Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models

Zhang, H. orcid.org/0000-0002-8727-4906, Hudson, R., Metcalf, H. et al. (1 more author) (2017) Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models. Empirical Economics, 53 (2). pp. 617-640. ISSN 0377-7332

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Copyright, Publisher and Additional Information: © Springer-Verlag Berlin Heidelberg 2016. This is an author produced version of a paper subsequently published in Empirical Economics. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Institutional changes; Time-varying parameters; Bubbles; Housing market
Dates:
  • Accepted: 9 June 2016
  • Published (online): 23 August 2016
  • Published: September 2017
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 25 Mar 2019 12:09
Last Modified: 26 Mar 2019 15:00
Status: Published
Publisher: Springer
Refereed: Yes
Identification Number: https://doi.org/10.1007/s00181-016-1127-z

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