An early alarm system for housing bubbles
MeiChi Huang, Hsiu-Hsuan Chiang
| Year of publication: |
February 2017
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|---|---|
| Authors: | Huang, MeiChi ; Chiang, Hsiu-Hsuan |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 63.2017, p. 34-49
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| Subject: | Threshold unobserved components model | Permanent component | Transitory component | Housing-bubble vulnerability | Housing-bust regime | Spekulationsblase | Bubbles | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2016.04.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011791749