Alisa Yusupova

Lancaster University - Lancaster University Management School

Bailrigg

Lancaster, LA1 4YX

United Kingdom

SCHOLARLY PAPERS

2

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335

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Monitoring Housing Markets for Episodes of Exuberance: An Application of the Phillips Et Al. (2012, 2013) GSADF Test on the Dallas Fed International House Price Database

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 165
Number of pages: 28 Posted: 14 Jan 2014
Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 335 (125,445)
Citation 8

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House Prices; Unit-root Tests; Exuberance.

Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

Journal of Real Estate Finance and Economics, Vol. 53, No. 4, 2016
Posted: 01 Oct 2016
Federal Reserve Bank of Dallas - Research Department, Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas

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House prices; Mildly explosive time series; Sup ADF test; Generalized Sup ADF test; Panel GSADF; Probit model