SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN
The housing sector is one of the key sectors in an economy and its fluctuations could be accompanied with stagnation or expansion in other parts of an economy. Additionally, this sector has an intra-economic role in near to 120 sub-industries which therefore indicates its importance in an economy....
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| Format: | Article |
| Language: | English |
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Faculty of Economics, University of Tuzla
2013-11-01
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| Series: | Economic Review |
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| Online Access: | http://er.ef.untz.ba/index.php/er/article/view/153 |
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| author | Murteza Sanjarani Pour Parviz Nasir Khani Gholamreza Zamanian Kamran Barghandan |
| author_facet | Murteza Sanjarani Pour Parviz Nasir Khani Gholamreza Zamanian Kamran Barghandan |
| author_sort | Murteza Sanjarani Pour |
| collection | DOAJ |
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The housing sector is one of the key sectors in an economy and its fluctuations could be accompanied with stagnation or expansion in other parts of an economy. Additionally, this sector has an intra-economic role in near to 120 sub-industries which therefore indicates its importance in an economy. Hence, this study examines the effective determinants of house price volatilities using the Engel Granger cointegration technique after modeling the price volatilities under the E-Garch model for the period 1973-2008 in Iran based on Eviews and Mathematica Software. The findings indicate that all variables, including coin price, GDP proxy, volume of money, inflation rate, and house interest rate have a significant impact on the volatilities.
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| format | Article |
| id | doaj-art-48e07681e7694251858e5f5207948263 |
| institution | Kabale University |
| issn | 1512-8962 2303-680X |
| language | English |
| publishDate | 2013-11-01 |
| publisher | Faculty of Economics, University of Tuzla |
| record_format | Article |
| series | Economic Review |
| spelling | doaj-art-48e07681e7694251858e5f52079482632025-02-10T00:31:24ZengFaculty of Economics, University of TuzlaEconomic Review1512-89622303-680X2013-11-01112SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRANMurteza Sanjarani Pour0Parviz Nasir Khani1Gholamreza Zamanian2Kamran Barghandan3University of Sistan and Baluchestan, Zahedan, Faculty of Mathematics University of Payam Nour, Zahedan, Faculty of EconomicsUniversity of Sistan and Bluchestan, Department of EconomicsIslamic Azad University, Young Researchers Club, Zahedan Branch The housing sector is one of the key sectors in an economy and its fluctuations could be accompanied with stagnation or expansion in other parts of an economy. Additionally, this sector has an intra-economic role in near to 120 sub-industries which therefore indicates its importance in an economy. Hence, this study examines the effective determinants of house price volatilities using the Engel Granger cointegration technique after modeling the price volatilities under the E-Garch model for the period 1973-2008 in Iran based on Eviews and Mathematica Software. The findings indicate that all variables, including coin price, GDP proxy, volume of money, inflation rate, and house interest rate have a significant impact on the volatilities. http://er.ef.untz.ba/index.php/er/article/view/153house priceselasticityvolatilitiesIran |
| spellingShingle | Murteza Sanjarani Pour Parviz Nasir Khani Gholamreza Zamanian Kamran Barghandan SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN Economic Review house prices elasticity volatilities Iran |
| title | SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN |
| title_full | SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN |
| title_fullStr | SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN |
| title_full_unstemmed | SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN |
| title_short | SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN |
| title_sort | specifying the effective determinants of house price volatilities in iran |
| topic | house prices elasticity volatilities Iran |
| url | http://er.ef.untz.ba/index.php/er/article/view/153 |
| work_keys_str_mv | AT murtezasanjaranipour specifyingtheeffectivedeterminantsofhousepricevolatilitiesiniran AT parviznasirkhani specifyingtheeffectivedeterminantsofhousepricevolatilitiesiniran AT gholamrezazamanian specifyingtheeffectivedeterminantsofhousepricevolatilitiesiniran AT kamranbarghandan specifyingtheeffectivedeterminantsofhousepricevolatilitiesiniran |