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REIT markets : periodically collapsing negative bubbles?

Payne, James E.; Waters, George - In: Applied financial economics letters 1 (2005) 2, pp. 65-69

Persistent link: https://www.econbiz.de/10002807005

REIT markets and rational speculative bubbles : an empirical investigation

Waters, George; Payne, James E. - In: Applied financial economics 17 (2007) 7/9, pp. 747-753

Persistent link: https://www.econbiz.de/10003491228

Have equity REITs experienced periodically collapsing bubbles?

Payne, James E.; Waters, George - In: The journal of real estate finance and economics 34 (2007) 2, pp. 207-224

Persistent link: https://www.econbiz.de/10003491270

Interest rate pass through and asymmetric adjustment : evidence from the federal funds rate operating target period

Payne, James E.; Waters, George - In: Applied economics 40 (2008) 10/12, pp. 1355-1362

Persistent link: https://www.econbiz.de/10003742657

Have Equity Reits Experienced Periodically Collapsing Bubbles?

Payne, James E. - 2006

This paper uses the momentum threshold autoregressive (MTAR) model and the residuals-augmented Dickey-Fuller (RADF) test to examine the possibility of Evans' (1991) periodically collapsing bubbles in the equity REIT market. The results are mixed. The MTAR model indicates that overall real equity...

Persistent link: https://www.econbiz.de/10012779349

Learnings, commitment, and monetary policy : the case for portal commitment

Waters, George - In: Macroeconomic dynamics 13 (2009) 4, pp. 421-449

Persistent link: https://www.econbiz.de/10003888323

Instability in the cobweb model under the BNN dynamic

Waters, George - In: Journal of mathematical economics 46 (2010) 2, pp. 230-237

Persistent link: https://www.econbiz.de/10009299734

Dangers of commitment under rational expectations

Waters, George - In: Journal of economics and finance 35 (2011) 4, pp. 371-381

Persistent link: https://www.econbiz.de/10009383669

Quantity rationing of credit and the Phillips curve

Waters, George - In: Journal of macroeconomics 37 (2013), pp. 68-80

Persistent link: https://www.econbiz.de/10010237933

Quantity versus price rationing of credit : an empirical test

Waters, George - In: International Journal of Financial Studies : open … 1 (2013) 3, pp. 45-53

One proxy of price rationing of credit is an aggregation of information on interest rates, while loan officer survey data measures quantity rationing of credit, meaning some borrowers are denied loans. The latter Granger causes real GDP but the former does not. The loan officer survey is a...

Persistent link: https://www.econbiz.de/10010197489