Can Emerging Asset Price Bubbles be Detected?
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More about this item
Keywordsasset prices; cours des actions; house prices; incertitude des modèles; model averaging; model uncertainty; moyennes de modèles; prix des actifs; prix immobiliers; stock prices;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-06 (All new papers)
- NEP-CBA-2010-08-06 (Central Banking)
- NEP-URE-2010-08-06 (Urban & Real Estate Economics)
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