Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control
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- Michael Berlemann & Julia Freese & Sven Knoth, 2012. "Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control," CESifo Working Paper Series 3962, CESifo Group Munich.
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- Dumitriu, Ramona & Stefanescu, Razvan, 2014.
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More about this item
Keywordsstatistical process control; real estate; asset prices bubbles; early warning systems;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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