Showing 1 - 10 of 19,064
Persistent link: https://www.econbiz.de/10010372006
Persistent link: https://www.econbiz.de/10011459583
Persistent link: https://www.econbiz.de/10001487292
Persistent link: https://www.econbiz.de/10001325064
We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian methods to disentangle the relative importance of the common component in FHFA house price movements from state-specific shocks, over the quarterly period of 1975Q2 to 2017Q4. We...
Persistent link: https://www.econbiz.de/10012229804
Persistent link: https://www.econbiz.de/10012293202
Persistent link: https://www.econbiz.de/10012436829
bubbles”. In this paper, we provide a model-free test of rational bubbles and we apply it to the U.S. housing market. Based on …
Persistent link: https://www.econbiz.de/10013404365
Persistent link: https://www.econbiz.de/10014436663
Persistent link: https://www.econbiz.de/10014227692