Ardila, Diego; Sanadgol, Dorsa; Cauwels, Peter; … - 2014
, 35, and 90 national-level macroeconomic time series and a dynamic forecasting methodology. Empirical results suggests …We present a hybrid model for diagnosis and critical time forecasting of real estate bubbles. The model combines two … regime. In addition, the same methodology is applied to the national housing price index of Switzerland, diagnosing a bubble …