Detecting tranquil and bubble periods in housing markets : a review and application of statistical methods
Year of publication: |
2021
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Authors: | Nagayasu, Jun |
Published in: |
Recent econometric techniques for macroeconomic and financial data. - Cham, Switzerland : Springer, ISBN 978-3-030-54251-1. - 2021, p. 79-111
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Subject: | Explosive bubbles | Mild bubbles | Rational bubbles | Stationarity | Threshold autoregressive distributed lag model | Theorie | Theory | Spekulationsblase | Bubbles | Börsenkurs | Share price | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Wohnungsmarkt | Housing market | Immobilienpreis | Real estate price | Rationale Erwartung | Rational expectations |
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