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Episodes of exuberance in housing markets : in search of the smoking gun
Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - In: The journal of real estate finance and economics 53 (2016) 4, pp. 419-449
Persistent link: https://www.econbiz.de/10011717531
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Detecting Periods of Exuberance : A Look at the Role of Aggregation with an Application to House Prices
Pavlidis, Efthymios - 2020
The recently developed SADF and GSADF unit root tests of Phillips et al. (2011) and Phillips et al. (2015) have become popular in the literature for detecting exuberance in asset prices. In this paper, we examine through simulation experiments the effect of cross-sectional aggregation on the...
Persistent link: https://www.econbiz.de/10012853830
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Ties that bind : estimating the natural rate of interest for small open economies
Zhang, Ren; Martínez-García, Enrique; Wynne, Mark A.; … - In: Journal of international money and finance 113 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012797706
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Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios; Martínez-García, Enrique; … - In: Economic modelling 80 (2019), pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
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Detecting Periods of Exuberance : A Look at the Role of Aggregation with an Application to House Prices
Pavlidis, Efthymios - 2017
The recently developed SADF and GSADF unit root tests of Phillips et al. (2011) and Phillips et al. (2015) have become popular in the literature for detecting exuberance in asset prices. In this paper, we examine through simulation experiments the effect of cross-sectional aggregation on the...
Persistent link: https://www.econbiz.de/10012949882
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A model of the exchange rate with informational frictions
Martínez-García, Enrique - In: The B.E. journal of macroeconomics 10 (2010) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10009577375
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U.S. business cycles, monetary policy and the external finance premium
Martínez-García, Enrique - In: Advances in non-linear economic modeling : theory and …, (pp. 41-114). 2014
Persistent link: https://www.econbiz.de/10010251589
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Get the lowdown : the international side of the fall in the US natural rate of interest
Martínez-García, Enrique - In: Economic modelling 100 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012795896
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A quantitative assessment of the role of incomplete asset markets on the dynamics of the real exchange rate
Martínez-García, Enrique - In: Open economies review 27 (2016) 5, pp. 945-967
Persistent link: https://www.econbiz.de/10011717064
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Good policies or good luck? : new insights on globalization and the international monetary policy transmission mechanism
Martínez-García, Enrique - In: Computational economics 54 (2019) 1, pp. 419-454
Persistent link: https://www.econbiz.de/10012134202