Investigating the co-relationship between housing price and inflation by assembling wavelet based time-frequency analysis

Jiamin Wang; Henglang Xie

doi:10.1117/12.2638824

17 May 2022 Investigating the co-relationship between housing price and inflation by assembling wavelet based time-frequency analysis

Jiamin Wang, Henglang Xie

Author Affiliations +

Proceedings Volume 12259, 2nd International Conference on Applied Mathematics, Modelling, and Intelligent Computing (CAMMIC 2022); 122591D (2022) https://doi.org/10.1117/12.2638824
Event: 2nd International Conference on Applied Mathematics, Modelling, and Intelligent Computing, 2022, Kunming, China

Abstract

The purpose of this paper is to use the wavelet transform context structures based on Granger causality analysis to investigate the correlation between housing prices and inflations in first-tier cities, namely Beijing, Shanghai, Guangzhou and Shenzhen. Wavelet analysis can be used for filtering, noise removal, multi-resolution time-frequency analysis, and other functions, especially for analyzing non-stationary signals. Results indicate that the relationship is generally positive but changes over time, displaying low to high-frequency cycles. Moreover, most of the situations that show a correlation between housing prices and inflations are that housing prices led inflations, which illustrate that housing prices are crucial to the economy.

Citation Download Citation

Jiamin Wang and Henglang Xie "Investigating the co-relationship between housing price and inflation by assembling wavelet based time-frequency analysis", Proc. SPIE 12259, 2nd International Conference on Applied Mathematics, Modelling, and Intelligent Computing (CAMMIC 2022), 122591D (17 May 2022); https://doi.org/10.1117/12.2638824

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available