IDEAS home Printed from https://ideas.repec.org/r/nbr/nberwo/20154.html
   My bibliography  Save this item

No-Bubble Condition: Model-free Tests in Housing Markets

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. de la Croix, David & Doepke, Matthias, 2021. "A soul’s view of the optimal population problem," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 98-108.
  2. Bracke, Philippe & Pinchbeck, Ted & Wyatt, James, 2014. "The time value of housing: historical evidence from London residential leases," LSE Research Online Documents on Economics 64504, London School of Economics and Political Science, LSE Library.
  3. Johannes Stroebel, 2016. "EconomicDynamics Interview: Johannes Stroebel on real estate dynamics," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 17(2), November.
  4. Greenwood, Robin & Shleifer, Andrei & You, Yang, 2019. "Bubbles for Fama," Journal of Financial Economics, Elsevier, vol. 131(1), pages 20-43.
  5. Philippe Bracke & Silvana Tenreyro, 2021. "History Dependence in the Housing Market," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 420-443, April.
  6. Yang, Bingduo & Long, Wei & Yang, Zihui, 2022. "Testing predictability of stock returns under possible bubbles," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 246-260.
  7. Glaeser, Edward L. & Nathanson, Charles G., 2017. "An extrapolative model of house price dynamics," Journal of Financial Economics, Elsevier, vol. 126(1), pages 147-170.
  8. Andrea Gazzani, 2020. "News and noise bubbles in the housing market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 46-72, April.
  9. Bernstein, Asaf & Billings, Stephen B. & Gustafson, Matthew T. & Lewis, Ryan, 2022. "Partisan residential sorting on climate change risk," Journal of Financial Economics, Elsevier, vol. 146(3), pages 989-1015.
  10. Hans R.A. Koster & Edward W. Pinchbeck, 2022. "How Do Households Value the Future? Evidence from Property Taxes," American Economic Journal: Economic Policy, American Economic Association, vol. 14(1), pages 207-239, February.
  11. Kollenberg, Sascha & Taschini, Luca, 2016. "Emissions trading systems with cap adjustments," Journal of Environmental Economics and Management, Elsevier, vol. 80(C), pages 20-36.
  12. David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
  13. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016. "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, vol. 84, pages 1047-1091, May.
  14. Vuillemey, Guillaume & Wasmer, Etienne, 2020. "Frictional unemployment with stochastic bubbles," European Economic Review, Elsevier, vol. 122(C).
  15. Bloise, G. & Citanna, A., 2019. "Asset shortages, liquidity and speculative bubbles," Journal of Economic Theory, Elsevier, vol. 183(C), pages 952-990.
  16. Edward L. Glaeser & Charles G. Nathanson, 2014. "Housing Bubbles," NBER Working Papers 20426, National Bureau of Economic Research, Inc.
  17. Amine Ouazad & Matthew E Kahn, 2022. "Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters," The Review of Financial Studies, Society for Financial Studies, vol. 35(8), pages 3617-3665.
  18. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
  19. Yi Wu & Nicole Lux, 2018. "U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis," JRFM, MDPI, vol. 11(3), pages 1-16, September.
  20. David Alaminos & Ignacio Esteban & M. Belén Salas, 2023. "Neural networks for estimating Macro Asset Pricing model in football clubs," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 30(2), pages 57-75, April.
  21. Jinchi Dong & Richard S. J. Tol & Fangzhi Wang, 2024. "Towards a representative social cost of carbon," Papers 2404.04989, arXiv.org.
  22. Charles G. Nathanson & Eric Zwick, 2017. "Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market," NBER Working Papers 23030, National Bureau of Economic Research, Inc.
  23. 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.
  24. Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi, 2017. "Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 276-292, August.
  25. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014. "Very long-run discount rates," Globalization Institute Working Papers 182, Federal Reserve Bank of Dallas.
  26. Moritz Drupp & Mark Freeman & Ben Groom & Frikk Nesje, 2015. "Discounting disentangled: an expert survey on the determinants of the long-term social discount rate," GRI Working Papers 196a, Grantham Research Institute on Climate Change and the Environment.
  27. Christoph Hambel & Holger Kraft & Eduardo Schwartz, 2015. "Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change," NBER Working Papers 21044, National Bureau of Economic Research, Inc.
  28. Giacoletti, Marco & Parsons, Christopher A., 2022. "Peak-Bust rental spreads," Journal of Financial Economics, Elsevier, vol. 143(1), pages 504-526.
  29. Hambel, Christoph & Kraft, Holger & Schwartz, Eduardo S., 2019. "Optimal carbon abatement in a stochastic equilibrium model with climate change," SAFE Working Paper Series 92, Leibniz Institute for Financial Research SAFE, revised 2019.
  30. Gârleanu, Nicolae & Panageas, Stavros, 2021. "What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles," Journal of Financial Economics, Elsevier, vol. 140(1), pages 54-73.
  31. Massimiliano Ferrara & Bruno Antonio Pansera & Francesco Strati, 2018. "Classic rational bubbles and representativeness," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(1), pages 19-34, May.
  32. Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021. "Diagnostic bubbles," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1060-1077.
  33. Marianne Andries & Thomas M Eisenbach & Martin C Schmalz, 2024. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3272-3334.
  34. Sumit Agarwal & Jing Li & Ernie Teo & Alan Cheong, 2018. "Strategic Sequential Bidding for Government Land Auction Sales – Evidence from Singapore," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 535-565, November.
  35. Andrea Eisfeldt & Andrew Demers, 2015. "Total Returns to Single Family Rentals," NBER Working Papers 21804, National Bureau of Economic Research, Inc.
  36. Barrage, Lint, 2018. "Be careful what you calibrate for: Social discounting in general equilibrium," Journal of Public Economics, Elsevier, vol. 160(C), pages 33-49.
  37. Holger Strulik, 2021. "Hyperbolic discounting and the time‐consistent solution of three canonical environmental problems," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(3), pages 462-486, June.
  38. Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
  39. Dong, Feng & Xu, Zhiwei, 2022. "Bubbly bailout," Journal of Economic Theory, Elsevier, vol. 202(C).
  40. Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.
  41. Yu, Deshui & Huang, Difang & Chen, Li, 2023. "Stock return predictability and cyclical movements in valuation ratios," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 36-53.
  42. Glaeser, Edward L. & Nathanson, Charles G., 2015. "Housing Bubbles," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 701-751, Elsevier.
  43. Charles Nathanson & Edward Glaeser, 2015. "An Extrapolative Model of House Price Dynamics," 2015 Meeting Papers 1108, Society for Economic Dynamics.
  44. Wang, Xinyu & Sethi, Suresh P. & Chang, Shuhua, 2022. "Pollution abatement using cap-and-trade in a dynamic supply chain and its coordination," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 158(C).
  45. Geoffrey Poitras & Giovanna Zanotti, 2018. "Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households," JRFM, MDPI, vol. 11(3), pages 1-18, July.
  46. Tom Huppertz & Bo P. Weidema & Simon Standaert & Bernard De Caevel & Elisabeth van Overbeke, 2019. "The Social Cost of Sub-Soil Resource Use," Resources, MDPI, vol. 8(1), pages 1-17, January.
  47. Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2018. "Extrapolation and bubbles," Journal of Financial Economics, Elsevier, vol. 129(2), pages 203-227.
  48. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
  49. Massimiliano Ferrara & Bruno A. Pansera & Francesco Strati, 2017. "On the Inception of Financial Representative Bubbles," Mathematics, MDPI, vol. 5(4), pages 1-9, November.
  50. Jorge M. Uribe & Natalia Restrepo & Montserrat Guillen, 2021. ""Price Bubbles in Lithium Markets around the World"," IREA Working Papers 202110, University of Barcelona, Research Institute of Applied Economics, revised Apr 2021.
  51. Christopher J. Amante & Jacob Dice & David Rodziewicz & Eugene Wahl, 2020. "Housing Market Value Impairment from Future Sea-level Rise Inundation," Research Working Paper RWP 20-05, Federal Reserve Bank of Kansas City.
  52. Glaeser, Edward L. & Nathanson, Charles G., 2015. "An Extrapolative Model of House Price Dynamics," Working Paper Series rwp15-012, Harvard University, John F. Kennedy School of Government.
  53. 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.
  54. Charles Ka Yui Leung, 2017. "Special issue on housing and financial stability: An introduction," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 273-275, August.
  55. Feng Dong & Jianjun Miao & Pengfei Wang, 2020. "Asset Bubbles and Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 68-98, August.
  56. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  57. Edward L. Glaeser & Charles G. Nathanson, 2015. "An Extrapolative Model of House Price Dynamics," NBER Working Papers 21037, National Bureau of Economic Research, Inc.
  58. Hamidi Sahneh, Mehdi, 2017. "News, Noise, and Tests of Present Value Models," MPRA Paper 82715, University Library of Munich, Germany.
  59. van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
  60. Bartolini, Stefano & Sarracino, Francesco, 2018. "Do People Care About Future Generations? Derived Preferences from Happiness Data," Ecological Economics, Elsevier, vol. 143(C), pages 253-275.
  61. Sara Ferreira Filipe, 2018. "Housing prices and mortgage credit in Luxembourg," BCL working papers 117, Central Bank of Luxembourg.
  62. Nan-Kuang Chen & Han-Liang Cheng, 2017. "House price to income ratio and fundamentals: Evidence on long-horizon forecastability," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 293-311, August.
  63. Li, Yanglin & Wang, Shaoping & Zhao, Qing, 2021. "When does the stock market recover from a crisis?," Finance Research Letters, Elsevier, vol. 39(C).
  64. Dirk Beerbaum & Maciej Piechocki & Julia M. Puaschunder, 2019. "Accounting Reporting Complexity Measured Behaviorally," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 56(4), pages 35-47, December.
  65. Tolhurst, Tor N., 2018. "A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines," 2018 Annual Meeting, August 5-7, Washington, D.C. 274387, Agricultural and Applied Economics Association.
  66. Jules H. van Binsbergen, 2020. "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility," NBER Working Papers 27367, National Bureau of Economic Research, Inc.
  67. Graczyk, Andrew & Phan, Toan, 2021. "Regressive Welfare Effects Of Housing Bubbles," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2102-2127, December.
  68. Amer Ahmed & Esther Bartl, 2024. "Loan Choice and Indebtedness of Bangladeshi Return Migrants," Working Paper Series 0824, Department of Economics, University of Sussex Business School.
  69. Wan, Junmin, 2024. "Bubble occurrence and landing," Journal of Financial Stability, Elsevier, vol. 70(C).
  70. Daniel Andrei & Bruce I. Carlin, 2017. "Asset Pricing in the Quest for the New El Dorado," NBER Working Papers 23455, National Bureau of Economic Research, Inc.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.