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Date-stamping US housing market explosivity

Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - 2017

Generalized sup ADF (GSADF) test procedure developed by Phillips, Shi, and Yu (Testing for Multiple Bubbles: Historical Episodes …

Persistent link: https://www.econbiz.de/10011674010

Date-stamping US housing market explosivity

Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - 2018

Generalized supADF (GSADF) test procedure developed by Phillips et al. (Testing for multiple bubbles: Historical episodes of …

Persistent link: https://www.econbiz.de/10011812671

Testing housing markets for episodes of exuberance : evidence from different Polish cities

Sobieraj, Janusz; Metelski, Dominik - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-29

incomes tend to mitigate the explosive dynamics and change the context in which the whole issue of housing bubbles is viewed …. The answer to the question of whether there is indeed already a situation of price bubbles in local housing markets in …

Persistent link: https://www.econbiz.de/10012628269

Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020

We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian …

Persistent link: https://www.econbiz.de/10012229804

Non-linear structures, chaos, and bubbles in U.S. regional housing markets

Jirasakuldech, Benjamas; Emekter, Riza; Thuy Bui - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 63-93

Persistent link: https://www.econbiz.de/10014227692

Bubble detective : city-level analysis of house price cycles

Cevik, Serhan; Naik, Sadhna - In: International finance : the only journal bridging the … 27 (2024) 1, pp. 2-16

Persistent link: https://www.econbiz.de/10014532193

On the dynamic relationship between the housing market, stock market, and macroeconomic variables in Hong Kong

So, Simon Man Shing; Huang, Red Ze Wei - In: The journal of prediction markets 16 (2022) 2, pp. 101-125

Persistent link: https://www.econbiz.de/10014289909

A cointegration test to verify the housing bubble

Arshanapalli, Bala Gangadhar; Nelson, William - In: The international journal of business and finance … 2 (2008) 2, pp. 35-43

Persistent link: https://www.econbiz.de/10003951986

A time series test to identify housing bubbles

Escobari, Diego; Damianov, Damian S.; Bello, Andres - In: Journal of economics and finance 39 (2015) 1, pp. 136-152

Persistent link: https://www.econbiz.de/10011326107

A Cointegration Test to Verify the Housing Bubble

Arshanapalli, Bala - 2015

concluded the US experienced a housing bubble. The efficient market theory denies the possibility of a bubble. This paper …

Persistent link: https://www.econbiz.de/10013039155

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