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

dc.coverage.sucursalBogotáspa
dc.creatorGómez-González, José Eduardo
dc.creatorOjeda-Joya, Jair N.
dc.creatorRey-Guerra, Catalina
dc.creatorSicard, Natalia
dc.creator.firmaJair N. Ojeda-Joya
dc.date.accessioned2013-01-30T08:30:10Zeng
dc.date.available2013-01-30T08:30:10Z
dc.date.created2013-01-30
dc.date.issued2013-01-30
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 aeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5893spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5893
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.753spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 753
dc.relation.numberBorrador 753spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/753.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:753
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processeseng
dc.subject.jelG12 - Asset Pricing; Trading Volume; Bond Interest Rateseng
dc.subject.jelR31 - Housing Supply and Marketseng
dc.subject.jelspaR31 - Oferta y mercados de la viviendaspa
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusiónspa
dc.subject.jelspaG12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonosspa
dc.subject.keywordHousing-price bubbleseng
dc.subject.keywordUnit-root testseng
dc.subject.keywordColombiaeng
dc.subject.lembBurbuja inmobiliaria -- Colombiaspa
dc.subject.lembIndice de precios al consumidor -- Colombiaspa
dc.subject.lembVivienda -- Precios -- Colombiaspa
dc.titleTesting for bubbles in housing markets : new results using a new methodspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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