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@inproceedings{1345992,
author = {Reichel, Vlastimil},
address = {University of Economics},
booktitle = {Quantitative Methods in Economics; Multiple Criteria Decision Making XVIII},
editor = {M. Reiff, P. Gežík},
keywords = {house prices; business cycles; cross correlation approach},
howpublished = {tištěná verze "print"},
language = {eng},
location = {University of Economics},
isbn = {978-80-972328-0-1},
pages = {327-331},
publisher = {University of Economics, Bratislava},
title = {HOUSE PRICES AND BUSINESS CYCLE IN CZECH ECONOMY: A CROSSCORRELATION APPROACH},
year = {2016}
}
TY - JOUR
ID - 1345992
AU - Reichel, Vlastimil
PY - 2016
TI - HOUSE PRICES AND BUSINESS CYCLE IN CZECH ECONOMY: A CROSSCORRELATION APPROACH
PB - University of Economics, Bratislava
CY - University of Economics
SN - 9788097232801
KW - house prices
KW - business cycles
KW - cross correlation approach
N2 - This paper investigates a relationship between house prices and business cycles in the Czech economy. The aim is to find the leading indicator for monitoring business cycles. The methodology of leading indicator applied by the OECD is used to determine, whether the house prices are crucial in the business cycles. Moreover, the cross correlation approach identifies the relationship between quarterly house prices and the following individual variables: GDP, consumption, mortgage interest rate, employment, wages and number of newly started or finished buildings. The data set covers a period between 2004:Q1 and 2015:Q3. The results of the paper will help for later research and modelling of the housing sector in the Czech economy.
ER -
REICHEL, Vlastimil. HOUSE PRICES AND BUSINESS CYCLE IN CZECH ECONOMY: A CROSSCORRELATION APPROACH. In M. Reiff, P. Gežík. \textit{Quantitative Methods in Economics; Multiple Criteria Decision Making XVIII}. University of Economics: University of Economics, Bratislava, 2016, p.~327-331. ISBN~978-80-972328-0-1.
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