Could the Bubble in U.S. House Prices Have Been Detected in Real Time?
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More about this item
Keywords
Structural VARs; unit roots; cointegration; long-run restrictions; medium-run identification; Great Recession; housing bubbles.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2018-05-14 (Macroeconomics)
- NEP-URE-2018-05-14 (Urban and Real Estate Economics)
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