23-039/III - Time-varying effects of housing attributes and economic environment on housing prices

• Authors
  Marina Friedrich, Vrije Universiteit Amsterdam; Yicong Lin, Vrije Universiteit Amsterdam; Pavitram Ramdaras, Vrije Universiteit Amsterdam; Sean Telg, Vrije Universiteit Amsterdam; Bernhard van der Sluis, Erasmus University Rotterdam
• Publication date
  June 29, 2023

• Keywords
  housing prices, time-varying panels, nonparametric estimation, autoregressive wild bootstrap, simultaneous bands
• JEL
  C14, C15, C23, R30