An interdependence analysis of Australian house prices using variance decomposition Liu, Chunlu, Ma, Le, Luo, Zhen Qiang and Picken, David 2009, An interdependence analysis of Australian house prices using variance decomposition, International journal of housing markets and analysis, vol. 2, no. 3, pp. 218-232, doi: 10.1108/17538270910977527. Attached Files Name Description MIMEType Size Downloads liu-interdependenceanalysis-post-2009.pdf Author's post print application/pdf 1.46MB 283 Title An interdependence analysis of Australian house prices using variance decomposition Author(s) Liu, Chunlu orcid.org/0000-0003-1144-4355 Ma, Le Luo, Zhen Qiang Picken, David Journal name International journal of housing markets and analysis Volume number 2 Issue number 3 Start page 218 End page 232 Total pages 15 Publisher Emerald Group Publishing Place of publication Bingley, England Publication date 2009 ISSN 1753-8270 1753-8289 Keyword(s) housing prices cities vectors variance Australia Summary Purpose - The purpose of this paper is to analyse the interdependencies of the house price growth rates in Australian capital cities. Design/methodology/approach - A vector autoregression model and variance decomposition are introduced to estimate and interpret the interdependences among the growth rates of regional house prices in Australia. Findings - The results suggest the eight capital cities can be divided into three groups: Sydney and Melbourne; Canberra, Adelaide and Brisbane; and Hobart, Perth and Darwin. Originality/value - Based on the structural vector autoregression model, this research develops an innovative interdependence analysis approach of regional house prices based on a variance decomposition method. Notes Reproduced with the kind permission of the copyright owner. Language eng DOI 10.1108/17538270910977527 Field of Research 120201 Building Construction Management and Project Planning Socio Economic Objective 870501 Civil Building Management and Services HERDC Research category C1 Refereed article in a scholarly journal HERDC collection year 2009 Copyright notice ©2009, Emerald Group Publishing Free to Read? Yes Persistent URL http://hdl.handle.net/10536/DRO/DU:30029282 Document type: Journal Article Collections: Faculty of Science, Engineering and Built Environment School of Architecture and Built Environment Open Access Collection Related Links Link Description Connect to published version (restricted access) Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au. Versions Version Filter Type Mon, 14 Jun 2010, 11:11:04 EST Mon, 14 Jun 2010, 11:30:37 EST Tue, 15 Jun 2010, 13:58:36 EST Tue, 15 Jun 2010, 14:45:07 EST Tue, 15 Jun 2010, 14:56:17 EST Tue, 15 Jun 2010, 14:58:33 EST Tue, 15 Jun 2010, 15:00:11 EST Tue, 15 Jun 2010, 15:02:12 EST Tue, 15 Jun 2010, 15:05:05 EST Mon, 20 Feb 2012, 13:06:03 EST Fri, 06 Jul 2012, 14:51:18 EST Mon, 03 Jun 2013, 16:52:41 EST Mon, 16 Jun 2014, 16:02:24 EST Fri, 19 Dec 2014, 15:28:18 EST Wed, 09 Nov 2016, 11:53:39 EST Tue, 05 Dec 2017, 09:16:24 EST Fri, 07 Sep 2018, 15:00:16 EST Filtered Full Citation counts:   Cited 7 times in TR Web of Science Cited 5 times in Scopus Search Google Scholar Access Statistics: 1254 Abstract Views, 293 File Downloads  -  Detailed Statistics Created: Mon, 14 Jun 2010, 11:10:58 EST by April Wallbank