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The Q Theory and the Swedish Housing Market: An Empirical Test
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Economics.
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Institute for Housing and Urban Research.
2006 (English)In: Journal of real estate finance and economics, ISSN 0895-5638, E-ISSN 1573-045X, Vol. 33, no 4, p. 329-344Article in journal (Refereed) Published
Abstract [en]

We argue that major changes in economic policy have resulted in a more market driven demand for housing investment in Sweden, due to policy changes at the end of the 1980s and the beginning of the 1990s. Tobin's transparent Q theory is the investment theory used. For the last period of the sample (1993-2003 quarterly data), our results indicate that there exists a high degree of correlation between the Q ratio and the (logarithm of) two different variables for housing investment. An error correction regression model, controlling for structural breaks, also indicates that a stable long-run relationship could be detected for the logarithm of building starts and the Q ratio between 1993-2003, but not between 1981-1992.

Place, publisher, year, edition, pages
2006. Vol. 33, no 4, p. 329-344
Keywords [en]
Error correction model, Housing investment, Structural break, Tobin's Q
National Category
Economics and Business
Identifiers
URN: urn:nbn:se:uu:diva-20027DOI: 10.1007/s11146-006-0336-1ISI: 000242296500002OAI: oai:DiVA.org:uu-20027DiVA, id: diva2:47799
Available from: 2006-12-04 Created: 2006-12-04 Last updated: 2017-12-08Bibliographically approved

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Berg, LennartBerger, Tommy

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