sh.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • harvard-anglia-ruskin-university
  • apa-old-doi-prefix.csl
  • sodertorns-hogskola-harvard.csl
  • sodertorns-hogskola-oxford.csl
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Does the price development on housing in Stockholm make sense?: An empirical analysis of a possible price bubble on the housing market of Stockholm
Södertörn University, School of Social Sciences, Economics.
2021 (English)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

The indebtedness of Swedish households has more than doubled in the last ten decades despite the implementation of a mortgage ceiling and stricter amortization requirements.

This study takes form to investigate how it is possible that debt related to housing is rising while new regulations against it has been set and how housing prices continues to increase when lending is supposed to be harder.This analysis estimates whether there are indications of an existing price bubble in the housing market of Stockholm.

It is done by testing fundamental economic factors to the price index of housing in Stockholm, to see if they support the price development. If the analysis shows that housing prices cannot be predicted by the fundamental economic factors, it is possible that the price is a self-running series1 which could be an indicator of a price bubble. If fundamental factors that are being used as control variables seem to follow the same trend as the price development of the housing market, the speculation of price bubble will be rejected.

Place, publisher, year, edition, pages
2021. , p. 55
Keywords [en]
Toda Yamamoto approach, Granger-Causality, VAR model, Price bubbles, Swedish housing market
National Category
Economics
Identifiers
URN: urn:nbn:se:sh:diva-48317OAI: oai:DiVA.org:sh-48317DiVA, id: diva2:1634599
Subject / course
Economics
Presentation
, Stockholm
Supervisors
Examiners
Available from: 2022-02-07 Created: 2022-02-02 Last updated: 2022-02-07Bibliographically approved

Open Access in DiVA

fulltext(1095 kB)144 downloads
File information
File name FULLTEXT01.pdfFile size 1095 kBChecksum SHA-512
b3f47705a31374f6f5a913ef32dc40ab9af051def983059e05fa253177112cde438da13cac4ec4ce87cdfe14e0aefe6ddc06911309c008bcbb2751850d9c6b4c
Type fulltextMimetype application/pdf

By organisation
Economics
Economics

Search outside of DiVA

GoogleGoogle Scholar
Total: 145 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 215 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • harvard-anglia-ruskin-university
  • apa-old-doi-prefix.csl
  • sodertorns-hogskola-harvard.csl
  • sodertorns-hogskola-oxford.csl
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf