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Economic bubbles / Statistical tests / Financial crises / Econometrics / Real estate bubble / Bubble / Augmented Dickey–Fuller test / Unit root / Dickey–Fuller test / Statistics / Economics / Time series analysis


Explosive bubbles in house prices? Evidence from the OECD countries Tom Engsted, Simon J. Hviid and Thomas Q. Pedersen CREATES Research PaperDepartment of Economics and Business
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Document Date: 2015-01-14 06:51:23


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Germany / Switzerland / Norway / France / Japan / United States / Netherlands / Italy / Australia / United Kingdom / Sweden / Finland / Spain / Ireland / Denmark / /

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Facility

Aarhus University / /

IndustryTerm

expectation operator / /

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Danish National Research Foundation / Aarhus University / Center for Research / Department of Economics / OECD / Department of Economics and Business Aarhus University Fuglesangs Allé / Aarhus V / Danish Council of Independent Research / /

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Tom Engsted / Bt / Thomas Q. Pedersen / Simon J. Hviid / Thomas Q. Pedersen§ January / /

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forward for Pt / Corresponding author / /

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Pentax K-x Digital Camera / /

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L / /

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simulation / /

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