MODELING VOLATILITY HOUSING PRICE IN IRAN AND PREDICTED FLUCTUATIONS PRICE APPLICATION OF FAMILY PATTERNS ARCH

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DAHMARDEH NAZAR; KHAKI REZA

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Paper Information

Journal: Journal of Economic Research Year:2015 | Volume:49 | Issue:4 Page(s): 751-774

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Title

MODELING VOLATILITY HOUSING PRICE IN IRAN AND PREDICTED FLUCTUATIONS PRICE APPLICATION OF FAMILY PATTERNS ARCH

Author(s)

DAHMARDEH NAZAR | KHAKI REZA | Issue Writer Certificate

Keywords

ARCH MODELSQ2

HOUSE PRICEQ2

TIME SERIESQ2

VOLATILITYQ2

Abstract

Housing is one of the economic major sectors of the macro economy of country and micro economy of the household. In recent years, changes in home prices include consideration of issues. In this regard, several studies for examining the determinant variables of Housing supply and demand and prices have been. This article attempts with using of model dissimilar variance Household ARCH, paying to provide a model for the VOLATILITY of housing prices over the period 1971-2012. The results indicate that the EGARCH model gives the best results. And illustrate occur shocking in housing prices during the years of 1390 to 1392 to happen. And the growth rate of housing prices will remain constant after the year 1395.

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APA: Copy

DAHMARDEH, NAZAR, & KHAKI, REZA. (2015). MODELING VOLATILITY HOUSING PRICE IN IRAN AND PREDICTED FLUCTUATIONS PRICE APPLICATION OF FAMILY PATTERNS ARCH. TAHGHIGHAT-E-EGHTESADI, 49(4), 751-774. SID. https://sid.ir/paper/12148/en

Vancouver: Copy

DAHMARDEH NAZAR, KHAKI REZA. MODELING VOLATILITY HOUSING PRICE IN IRAN AND PREDICTED FLUCTUATIONS PRICE APPLICATION OF FAMILY PATTERNS ARCH. TAHGHIGHAT-E-EGHTESADI[Internet]. 2015;49(4):751-774. Available from: https://sid.ir/paper/12148/en

IEEE: Copy

NAZAR DAHMARDEH, and REZA KHAKI, “MODELING VOLATILITY HOUSING PRICE IN IRAN AND PREDICTED FLUCTUATIONS PRICE APPLICATION OF FAMILY PATTERNS ARCH,” TAHGHIGHAT-E-EGHTESADI, vol. 49, no. 4, pp. 751–774, 2015, [Online]. Available: https://sid.ir/paper/12148/en

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