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Is There a Bubble in the Housing Market?

Citations

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Cited by:

  1. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.
  2. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2018. "Perception of House Price Risk and Homeownership," NBER Working Papers 25090, National Bureau of Economic Research, Inc.
  3. Contreras, Alex, 2013. "Estabilidad financiera y boom inmobiliario," Revista Moneda, Banco Central de Reserva del Perú, issue 153, pages 32-35.
  4. Brent W. Ambrose & Piet Eichholtz & Thies Lindenthal, 2013. "House Prices and Fundamentals: 355 Years of Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 477-491, March.
  5. Mohsen Bahmani-Oskooee & Hesam Ghodsi & Muris Hadzic, 2021. "On the Link between House Prices and House Permits: Asymmetric Evidence from 51 States of the United States of America," International Real Estate Review, Global Social Science Institute, vol. 24(3), pages 323-361.
  6. Makojević Nikola & Veselinović Petar & Kalinić Ljubina, 2015. "Can a Multinational Company Create a Real Estate “Bubble” at the Local Level? The Case of Fiat and City of Kragujevac," Economic Themes, Sciendo, vol. 53(4), pages 519-534, December.
  7. Jan Čadil, 2009. "Housing price bubble analysis - case of the Czech republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(1), pages 38-47.
  8. Piazzesi, M. & Schneider, M., 2016. "Housing and Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1547-1640, Elsevier.
  9. Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank, 2021. "Heterogeneous expectations, housing bubbles and tax policy," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 555-573.
  10. Xi Chen & Michael Funke, 2013. "Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles," National Institute Economic Review, National Institute of Economic and Social Research, vol. 223(1), pages 39-48, February.
  11. Kitzmann, Robert, 2014. "Die japanische Land- und Immobilienspekulationsblase der 1980er Jahre und ihre Auswirkungen auf die Stadtentwicklung Tokios," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 223-238.
  12. Gil-Alana, Luis Alberiko & Dettoni, Robinson & Costamagna, Rodrigo & Valenzuela, Mario, 2019. "Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile," Research in International Business and Finance, Elsevier, vol. 49(C), pages 269-281.
  13. Lambe, Brendan J., 2016. "An unreliable canary: Insider trading, the cash flow hypothesis and the financial crisis," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 151-158.
  14. Smith, Scott & Fuller, Debra & Bogin, Alex & Polkovnichenko, Nataliya & Weiher, Jesse, 2016. "Countercyclical capital regime revisited: Tests of robustness," Journal of Economics and Business, Elsevier, vol. 84(C), pages 50-78.
  15. Carlos Garriga & Aaron Hedlund & Yang Tang & Ping Wang, 2023. "Rural-Urban Migration, Structural Transformation, and Housing Markets in China," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(2), pages 413-440, April.
  16. Anthony Yanxiang Gu, 2013. "A Possible Method for Warning of House Price Bubble," International Journal of Business and Social Research, LAR Center Press, vol. 3(2), pages 104-113, February.
  17. Maier, Gunther & Herath, Shanaka, 2009. "Real Estate Market Efficiency. A Survey of Literature," SRE-Discussion Papers 2009/07, WU Vienna University of Economics and Business.
  18. Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024. "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM 2024/0351, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  19. Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
  20. W. Miles, 2008. "Boom–Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 36(3), pages 249-264, April.
  21. Christopher L Foote & Lara Loewenstein & Paul S Willen, 2021. "Cross-Sectional Patterns of Mortgage Debt during the Housing Boom: Evidence and Implications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(1), pages 229-259.
  22. Andreas Fuster & Benjamin Hebert & David Laibson, 2012. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 1-48.
  23. Zhi, Tianhao & Li, Zhongfei & Jiang, Zhiqiang & Wei, Lijian & Sornette, Didier, 2019. "Is there a housing bubble in China?," Emerging Markets Review, Elsevier, vol. 39(C), pages 120-132.
  24. Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2020. "Global Cities and Local Housing Market Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 671-697, November.
  25. Yan, Wanfeng & Woodard, Ryan & Sornette, Didier, 2012. "Leverage bubble," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 180-186.
    • Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010. "Leverage Bubble," Papers 1011.0458, arXiv.org, revised Nov 2010.
  26. Matteo Benetton & Philippe Bracke & João F Cocco & Nicola Garbarinoifo, 2022. "Housing Consumption and Investment: Evidence from Shared Equity Mortgages," The Review of Financial Studies, Society for Financial Studies, vol. 35(8), pages 3525-3573.
  27. Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
  28. Greg Tkacz & Carolyn Wilkins, 2008. "Linear and threshold forecasts of output and inflation using stock and housing prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 131-151.
  29. MeiChi Huang, 2017. "Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals," International Finance, Wiley Blackwell, vol. 20(1), pages 64-91, March.
  30. Bricongne, Jean-Charles & Meunier, Baptiste & Pouget, Sylvain, 2023. "Web-scraping housing prices in real-time: The Covid-19 crisis in the UK," Journal of Housing Economics, Elsevier, vol. 59(PB).
  31. Nils Holinski & Robert Vermeulen, 2012. "The international wealth channel: a global error-correcting analysis," Empirical Economics, Springer, vol. 43(3), pages 985-1010, December.
  32. Theresa Kuchler & Monika Piazzesi & Johannes Stroebel, 2022. "Housing Market Expectations," CESifo Working Paper Series 9665, CESifo.
  33. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018. "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 34-62.
  34. Slacalek Jiri, 2009. "What Drives Personal Consumption? The Role of Housing and Financial Wealth," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-37, October.
  35. Christopher Anderson & Eli Beracha, 2012. "Frothy Housing Markets and Local Stock-Price Movements," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 326-346, August.
  36. Marco Ratto & Werner Roeger & Jan in 't Veld, 2010. "Using a DSGE model to look at the recent boom-bust cycle in the US," European Economy - Economic Papers 2008 - 2015 397, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  37. Gavin Cameron & John Muellbauer & Anthony Murphy, 2006. "Was There A British House Price Bubble? Evidence From A Regional Panel," ERES eres2006_150, European Real Estate Society (ERES).
  38. Kanis Saengchote & Voraprapa Nakavachara & Yishuang Xu, 2023. "Capitalising the Network Externalities of New Land Supply in the Metaverse," Papers 2303.17180, arXiv.org.
  39. Cynthia A. Bansa & Martha A. Starr, 2011. "Distributional costs of the housing-price bust," Working Papers 2011-04, American University, Department of Economics.
  40. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2020. "On the Link between Oil Price and House Prices in the U.S.: Asymmetric Evidence from State Level Data," International Real Estate Review, Global Social Science Institute, vol. 23(1), pages 65-106.
  41. Quinn, William, 2016. "Squeezing the bears: Cornering risk and limits on arbitrage during the 'British Bicycle Mania', 1896-1898," QUCEH Working Paper Series 2016-05, Queen's University Belfast, Queen's University Centre for Economic History.
  42. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis," Journal of Housing Research, Taylor & Francis Journals, vol. 24(1), pages 73-86, January.
  43. John Cotter & Richard Roll, 2010. "A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics," Working Papers 201008, Geary Institute, University College Dublin.
  44. Meichi Huang, 2013. "Housing bubble implications: The perspective of housing price predictability," Economics Bulletin, AccessEcon, vol. 33(1), pages 586-596.
  45. Gary Smith, 2014. "Why Are Some Home Values Resistant and Others Resilient?," International Real Estate Review, Global Social Science Institute, vol. 17(2), pages 223-240.
  46. Richard Green & Roberto Mariano & Andrey Pavlov & Susan Wachter, 2009. "Misaligned Incentives and Mortgage Lending in Asia," NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 95-111, National Bureau of Economic Research, Inc.
  47. Boivin, Jean & Kiley, Michael T. & Mishkin, Frederic S., 2010. "How Has the Monetary Transmission Mechanism Evolved Over Time?," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 8, pages 369-422, Elsevier.
  48. Zhenxi Chen & Cuntong Wang, 2020. "Speculative trading in Chinese housing market: a panel regression method," Applied Economics, Taylor & Francis Journals, vol. 52(38), pages 4186-4195, July.
  49. Jim Clayton & Norman Miller & Liang Peng, 2010. "Price-volume Correlation in the Housing Market: Causality and Co-movements," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 14-40, January.
  50. Edward E. Leamer, 2007. "Housing is the business cycle," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 149-233.
  51. Kanis Saengchote & Voraprapa Nakavachara & Yishuang Xu, 2023. "Capitalising the Network Externalities of New Land Supply in the Metaverse," PIER Discussion Papers 203, Puey Ungphakorn Institute for Economic Research.
  52. M. Hashem Pesaran & Ida Johnsson, 2020. "Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 428-442, April.
  53. Alola, Andrew & Asongu, Simplice & Alola, Uju, 2019. "House prices and tourism development in Cyprus: A contemporary perspective," MPRA Paper 101795, University Library of Munich, Germany.
  54. Winters, John V., 2009. "Wages and prices: Are workers fully compensated for cost of living differences?," Regional Science and Urban Economics, Elsevier, vol. 39(5), pages 632-643, September.
  55. Christophe Blot & Xavier Timbeau, 2009. "Du chaos financier au K.O. économique," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 149-178.
  56. Buiter, Willem H., 2010. "Housing wealth isn't wealth," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-29.
  57. Esra Alp Coskun & Nicholas Apergis & Yener Coskun, 2022. "Threshold effects of housing affordability and financial development on the house price‐consumption nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1785-1806, April.
  58. Yongheng Deng & Jing Wu & Yang Tang & ping wang, 2019. "Spatial Misallocation in Chinese Housing and Land Markets," 2019 Meeting Papers 1351, Society for Economic Dynamics.
  59. Mylène Gaulard, 2014. "La burbuja inmobiliaria en China," Post-Print halshs-01086912, HAL.
  60. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers 15-04, Eastern Mediterranean University, Department of Economics.
  61. Dongchul Cho, 2005. "Interest Rate, Inflation, and Housing Price: With an Emphasis on Chonsei Price in Korea," NBER Working Papers 11054, National Bureau of Economic Research, Inc.
  62. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Expectation-driven cycles in the housing market: Evidence from survey data," Journal of Financial Stability, Elsevier, vol. 9(4), pages 518-529.
  63. Huang, MeiChi & Chiang, Hsiu-Hsuan, 2017. "An early alarm system for housing bubbles," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 34-49.
  64. José Francisco Bellod Redondo, 2011. "Detección de burbujas inmobiliarias: el caso español," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2011-05, May.
  65. Daisuke Ikeda & Toan Phan & Timothy Sablik, 2020. "Asset Bubbles and Global Imbalances," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20, pages 1-4, January.
  66. Daniel Covitz & Nellie Liang & Tobias Adrian, 2015. "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
  67. Cóndor Richard & Oviedo Moguel Rodolfo, 2023. "House Prices and the Distribution of Wealth Around the Great Recession," Working Papers 2023-04, Banco de México.
  68. Drobyshevsky Sergey & Narkevich Sergey & E. Pikulina & D. Polevoy, 2009. "Analysis Of a Possible Bubble On the Russian Real Estate Market," Research Paper Series, Gaidar Institute for Economic Policy, issue 128.
  69. Garner, Thesia I. & Verbrugge, Randal, 2009. "Reconciling user costs and rental equivalence: Evidence from the US consumer expenditure survey," Journal of Housing Economics, Elsevier, vol. 18(3), pages 172-192, September.
  70. Mikhed, Vyacheslav & Zemcík, Petr, 2009. "Do house prices reflect fundamentals? Aggregate and panel data evidence," Journal of Housing Economics, Elsevier, vol. 18(2), pages 140-149, June.
  71. David M. Kemme & Saktinil Roy, 2012. "Did the Recent Housing Boom Signal the Global Financial Crisis?," Southern Economic Journal, Southern Economic Association, vol. 78(3), pages 999-1018, January.
  72. José Cerón & Javier Suarez, 2006. "Hot and Cold Housing Markets: International Evidence," Working Papers wp2006_0603, CEMFI.
  73. Mauricio Alejandro Oyarzo Aguilar & Dusan Paredes Araya, 2017. "The impact of mining patents on public education: evidence for mining municipalities in Chile," Documentos de Trabajo en Economia y Ciencia Regional 72, Universidad Catolica del Norte, Chile, Department of Economics, revised Aug 2017.
  74. Zhou, Wei-Xing & Sornette, Didier, 2008. "Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 243-260.
  75. Галенкова А.Д.* & Мариев О.С.** & Никитин М.В.*** & Юнусова И.М.****, 2019. "Эконометрическое Исследование Пузырей На Рынках Недвижимости России," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(4), pages 43-56, октябрь.
  76. Itzhak Ben‐David, 2019. "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 47(3), pages 643-684, September.
  77. Andros Gregoriou & Alexandros Kontonikas & Alberto Montagnoli, 2014. "Aggregate and regional house price to earnings ratio dynamics in the UK," Urban Studies, Urban Studies Journal Limited, vol. 51(13), pages 2916-2927, October.
  78. Füss, Roland & Zietz, Joachim, 2016. "The economic drivers of differences in house price inflation rates across MSAs," Journal of Housing Economics, Elsevier, vol. 31(C), pages 35-53.
  79. Lester, Benjamin & Visschers, Ludo & Wolthoff, Ronald, 2017. "Competing with asking prices," Theoretical Economics, Econometric Society, vol. 12(2), May.
  80. Ofer Raz-Dror, 2019. "The Changes In Rent In Israel During The Years Of The Housing Crisis 2008–2015," Israel Economic Review, Bank of Israel, vol. 17(1), pages 73-116.
  81. Kishor, N. Kundan & Morley, James, 2015. "What factors drive the price–rent ratio for the housing market? A modified present-value analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 235-249.
  82. Renhe Liu & Eddie Chi-man Hui & Jiaqi Lv & Yi Chen, 2017. "What Drives Housing Markets: Fundamentals or Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 55(4), pages 395-415, November.
  83. Mr. Luis M. Cubeddu & Mr. Camilo E Tovar Mora & Ms. Evridiki Tsounta, 2012. "Latin America: Vulnerabilities Under Construction?," IMF Working Papers 2012/193, International Monetary Fund.
  84. Maximilian Brauers & Matthias Thomas & Joachim Zietz, 2014. "Are There Rational Bubbles in REITs? New Evidence from a Complex Systems Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 49(2), pages 165-184, August.
  85. Zhou, Tingyu & Clapp, John M & Lu-Andrews, Ran, 2021. "Is the behavior of sellers with expected gains and losses relevant to cycles in house prices?," Journal of Housing Economics, Elsevier, vol. 52(C).
  86. Wen-Chi LIU, 2016. "Do Multiple Housing Bubbles Exist in China? Further Evidence from Generalized Sup ADF Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 135-145, December.
  87. Alla Koblyakova & Larisa Fleishman & Orly Furman, 2022. "Accuracy of Households’ Dwelling Valuations, Housing Demand and Mortgage Decisions: Israeli Case," The Journal of Real Estate Finance and Economics, Springer, vol. 65(1), pages 48-74, July.
  88. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  89. Lester, Benjamin & Visschers, Ludo & Wolthoff, Ronald, 2015. "Dynamic Relational Contracts under Complete Information," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-51, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  90. James Albrecht & Pieter Gautier & Susan Vroman, 2016. "Directed Search in the Housing Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 19, pages 218-231, January.
  91. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
  92. Nathan Burks & Adetokunbo Fadahunsi & Ann Marie Hibbert, 2021. "Financial Contagion: A Tale of Three Bubbles," JRFM, MDPI, vol. 14(5), pages 1-14, May.
  93. Fantazzini, Dean, 2016. "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, vol. 96(C), pages 383-396.
  94. MeiChi Huang, 2022. "Time‐varying impacts of expectations on housing markets across hot and cold phases," International Finance, Wiley Blackwell, vol. 25(2), pages 249-265, August.
  95. Committee, Nobel Prize, 2013. "Understanding Asset Prices," Nobel Prize in Economics documents 2013-1, Nobel Prize Committee.
  96. Wei-Fong Pan, 2019. "Detecting bubbles in China’s regional housing markets," Empirical Economics, Springer, vol. 56(4), pages 1413-1432, April.
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  98. Bago, Jean-Louis & Souratié, Wamadini M. & Ouédraogo, Moussa & Ouédraogo, Ernest & Dembélé, Alou, 2019. "Financial Bubbles : New Evidence from South Africa’s Stock Market," MPRA Paper 95685, University Library of Munich, Germany.
  99. Basco, Sergi, 2016. "Switching bubbles: From Outside to Inside Bubbles," European Economic Review, Elsevier, vol. 87(C), pages 236-255.
  100. Andres Jauregui & Alan Tidwell & Vivek Sah, 2019. "Sample Selection Approaches to Estimating and Allocating House Transaction Funding Price Differentials," The Journal of Real Estate Finance and Economics, Springer, vol. 58(3), pages 366-407, April.
  101. William N. Goetzmann & Luc Renneboog & Christophe Spaenjers, 2011. "Art and Money," American Economic Review, American Economic Association, vol. 101(3), pages 222-226, May.
  102. Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "A spatio-temporal model of house prices in the USA," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
  103. John McCollough & Komal Karani, 2014. "The Media's Role in Influencing Perceptions of Housing Values and the Resulting Impact on the Macroeconomy," Economic Affairs, Wiley Blackwell, vol. 34(1), pages 68-77, February.
  104. Nikolaos Antonakakis & Ioannis Chatziantoniou & Christos Floros & David Gabauer, 2018. "The dynamic connectedness of UK regional property returns," Urban Studies, Urban Studies Journal Limited, vol. 55(14), pages 3110-3134, November.
  105. Ming-Long Lee & Ming-Te Lee & Kevin Chiang, 2008. "Real Estate Risk Exposure of Equity Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 165-181, February.
  106. Giovanni Dell’ariccia & Deniz Igan & Luc Laeven, 2012. "Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 367-384, March.
  107. Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
  108. Martijn I. Dröes & Marc K. Francke, 2018. "What Causes the Positive Price-Turnover Correlation in European Housing Markets?," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 618-646, November.
  109. Arthur Grimes & Andrew Aitken, 2007. "House Prices and Rents: Socio-Economic Impacts and Prospects," Working Papers 07_01, Motu Economic and Public Policy Research.
  110. Robert J. Gordon & Todd vanGoethem, 2007. "Downward Bias in the Most Important CPI Component: The Case of Rental Shelter, 1914-2003," NBER Chapters, in: Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches, pages 153-195, National Bureau of Economic Research, Inc.
  111. Angela Black & Patricia Fraser & Martin Hoesli, 2006. "House Prices, Fundamentals and Bubbles," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9‐10), pages 1535-1555, November.
  112. Gregory C. Chow & Linlin Niu, 2015. "Housing Prices in Urban China as Determined by Demand and Supply," Pacific Economic Review, Wiley Blackwell, vol. 20(1), pages 1-16, February.
  113. Caines, Colin, 2020. "Can learning explain boom-bust cycles in asset prices? An application to the US housing boom," Journal of Macroeconomics, Elsevier, vol. 66(C).
  114. Dimitri B. Papadimitriou & Edward Chilcote & Gennaro Zezza, 2006. "Are Housing Prices, Household Debt, and Growth Sustainable?," Economics Strategic Analysis Archive sa_jan_06, Levy Economics Institute.
  115. Jain, Pawan & Upadhyay, Arun, 2021. "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, vol. 58(C).
  116. Lester, Benjamin & Visschers, Ludo & Wolthoff, Ronald, 2014. "Competing with Asking Prices," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-37, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  117. Andreas Fuster & David Laibson & Brock Mendel, 2010. "Natural Expectations and Macroeconomic Fluctuations," Journal of Economic Perspectives, American Economic Association, vol. 24(4), pages 67-84, Fall.
  118. William Quinn & John D. Turner, 2023. "Bubbles in history," Business History, Taylor & Francis Journals, vol. 65(4), pages 636-655, May.
  119. Ling Zhang & Wenlong Bian & Hao Zhang, 2019. "Dissecting the myth of the house price in Chinese metropolises: allowing for behavioral heterogeneity among investors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 721-740, December.
  120. Edward L. Glaeser & Joshua D. Gottlieb & Joseph Gyourko, 2012. "Can Cheap Credit Explain the Housing Boom?," NBER Chapters, in: Housing and the Financial Crisis, pages 301-359, National Bureau of Economic Research, Inc.
  121. Wisniewski, Tomasz Piotr & Yekini, Liafisu Sina, 2014. "Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly," MPRA Paper 58107, University Library of Munich, Germany.
  122. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2017. "Asymmetric Causality and Asymmetric Cointegration between Income and House Prices in the United States of America," International Real Estate Review, Global Social Science Institute, vol. 20(2), pages 127-165.
  123. J. Benson Durham, 2006. "What do financial asset prices say about the housing market?," Finance and Economics Discussion Series 2006-32, Board of Governors of the Federal Reserve System (U.S.).
  124. Frank J. Fabozzi & Iason Kynigakis & Ekaterini Panopoulou & Radu S. Tunaru, 2020. "Detecting Bubbles in the US and UK Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 469-513, May.
  125. Gelain, Paolo & Lansing, Kevin J., 2014. "House prices, expectations, and time-varying fundamentals," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 3-25.
  126. Bala Arshanapalli & William Nelson, 2008. "A Cointegration Test To Verify The Housing Bubble," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(2), pages 35-43.
  127. Greg Kaplan & Kurt Mitman & Giovanni L. Violante, 2020. "The Housing Boom and Bust: Model Meets Evidence," Journal of Political Economy, University of Chicago Press, vol. 128(9), pages 3285-3345.
  128. Brueckner, Jan K. & Calem, Paul S. & Nakamura, Leonard I., 2012. "Subprime mortgages and the housing bubble," Journal of Urban Economics, Elsevier, vol. 71(2), pages 230-243.
  129. Barrios García, Javier A. & Rodríguez Hernández, José E., 2008. "Housing demand in Spain according to dwelling type: Microeconometric evidence," Regional Science and Urban Economics, Elsevier, vol. 38(4), pages 363-377, July.
  130. Jane K. Dokko & Benjamin J. Keys & Lindsay E. Relihan, 2019. "Affordability, financial innovation and the start of the housing boom," CEP Discussion Papers dp1611, Centre for Economic Performance, LSE.
  131. Oikarinen, Elias, 2005. "Is Housing Overvalued in the Helsinki Metropolitan Area?," Discussion Papers 992, The Research Institute of the Finnish Economy.
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