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~institution:"Department of Economics, Management School"
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2008-09 Global Recession
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Generalized sup ADF test
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House prices
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Mildly Eexplosive Time Series
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Periodically Collapsing Bubbles
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Sup ADF test
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Timeline
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Unit-root Tests
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Crossman, Valerie
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Martinez-Garcia, Enrique
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Pavlidis, Efthymios
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Paya, Ivan
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Department of Economics, Management School
School of Economics, Singapore Management University
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Center for Applied Economics and Policy Research (CAEPR), Department of Economics
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Cowles Foundation for Research in Economics, Yale University
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East Asian Bureau of Economic Research (EABER)
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Peterson Institute for International Economics
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Episodes of exuberance in housing markets
Pavlidis, Efthymios
;
Yusupova, Alisa
;
Paya, Ivan
;
Peel, …
-
Department of Economics, Management School
-
2014
explosive behavior in house prices provides a precise
timeline
as well as empirical content to the narrative connecting the …
Persistent link: https://www.econbiz.de/10011165327
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