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  • Search: subject:"Generalized sup ADF test"
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Year of publication
Subject
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Generalized sup ADF test 16 Bubbles 14 Spekulationsblase 14 Sup ADF test 14 generalized sup ADF test 9 Date-stamping strategy 8 Multiple bubbles 8 Rational bubble 8 Einheitswurzeltest 7 Immobilienpreis 7 Periodically collapsing bubbles 7 Real estate price 7 Unit root test 7 Immobilienmarkt 6 Real estate market 6 Estimation 5 Schätzung 5 Theorie 5 Theory 5 China 4 Time series analysis 4 USA 4 United States 4 Zeitreihenanalyse 4 Financial crisis 3 Finanzkrise 3 Flexible window 3 Welt 3 World 3 bubbles 3 2008-09 Global Recession 2 Consumer price index 2 Fundamentals 2 Generalized Sup ADF test 2 Großbritannien 2 House prices 2 Housing market 2 Inflation 2 Mildly explosive process 2 Räumliche Verteilung 2
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Online availability
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Free 14 Undetermined 11
Type of publication
All
Article 14 Book / Working Paper 13
Type of publication (narrower categories)
All
Article in journal 14 Aufsatz in Zeitschrift 14 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4
Language
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English 20 Undetermined 7
Author
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Yu, Jun 7 Shi, Shu-Ping 6 Hu, Yang 5 Liu, Tie-Ying 4 Oxley, Les 4 Su, Chi-Wei 4 Chang, Hsu-Ling 3 Mack, Adrienne 3 Pavlidis, Efthymios 3 Peel, David 3 Phillips, Peter C. B. 3 Phillips, Peter C.B. 3 Yusupova, Alisa 3 Figuerola-Ferretti, Isabel 2 Grossman, Valerie 2 MacCrorie, J. Roderick 2 Martínez-García, Enrique 2 Payá, Ivan 2 Bao, Yong 1 Caspi, Itamar 1 Chen, Wen-Yi 1 Crossman, Valerie 1 Ganioğlu, Aytül 1 Haga, Kai-yin Allison 1 Jiang, Xu Zhao 1 Kung, Hsien-Hung 1 Lee, Chien-Chiang 1 Liang, Yia-Wun 1 Lin, Ye 1 Lin, Yu-Hui 1 Lobonţ, Oana-Ramona 1 Martinez-Garcia, Enrique 1 Nian, Rui 1 Paraskevopoulos, Ioannis 1 Paya, Ivan 1 Shao, Qi 1 Tao, Ran 1 Tsai, Su-Ling 1 Ullah, Aman 1 Wang, Kai-Hua 1
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Institution
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School of Economics, Singapore Management University 5 Cowles Foundation for Research in Economics, Yale University 2 Department of Economics, Management School 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Working Papers / School of Economics, Singapore Management University 5 Working paper in economics 3 Cowles Foundation Discussion Papers 2 Applied economics 1 Economics working paper series 1 Energy economics 1 International review of economics & finance : IREF 1 Japan and the world economy : international journal of theory and policy 1 Journal of economic surveys 1 Journal of empirical finance 1 MPRA Paper 1 Maritime policy & management 1 Prague economic papers : a bimonthly journal of economic theory and policy 1 The European journal of health economics : HEPAC ; health economics in prevention and care 1 The North American journal of economics and finance : a journal of theory and practice 1 The economics of transition 1 The journal of international trade & economic development 1 The journal of real estate finance and economics 1 Theoretical and applied economics : GAER review 1 Working Papers / Department of Economics, Management School 1
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Source
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ECONIS (ZBW) 18 RePEc 9
Showing 1 - 10 of 27
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A review of Phillips-type right-tailed unit root bubble detection tests
Hu, Yang - In: Journal of economic surveys 37 (2023) 1, pp. 141-158
Persistent link: https://www.econbiz.de/10014287809
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Who has mastered exchange rate ups and downs : China or the United States?
Liu, Tie-Ying; Lin, Ye - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014492025
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Exuberance in British share prices during the railway mania of the 1840s : evidence from the Phillips, Shi and Yu Test
Hu, Yang; Oxley, Les - 2017
Persistent link: https://www.econbiz.de/10011771815
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Bubbles in US regional house prices : evidence from house price/income ratios at the state level
Hu, Yang; Oxley, Les - 2016
Persistent link: https://www.econbiz.de/10011771332
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Exuberance, bubbles or froth? : some historical results using long run house price data for Amsterdam, Norway and Paris
Hu, Yang; Oxley, Les - 2016
Persistent link: https://www.econbiz.de/10011771340
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Mild explosivity in recent crude oil prices
Figuerola-Ferretti, Isabel; MacCrorie, J. Roderick; … - In: Energy economics 87 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012512610
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How consumers' inflation expectations respond to explosive periods of food and energy prices : evidence for European Union countries
Ganioğlu, Aytül - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 351-377
Persistent link: https://www.econbiz.de/10012593525
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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
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Episodes of exuberance in housing markets
Pavlidis, Efthymios; Yusupova, Alisa; Paya, Ivan; Peel, … - Department of Economics, Management School - 2014
After a prolonged period characterized by rapid real appreciation in house prices, there is now broad recognition of the severe correction in housing markets that followed as one of the causes of the 2008-09 global recession. We investigate the time series characteristics of three relevant price...
Persistent link: https://www.econbiz.de/10011165327
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Are there bubbles in the shipping freight market?
Su, Chi-Wei; Wang, Kai-Hua; Shao, Qi; Tao, Ran - In: Maritime policy & management 46 (2019) 7, pp. 818-830
Persistent link: https://www.econbiz.de/10012210172
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