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Testing for rational bubbles in the US housing market
16 references·3 citing·41 second hop
Testing for rational bubbles in the US housing market (2013)Testing for rational bubbles in the US ho…Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Testing for Speculative Bubbl…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison (2008)Is the 2007 U.S. Sub-Prime Fi…Understanding Recent Trends in House Prices and Home Ownership (2007)Understanding Recent Trends i…The Cointegrated VAR Model: Methodology and Applications (2006)The Cointegrated VAR Model: M…Assessing High House Prices: Bubbles, Fundamentals and Misperceptions (2005)Assessing High House Prices: …Is There a Bubble in the Housing Market? (2003)Is There a Bubble in the Hous…Irrational Exuberance (2000)Irrational ExuberanceChapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Credit Cycles (1997)Credit CyclesLikelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Efficient Capital Markets and Martingales (1989)Efficient Capital Markets and…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…The Economics of Money, Banking and Financial Markets (1986)The Economics of Money, Banki…Housing price bubbles in Greater Sydney: evidence from a submarket analysis (2020)Housing price bubbles in Grea…Dating the Timeline of House Price Bubbles in Australian Capital Cities (2016)Dating the Timeline of House …Housing Bubbles (2015)Housing BubblesThe Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Food versus fuel: What do prices tell us? (2009)THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Essays in Positive Economics (1954)Essays in Positive Economics. (1954)The Efficiency of the Market for Single-Family Homes (1988)A spatio-temporal model of house prices in the USA (2010)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Predictability of Stock Returns: Robustness and Economic Significance (1995)Toward a Comparative Institutional Analysis (2002)Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2016)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Globalization and its Discontents (2001)Investor Sentiment and the Cross-Section of Stock Returns (2003)The short of it: Investor sentiment and anomalies (2011)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1997Credit Cycles5,254 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 1986The Economics of Money, Banking and Financial Markets2,292 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 2000Irrational Exuberance1,515 cited
  • 2003Is There a Bubble in the Housing Market?1,311 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2005Assessing High House Prices: Bubbles, Fundamentals and Misperceptions1,051 cited
  • 2008Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison978 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 1989Efficient Capital Markets and Martingales505 cited
  • 2007Understanding Recent Trends in House Prices and Home Ownership502 cited

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  • 2011Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods455 cited
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    • 2020Housing price bubbles in Greater Sydney: evidence from a submarket analysis79 cited
    • 2016Dating the Timeline of House Price Bubbles in Australian Capital Cities77 cited
    • 2015Housing Bubbles75 cited