When cointegration misleads: regional evidence on the determinants of housing prices in China

Liping Gao; Ghislain Gueye; Hyeongwoo Kim; Jisoo Son

doi:10.1080/00036846.2026.2710409

When cointegration misleads: regional evidence on the determinants of housing prices in China

Liping Gao
, Ghislain Gueye
, Hyeongwoo Kim
, Jisoo Son

Economics and Finance

College of Global Talents
Beijing Institute of Technology at Zhuhai
Department of Economics
Auburn University

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Applied Economics
DOIs	https://doi.org/10.1080/00036846.2026.2710409
State	Accepted/In press - 2026

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 11 Sustainable Cities and Communities

ASJC Scopus Subject Areas

Economics and Econometrics

Keywords

Housing market
cointegration
disaggregated regional data
dynamic ordinary least squares
panel cointegration test with CSD

Access to Document

10.1080/00036846.2026.2710409

Cite this

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title = "When cointegration misleads: regional evidence on the determinants of housing prices in China",

keywords = "Housing market, cointegration, disaggregated regional data, dynamic ordinary least squares, panel cointegration test with CSD",

author = "Liping Gao and Ghislain Gueye and Hyeongwoo Kim and Jisoo Son",

note = "Publisher Copyright: {\textcopyright} 2026 Informa UK Limited, trading as Taylor \& Francis Group.",

year = "2026",

doi = "10.1080/00036846.2026.2710409",

language = "English",

journal = "Applied Economics",

issn = "0003-6846",

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T1 - When cointegration misleads

T2 - regional evidence on the determinants of housing prices in China

AU - Gao, Liping

AU - Gueye, Ghislain

AU - Kim, Hyeongwoo

AU - Son, Jisoo

PY - 2026

Y1 - 2026

KW - Housing market

KW - cointegration

KW - disaggregated regional data

KW - dynamic ordinary least squares

KW - panel cointegration test with CSD

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U2 - 10.1080/00036846.2026.2710409

DO - 10.1080/00036846.2026.2710409

M3 - Article

AN - SCOPUS:105046749130

SN - 0003-6846

JO - Applied Economics

JF - Applied Economics

ER -

When cointegration misleads: regional evidence on the determinants of housing prices in China

UN SDGs

ASJC Scopus Subject Areas

Keywords

Access to Document

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