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The housing bubble in real-time: the end of innocence

  • Rolando Peláez

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    File URL: http://hdl.handle.net/10.1007/s12197-010-9165-4
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    Article provided by Springer & Academy of Economics and Finance in its journal Journal of Economics and Finance.

    Volume (Year): 36 (2012)
    Issue (Month): 1 (January)
    Pages: 211-225

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    Handle: RePEc:spr:jecfin:v:36:y:2012:i:1:p:211-225
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    14. Olivier Jean Blanchard & Stanley Fischer, 1989. "Lectures on Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262022834, December.
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    16. Harvey, Andrew & Ruiz, Esther & Sentana, Enrique, 1992. "Unobserved component time series models with Arch disturbances," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 129-157.
    17. Diebold, Francis X. & Rudebusch, Glenn D., 1991. "On the power of Dickey-Fuller tests against fractional alternatives," Economics Letters, Elsevier, vol. 35(2), pages 155-160, February.
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    21. Hassler, Uwe & Wolters, Jurgen, 1994. "On the power of unit root tests against fractional alternatives," Economics Letters, Elsevier, vol. 45(1), pages 1-5, May.
    22. Pierre Perron & Serena Ng, 1996. "Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties," Review of Economic Studies, Oxford University Press, vol. 63(3), pages 435-463.
    23. Mohamadou Fadiga & Yongsheng Wang, 2009. "A multivariate unobserved component analysis of US housing market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(1), pages 13-26, January.
    24. Fama, Eugene F., 1998. "Market efficiency, long-term returns, and behavioral finance," Journal of Financial Economics, Elsevier, vol. 49(3), pages 283-306, September.
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    27. Huang, Yu-Lieh & Huang, Chao-Hsi & Kuan, Chung-Ming, 2008. "Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1816-1836, December.
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