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Languages: English
Types: Article
Subjects: ffe
The returns of house price indices for the 13 UK regions are modelled using time series processes, including conditional variances. The first conclusion is that the UK follows the USA, with some regions displaying time-varying variances and others with constant variances. Secondly, there is limited evidence of an asymmetric component in six of the seven regions displaying autoregressive conditional heteroskedasticity. Thirdly, the results suggest that there are three distinct housing markets in the UK, based on common structures within their mean and variance processes, and that South West England is the region driving the other time-varying variances. Variances conditionnelles dans les prix regionaux de l'immobilier au Royaume-Uni Resume Les resultats de l'indice des prix de l'immobilier pour les 13 regions du Royaume-Uni sont modelises ici au moyen de procedes de series chronologiques, y compris des variances conditionnelles. La premiere conclusion est que le Royaume-Uni suit les Etats-Unis, certaines regions presentant des variances temporelles, d'autres des variances constantes. Deuxiemement, on releve peu de traces d'un composant asymetrique dans six des sept regions presentant une heteroscedasticite conditionnelle autoregressive. Troisiemement, les resultats indiquent qu'il y aurait trois marches de l'immobilier distincts au Royaume-Uni, sur la base de structures communes dans le cadre de leurs procedes moyens et de variance, et que le sud-ouest de l'Angleterre est la region qui dynamise les autres variances temporelles. Varianzas condicionales en los precios regionales de la vivienda en el Reino Unido Extracto Las cifras de los indices de precios de la vivienda en 13 regiones del Reino Unido se modelan utilizando procesos de series temporales, incluyendo varianzas condicionales. La primera conclusion es que el Reino Unido sigue a los EE UU, con varias regiones que muestran varianzas fluctuantes con el tiempo y otras con varianzas constantes. En segundo lugar, existe evidencia limitada de un componente asimetrico en seis de las siete regiones que muestran una heteroesquedacidad condicional autorregresiva. En tercer lugar, los resultados sugieren que existen tres mercados distintivos de la vivienda en el Reino Unido, basados en estructuras comunes dentro de sus procesos de media y varianza, y que el sudoeste de Inglaterra es la region que dirige las otras varianzas fluctuantes con el tiempo
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