Exuberance, Bubbles or Froth? Some Historical Results using Long Run House Price Data for Amsterdam, Norway and Paris
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Cited by:
- Peter C. B. Phillips & Shuping Shi, 2019.
"Detecting Financial Collapse and Ballooning Sovereign Risk,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1336-1361, December.
- Peter C. B. Phillips, 2017. "Detecting Financial Collapse and Ballooning Sovereign Risk," Cowles Foundation Discussion Papers 2110, Cowles Foundation for Research in Economics, Yale University.
- Yang Hu & Les Oxley, 2017. "Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test," Working Papers in Economics 17/09, University of Waikato.
- Yang Hu & Les Oxley, 2017. "Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes," Working Papers in Economics 17/08, University of Waikato.
- Huerta-Sanchez, Daniel & Jafarinejad, Mohammad & Kim, Dongshin & Soyeh, Kenneth W., 2020. "Disentangling bubbles in equity REITs," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 357-367.
- Hu, Yang & Oxley, Les, 2018.
"Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?,"
Economics Letters, Elsevier, vol. 162(C), pages 131-134.
- Yang Hu & Les Oxley, 2017. "Do 18th Century 'Bubbles' Survive the Scrutiny of 21st Century Time Series Econometrics?," Working Papers in Economics 17/19, University of Waikato.
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More about this item
Keywords
bubbles; generalized sup ADF test; exuberance; house prices; herengracht index; Amsterdam; Norway; Paris;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative
- N90 - Economic History - - Regional and Urban History - - - General, International, or Comparative
- R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HIS-2016-08-21 (Business, Economic and Financial History)
- NEP-URE-2016-08-21 (Urban and Real Estate Economics)
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