Data for: Multiscale Causality and Extreme Tail Interdependence among Housing Prices
Published: 23 November 2017| Version 1 | DOI: 10.17632/6gjmyfssdv.1
Contributors:
Seong-Min Yoon, Gazi Salah Uddin, Ali Ahmed, Sang KangDescription
This study uses monthly housing prices data of the four cities, Seoul, Hong Kong, Tokyo, and New York, from January 1993 to April 2016. We consider Tokyo and Hong Kong residential property prices, obtained from the International Monetary Fund (IMF) Global Housing Watch; housing purchase price composite indices for Seoul, from the Korea Appraisal Board; and the S&P/Case-Shiller home price index for New York which, from the Federal Reserve Economic Data of Federal Reserve Bank of St. Louis.
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Categories
Non-Parametric Statistical Test, Multi-Scale Modeling, Housing, Copula-Graphic Estimator