dc.creator	Gómez-González, José Eduardo
dc.creator	Ojeda-Joya, Jair N.
dc.creator	Rey-Guerra, Catalina
dc.creator	Sicard, Natalia
dc.date.created	2013-01-30
dc.date.issued	2013-01-30
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5893
dc.description.abstract	In 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.mimetype	PDF
dc.language.iso	spa
dc.publisher	Banco de la República
dc.relation.ispartof	Documentos de Trabajo
dc.relation.ispartofseries	Borradores de Economía
dc.relation.isversionof	Borradores de Economía; No. 753
dc.rights.accessRights	Open Access
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/
dc.title	Testing for bubbles in housing markets : new results using a new method
dc.type	Working Paper
dc.subject.jel	C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jel	G12 - Asset Pricing; Trading Volume; Bond Interest Rates
dc.subject.jel	R31 - Housing Supply and Markets
dc.subject.keyword	Housing-price bubbles
dc.subject.keyword	Unit-root tests
dc.subject.keyword	Colombia
dc.subject.lemb	Burbuja inmobiliaria -- Colombia
dc.subject.lemb	Indice de precios al consumidor -- Colombia
dc.subject.lemb	Vivienda -- Precios -- Colombia
dc.type.spa	Documentos de trabajo
dc.rights.spa	Acceso abierto
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspa	R31 - Oferta y mercados de la vivienda
dc.subject.jelspa	C22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.subject.jelspa	G12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonos
dc.type.hasversion	Published Version
dc.coverage.sucursal	Bogotá
dc.relation.doi	https://doi.org/10.32468/be.753
dc.rights.disclaimer	Las 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.repec	https://ideas.repec.org/p/bdr/borrec/753.html
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5893
dc.creator.firma	Jair N. Ojeda-Joya
dc.source.handleRepec	RePEc:bdr:borrec:753

Testing for bubbles in housing markets : new results using a new method

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