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A leading indicator of house-price bubbles

Hviid, Simon Juul - 2017

dynamics of house prices in Denmark in order to identify emerging bubbles in due time. We develop a fundamentals-adjusted house … price index and apply the testing procedure of Phillips et al. (2015) to date-stamp house-price bubbles. The empirical …

Persistent link: https://www.econbiz.de/10011696535

When bubble meets bubble : contagion in OECD countries

Gómez González, José Eduardo; Gamboa-Arbelaez, Juliana; … - In: The journal of real estate finance and economics 56 (2018) 4, pp. 546-566

Persistent link: https://www.econbiz.de/10012038821

Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility

Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric theory 36 (2020) 1, pp. 122-169

Persistent link: https://www.econbiz.de/10012156819

Can bubble theory foresee banking crises?

Virtanen, Timo; Tölö, Eero; Virén, Matti E. E.; … - In: Journal of financial stability 36 (2018), pp. 66-81

Persistent link: https://www.econbiz.de/10012156891

Is there inflation in China? : evidence by a unit root approach

Liu, Tie-Ying; Chang, Hsu-Ling; Su, Chi-Wei; Lobonţ, … - In: International review of economics & finance : IREF 52 (2017), pp. 236-245

Persistent link: https://www.econbiz.de/10011791343

When bubble meets bubble : contagion in OECD countries

Gómez González, José Eduardo; Gamboa-Arbelaez, Juliana; … - 2016

Persistent link: https://www.econbiz.de/10011618427

Examining rational bubbles in global natural gas prices : evidence from frequency domain estimates

Lawal, Adedoyin Isola; Oseni, Ezekiel; Lawal-Adedoyin, … - In: Energy strategy reviews 44 (2022), pp. 1-7

various economic agents. This study examined whether rational bubbles existed in the three major natural gas markets by …

Persistent link: https://www.econbiz.de/10014514550

Explosive behavior and rational bubbles : evidence from the Serbian hyperinflation at daily frequency

Petrović, Pavle; Mladenović, Zorica - In: Panoeconomicus 69 (2022) 3, pp. 481-492

Persistent link: https://www.econbiz.de/10013352824

External sustainability in Spanish economy : bubbles and crises, 1970-2020

Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Review of international economics 31 (2023) 1, pp. 60-80

Persistent link: https://www.econbiz.de/10014278121

Using covariates to improve the efficacy of univariate bubble detection methods

Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366

Persistent link: https://www.econbiz.de/10014423733

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