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New methodology for constructing real estate price indices applied to the Singapore residential market
16 references·2 citing·44 second hop
New methodology for constructing real estate price indices applied to the Singapore residential market (2015)New methodology for constructing real est…Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Testing for multiple bubbles:…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Housing, consumption and monetary policy: How different are the US and the euro area? (2011)Housing, consumption and mone…Asset market linkages: Evidence from financial, commodity and real estate assets (2010)Asset market linkages: Eviden…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Banking Crises: An Equal Opportunity Menace (2008)Banking Crises: An Equal Oppo…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Sample Selection Bias and Repeat-Sales Index Estimates (1997)Sample Selection Bias and Rep…A Simple Hybrid Model for Estimating Real Estate Price Indexes (1995)A Simple Hybrid Model for Est…The Dynamics of Real Estate Prices (1991)The Dynamics of Real Estate P…On Choosing Among House Price Index Methodologies (1991)On Choosing Among House Price…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Prices of Single Family Homes Since 1970: New Indexes for Four Cities (1987)Prices of Single Family Homes…Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Hedonic Prices and Implicit M…A Regression Method for Real Estate Price Index Construction (1963)A Regression Method for Real …Exploring the relationship between urban land supply and housing stock: Evidence from 35 cities in China (2018)Exploring the relationship be…Bubbles in US regional house prices: evidence from house price–income ratios at the State level (2018)Bubbles in US regional house …Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? (2003)Distance and Private Information in Lending (2010)Short- Term Interest Rates as Predictors of Inflation (2021)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Cointegration and Tests of Present Value Models (1987)Monetary Theory and Policy (1999)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)A Pure Theory of Local Expenditures (1956)Wages, Rents, and the Quality of Life (1982)Customer Satisfaction, Market Share, and Profitability: Findings From Sweden (1994)Skills, Tasks and Technologies: Implications for Employment and Earnings (2011)The Determinants of Banking Crises in Developing and Developed Countries (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Is the crisis problem growing more severe? (2001)Too Many to Fail? Evidence of Regulatory Forbearance When the Banking Sector Is Weak (2009)What Determines Government Spending Multipliers? (2012)Macrofinancial History and the New Business Cycle Facts (2017)Measuring the Value of Housing Quality (1970)3. Hedonic Price Indexes for Automobiles: An Econometric Analysis of Quality Change (1971)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Hedonic Pricing Models: A Selective and Applied Review (2002)Discretion versus policy rules in practice (1993)Credit Cycles (1997)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)American Economic Review (2019)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)Dating the timeline of financial bubbles during the subprime crisis (2011)The Econometrics of Financial Markets (2012)Time Series Regression with a Unit Root (1987)Bubbles in food commodity markets: Four decades of evidence (2013)The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets (2020)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Corn Cash Price Forecasting (2020)The Behavior of Home Buyers in Boom and Post-Boom Markets (1988)Housing IS the Business Cycle (2007)Recourse and Residential Mortgage Default: Evidence from US States (2011)
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References

  • 1974Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition10,715 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
  • 1963A Regression Method for Real Estate Price Index Construction1,064 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 1987Prices of Single Family Homes Since 1970: New Indexes for Four Cities551 cited
  • 2008Banking Crises: An Equal Opportunity Menace500 cited
  • 2015Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles479 cited
  • 1991The Dynamics of Real Estate Prices377 cited
  • 2011Housing, consumption and monetary policy: How different are the US and the euro area?358 cited
  • 2010Asset market linkages: Evidence from financial, commodity and real estate assets293 cited
  • 1997Sample Selection Bias and Repeat-Sales Index Estimates289 cited
  • 1991On Choosing Among House Price Index Methodologies

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267 cited
  • 1995A Simple Hybrid Model for Estimating Real Estate Price Indexes206 cited
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    • 2018Exploring the relationship between urban land supply and housing stock: Evidence from 35 cities in China55 cited
    • 2018Bubbles in US regional house prices: evidence from house price–income ratios at the State level54 cited