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Convergence of metropolitan house prices in South Africa: a re-examination using efficient unit root tests

Author: Das, Sonali ; Gupta, R ; Kaya, PA Date: 2010 This paper analyzes whether the Law of One Price (LOOP) holds in the housing market of five metropolitan areas of South Africa, namely Cape Town, Durban, Greater Johannesburg, Port Elizabeth/Uitenhage and Pretoria. The authors test the existence ... Read more

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Browsing by Subject "Efficient unit root tests"

Browsing by Subject "Efficient unit root tests"

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