Title:

Comovements among U.S. State Housing Prices: Evidence from Fractional Cointegration

Authors:

Carlos Pestana Barros (UTL)
Luis Gil Alana (U Navarra)
James E. Payne (U South Florida Polytechnic)

Journal:

Economic Modelling

Year:

2012

Volume:

29

Pages:

936-942

JEL codes:

C51 - Model Construction and Estimation
R31 - Housing Supply and Markets