Real-time monitoring of bubbles and crashes
Year of publication: |
2023
|
---|---|
Authors: | Whitehouse, Emily J. ; Harvey, David I. ; Leybourne, Stephen James |
Subject: | Spekulationsblase | Bubbles | Zeitreihenanalyse | Time series analysis | Finanzkrise | Financial crisis | Immobilienmarkt | Real estate market | USA | United States | 1975-2021 |
-
The 1998-2005 housing "bubble" and the current "correction" : what's different this time?
Wheaton, William C., (2008)
-
Could the bubble in U.S. house prices have been detected in real time?
Benati, Luca, (2017)
-
Lindner, Fabian, (2015)
- More ...
-
Testing for a unit root against ESTAR stationarity
Harvey, David I., (2018)
-
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I., (2017)
-
Date-stamping multiple bubble regimes
Harvey, David I., (2020)
- More ...