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Record W2903508119

An Empirical Investigation on the European Housing Market Prices

2018· article· en· W2903508119 on OpenAlexvenueno aff
Alessia Bruzzo, Marco Mazzoli

Bibliographic record

VenueReview of Economics and Finance · 2018
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicHousing Market and Economics
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsEconometricsRelative priceStock marketAutoregressive modelFinancial economicsSet (abstract data type)Interpretation (philosophy)MacroeconomicsComputer science
DOInot available

Abstract

fetched live from OpenAlex

Although the housing market prices and trends have been the object of a great deal of \nstudies in the last decade, since the 2007-2008 financial crisis, a unifying and commonly accepted \ninterpretation for them is still missing. In this paper we introduce an empirical and heuristic \napproach to analyze the price of the European housing market relative to the stock market, \nconsistent with a general equilibrium approach, on the basis of a set of theoretically relevant \nvariables. We perform panel data estimates (with GMM-DIF) of the relative price of the real \nestates for the 15 countries that were members of the EU on the 1st of January 1995, using annual \ndata from 1993 to 2015. We follow, in this regard, the “general-to-specific” approach and GMMdiff estimating methodology. Our results show that the relative price of the real estates is not only \naffected by the fundamentals, but also displays a strong influence of autoregressive and “selfsustaining” mechanism in the relative prices.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.006
Threshold uncertainty score0.013

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.003
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.061
GPT teacher head0.250
Teacher spread0.188 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2018
Admission routes1
Has abstractyes

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