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 …

This paper employs econometric tests of rational bubbles to identify housing bubbles, especially during the COVID-19 … pandemic. It then examines monetary policy impacts on housing bubbles through a hierarchical Bayesian framework. The S …

the fundamental asset value and the recurrent presence of autonomous deviations or bubbles. Such a process can be … theory to analyze ordinary least-squares (OLS) estimation. One important theoretical observation is that the estimator … common procedure in the presence of localizing parameters. This methodology allows to detect the presence of bubbles and …