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dc.creatorGómez-González, José Eduardo
dc.creatorOjeda-Joya, Jair N.
dc.creatorRey-Guerra, Catalina
dc.creatorSicard, Natalia
dc.date.created2013-01-30
dc.date.issued2013-01-30
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5893
dc.description.abstractIn the context of financial crises influenced by the development and burst of housing price bubbles, the detection of exuberant behaviors in the financial market and the implementation of early warning diagnosis tests are of vital importance. This paper a
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 753
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleTesting for bubbles in housing markets : new results using a new method
dc.typeWorking Paper
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jelG12 - Asset Pricing; Trading Volume; Bond Interest Rates
dc.subject.jelR31 - Housing Supply and Markets
dc.subject.keywordHousing-price bubbles
dc.subject.keywordUnit-root tests
dc.subject.keywordColombia
dc.subject.lembBurbuja inmobiliaria -- Colombia
dc.subject.lembIndice de precios al consumidor -- Colombia
dc.subject.lembVivienda -- Precios -- Colombia
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaR31 - Oferta y mercados de la vivienda
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.subject.jelspaG12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.753
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 753
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/753.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5893
dc.creator.firmaJair N. Ojeda-Joya
dc.source.handleRepecRePEc:bdr:borrec:753


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit