3 datasets found

We propose a scan test for the presence of spatial groupwise heteroskedasticity in cross-sectional data. The scan approach has been used in different fields before, including...

To improve estimates of household consumption behavior, we extend a widely-used model by allowing for dynamic consumption elasticities with respect to transitory income shocks....

Based on panel error correction models for a sample of up to 21 countries this paper analyses the macroeconomic determinants of house prices and rents. In accordance with the...