Testing for Bubbles in Housing Markets: A Panel Data Approach
By Vyacheslav Mikhed, P. Zemč́ık. 2009
129 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/b7e8e9bdf4ffbdcd660156452e78812e3f805833
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Adrienne Mack
- Alisa Yusupova
- Enrique Martínez-García
- Valerie Grossman
- I. Paya
- David Peel
- Efthymios Pavlidis
- Mark P. Taylor
Citations in the corpus
- Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (2016, background): “On the basis of this rationale, several authors have employed integration and cointegration tests to examine the presence of house price bubbles (see, e.g., Hott and Monnin (2008); Mikhed and Zemcik (2009b); André et al. (2014)).”