摘要翻译：
通过对美国9个人口普查部门的房价指数的时间序列分析，研究了美国地区房价与全国房价的趋同性。我使用非对称单位根检验发现了该国某些地区收敛的证据。美国大部分地区没有出现趋同的证据，这一事实引发了一个问题，即联邦储备银行对美国银行系统的年度压力测试结果的执行和解释。
---
英文标题：
《The convergence of regional house prices in the USA in the context of
the stress testing of financial institutions》
---
作者：
Argyn Kuketayev
---
最新提交年份：
2013
---
分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
--
一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
--

---
英文摘要：
I studied the convergence of regional house prices to national prices in USA by analyzing time-series of house price indices of 9 Census Divisions. I found the evidence of the convergence in some parts of the country using asymmetric unit root tests. The fact that the evidence of the convergence is not present in large parts of the country raises an issue of execution and interpretation of results of Federal Reserve Bank\'s annual stress testing of the US banking system.
---
PDF下载：
-->