Efficiency and seasonality in the UK housing market, 1991-2001

被引：13
|
作者：
Rosenthal, L [1 ]
机构：
[1] Keele Univ, Dept Econ, Keele, Staffs, England
来源：
OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 2006年 / 68卷 / 03期
关键词：
D O I：
10.1111/j.1468-0084.2006.00163.x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper considers the informational efficiency of the UK owner-occupied housing market over the period 1991-2001. Original small-area, monthly, quality-adjusted house price index series are developed from raw housing transaction observations for a number of UK counties and cities. These series are then tested in an autoregressive setting for characteristics indicative of weak market efficiency and seasonality. The major conclusion drawn is that there exists little evidence to support notions of inefficiency in these markets over the period considered.
引用
收藏
页码：289 / 317
页数：29
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