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1-2 of 2
Keywords: Rational bubbles
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Journal Articles
The price-rent dynamics and linkage of urban housing: evidence from Singapore
Available to Purchase
International Journal of Housing Markets and Analysis (2022) 15 (3): 504–520.
Published: 07 August 2021
... Rational bubbles C22 G12 R30 Table 2. Descriptive statistics of price-rent ratios DET SEMI TER NL OC OF SC SF FAC WH Mean 1.17 1.36 1.59 1.38 1.05 1.24 1.12 1.09 1.30 1.43 Median 1.15 1.36 1.61 1.39 1.03 1.25 1.12 1.10 1.30 1.42...
Journal Articles
Testing for bubbles in housing markets: some evidence for Brazil
Available to Purchase
International Journal of Housing Markets and Analysis (2018) 11 (5): 754–770.
Published: 15 June 2018
.... Originality/value The originality is linked to the use of the Gregory-Hansen method of cointegration in the identification of bubbles and discussion of the limitations of the research through Monte Carlo simulation. The discussion of rational bubbles presented in this section was proposed by Gürkaynak...
