Date-stamping US housing market explosivity
Year of publication: |
2018
|
---|---|
Authors: | Balcilar, Mehmet ; Katzke, Nico ; Gupta, Rangan |
Published in: |
Economics: The Open-Access, Open-Assessment E-Journal. - Kiel : Kiel Institute for the World Economy (IfW), ISSN 1864-6042. - Vol. 12.2018, 2018-18, p. 1-33
|
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | GSADF | bubble | structural breaks | random walk | explosivity | recursive process |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.5018/economics-ejournal.ja.2018-18 [DOI] 1017804575 [GVK] hdl:10419/176762 [Handle] RePEc:zbw:ifweej:201818 [RePEc] |
Classification: | C22 - Time-Series Models ; G15 - International Financial Markets ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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