Testing for exuberance in house prices using data sampled at different frequencies

DOI10.1515/snde-2021-0030OpenAlexW3192810615MaRDI QIDQ6039109

Georgios Papapanagiotou, Theodore Panagiotidis, Jesus Otero

Publication date: 3 May 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2021-0030

zbMATH Keywords

Monte Carlobubbleshouse pricesexuberant/explosive behaviour

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Asset Prices in an Exchange Economy
• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500