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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 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

Large price movements in housing markets

Sun, Xiaojin; Tsang, Kwok Ping - In: Journal of economic behavior & organization : JEBO 163 (2019), pp. 1-23

Persistent link: https://www.econbiz.de/10012144965

Exuberance in the UK regional housing markets

Yusupova, Alisa; Pavlidis, Efthymios; Payá, Ivan; … - 2017

Persistent link: https://www.econbiz.de/10012170199

Episodes of exuberance in housing markets : in search of the smoking gun

Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - 2014

Persistent link: https://www.econbiz.de/10012171436

A review of long-run discounting : evidence from housing markets

Giglio, Stefano; Maggiori, Matteo - In: Rivista di politica economica 105 (2016) 4/6, pp. 7-33

Persistent link: https://www.econbiz.de/10011697195

Speculative bubbles or market fundamentals? : an investigation of US regional housing markets

Shi, Shuping - 2016

Persistent link: https://www.econbiz.de/10011756196

Housing market boom-bust cycles : evidence from a varying minimum cycle length

Kern, Martin; Wagner, Helmut - In: Journal of international business and economics : JIBE 17 (2017) 2, pp. 23-48

Persistent link: https://www.econbiz.de/10011705790

Macroeconomic causes of variance in house and property prices

Allen, Larry - In: International journal of business innovation and research 12 (2017) 3, pp. 377-385

Persistent link: https://www.econbiz.de/10011713706

Anticipating critical transitions of Chinese housing markets

Zhang, Qunzi; Sornette, Didier; Zhang, Hao - 2017

We introduce a novel quantitative methodology to detect real estate bubbles and forecast their critical end time, which … calibration with respect to bootstrapped residuals. We make three main contributions to the literature of real estate bubbles … critical times of historical housing price bubbles in the U.S., Hong Kong, U.K. and Canada. Second, the LPPLS detection methods …

Persistent link: https://www.econbiz.de/10011761282

Explosive rents : the real estate market dynamics in exuberance

Fabozzi, Frank J.; Xiao, Keli - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 100-107

Persistent link: https://www.econbiz.de/10011792760