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Historic Turning Points in Real Estate
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Cited by:
- Guay Lim & Sarantis Tsiaplias, 2016. "Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy," Melbourne Institute Working Paper Series wp2016n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- repec:iae:iaewps:wp2016n2 is not listed on IDEAS
- Gelain, Paolo & Lansing, Kevin J., 2014.
"House prices, expectations, and time-varying fundamentals,"
Journal of Empirical Finance, Elsevier, vol. 29(C), pages 3-25.
- Paolo Gelain & Kevin J. Lansing, 2013. "House Prices, Expectations, and Time-Varying Fundamentals," Working Paper Series 2013-03, Federal Reserve Bank of San Francisco.
- Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper 2013/05, Norges Bank.
- Lajos Horv'ath & Zhenya Liu & Shanglin Lu, 2020. "Sequential Monitoring of Changes in Housing Prices," Papers 2002.04101, arXiv.org.
- Lee, Hung-Wei & Lin, Che-Chun & Tsai, I-Chun, 2023. "Another application of call options: Explaining the divergence between the housing market and the rental market," Finance Research Letters, Elsevier, vol. 53(C).
- Wen Cheong Chin & Min Cherng Lee, 2018. "S&P500 volatility analysis using high-frequency multipower variation volatility proxies," Empirical Economics, Springer, vol. 54(3), pages 1297-1318, May.
- Alexandru (alec) BĂLĂŞESCU & Apurv Jain, 2018. "Financial bubbles and their magic: asset price as a heroic journey in the financial markets," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, vol. 12(1), pages 1-35, November.
- Kathryn Graddy & Jonathan Hamilton & Rachel Pownall, 2012.
"Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 131-166, March.
- Hamilton, Jonathan & Graddy, Kathryn & Campbell, Rachel, 2009. "Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed," CEPR Discussion Papers 7344, C.E.P.R. Discussion Papers.
- Edward L. Glaeser, 2013. "A Nation of Gamblers: Real Estate Speculation and American History," American Economic Review, American Economic Association, vol. 103(3), pages 1-42, May.
- Highfill Jannett, 2008. "The Economic Crisis as of December 2008: The Global Economy Journal Weighs In," Global Economy Journal, De Gruyter, vol. 8(4), pages 1-7, December.
- Christophe Andre & David Gabauer & Rangan Gupta, 2020. "Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States," Working Papers 202091, University of Pretoria, Department of Economics.
- Hugh Rockoff, 2008. "Great Fortunes of the Gilded Age," NBER Working Papers 14555, National Bureau of Economic Research, Inc.
- Dieci, Roberto & Westerhoff, Frank, 2016. "Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 71(C), pages 21-44.
- Akcay, Belgin & Yucel, Eray, 2014. "Unveiling the House Price Movements and Financial Development," MPRA Paper 59377, University Library of Munich, Germany, revised 19 Oct 2014.
- Wang, J., 2015. "Can a stochastic cusp catastrophe model explain housing market crashes?," CeNDEF Working Papers 15-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022.
"Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(2), pages 189-209, May.
- Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers 202061, University of Pretoria, Department of Economics.
- Horváth, Áron & Sápi, Zoltán & Révész, Gábor, 2016. "Irodapiaci ciklusok jellemzése a hozam, a bérleti forgalom, az üresedés, a bérleti díjak és az új átadás alapján [Yields, take-up, vacancy, rents and new supply during office-market cycles]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 113-136.
- McDuff, DeForest, 2011. "Demand substitution across US cities: Observable similarity and home price correlation," Journal of Urban Economics, Elsevier, vol. 70(1), pages 1-14, July.
- Eugene N. White, 2014.
"Lessons from the Great American Real Estate Boom and Bust of the 1920s,"
NBER Chapters, in: Housing and Mortgage Markets in Historical Perspective, pages 115-158,
National Bureau of Economic Research, Inc.
- Eugene N. White, 2009. "Lessons from the Great American Real Estate Boom and Bust of the 1920s," NBER Working Papers 15573, National Bureau of Economic Research, Inc.
- Eli Beracha & Hilla Skiba, 2011. "Momentum in Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 299-320, October.
- Anna Scherbina & Bernd Schlusche, 2012. "Asset Bubbles: an Application to Residential Real Estate," European Financial Management, European Financial Management Association, vol. 18(3), pages 464-491, June.
- Ozlem Omer, 2018. "Equilibrium-Disequilibrium Dynamics of the US Housing Market, 2000-2015: A Quantal Response Statistical Equilibrium Approach," Working Papers 1809, New School for Social Research, Department of Economics.
- André, Christophe & Gabauer, David & Gupta, Rangan, 2021. "Time-varying spillovers between housing sentiment and housing market in the United States☆," Finance Research Letters, Elsevier, vol. 42(C).
- Diks, Cees & Wang, Juanxi, 2016. "Can a stochastic cusp catastrophe model explain housing market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 68-88.
- G.C. Lim & Sarantis Tsiaplias, 2018. "Interest Rates, Local Housing Markets and House Price Over†reactions," The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 33-48, June.
- Márcio Poletti Laurini, 2017. "A continuous spatio-temporal model for house prices in the USA," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 58(1), pages 235-269, January.
- Clifford W. Cobb, 2009. "Editor's Introduction," American Journal of Economics and Sociology, Wiley Blackwell, vol. 68(4), pages 829-854, October.
- Juan Huang & Geoffrey Qiping Shen, 2017. "Residential housing bubbles in Hong Kong: identification and explanation based on GSADF test and dynamic probit model," Journal of Property Research, Taylor & Francis Journals, vol. 34(2), pages 108-128, April.
- Kevin J. Lansing, 2008. "Speculative growth and overreaction to technology shocks," Working Paper Series 2008-08, Federal Reserve Bank of San Francisco.
- Dieci, Roberto & Westerhoff, Frank, 2015. "Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach," BERG Working Paper Series 99, Bamberg University, Bamberg Economic Research Group.
- Jason Barr & Bruce Mizrach & Kusum Mundra, 2015. "Skyscraper height and the business cycle: separating myth from reality," Applied Economics, Taylor & Francis Journals, vol. 47(2), pages 148-160, January.
- Edward L. Glaeser, 2013. "A Nation Of Gamblers: Real Estate Speculation And American History," NBER Working Papers 18825, National Bureau of Economic Research, Inc.