markets separated
Economic index of riskiness, Risk-adjusted-performance index, Real estate markets, Stock markets
city-level house price dynamics; endogenous income and endogenous amenities; bank loans and monetary policy; multicollinearity; clustered standard errors
regional economies, energy versus non-energy commodity price, propagation mechanism, geographically hierarchical model, dynamic analysis
housing policy, welfare, residential location choice, local public goods, endogenous sorting
Global Financial Crisis, corporate real estate holding, collateral constraint, illiquidity premium, panel regression
housing affordability, output dynamics, endogenous house price, wage rigidity, monetary policy rule.
Corporate Financial Status, Output Market Decision, Internal and External Driven, Real Estate Developers, Housing Supply
Greenfield FDI, persistence, information, social learning
endogenous income and endogenous amenities; bank loans and monetary policy; multicollinearity; clustered standard errors
Global financial crisis, corporate real estate holding, collateral constraint, illiquidity premium, panel regression
Housing Rental Yield; Turnover Rate; Bootstrap; Leave-One-Out Cross-Validation; Matching Estimator; 3-Stage Least Squares
fundamental house price, error-correction model, cointegration, house price-to-income ratio, endogenous house price and income
External Finance Premium, Residential and Corporate Real Estate, Capital Market Imperfections, Equilibrium Default, Real Estate Price Volatility
asset prices, crisis, property market policy, real estate markets, spillover
housing affordability, demand and supply, policy implications, structural model
