When bubble meets bubble : contagion in OECD countries

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dc.coverage.sucursalBogotáspa
dc.creatorGómez-González, José Eduardospa
dc.creatorGamboa-Arbeláez, Julianaspa
dc.creatorHirs-Garzón, Jorgespa
dc.creatorPinchao-Rosero, Andrés D.spa
dc.date.accessioned2016-05-17T08:30:10Zeng
dc.date.available2016-05-17T08:30:10Zspa
dc.date.created2016-05-17spa
dc.date.issued2016-05-17eng
dc.description.abstractWe study the existence and international migration of housing market bubbles, using quarterly information of twenty OECD countries for the period comprised between 1970 and 2015. We find that housing bubbles are present in all the countries included in oueng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6253spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6253spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.942spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 942spa
dc.relation.numberBorrador 942spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/942.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:942spa
dc.subject.jelG01 - Financial Criseseng
dc.subject.jelG12 - Asset Pricing; Trading Volume; Bond Interest Rateseng
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processeseng
dc.subject.jelspaG12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonosspa
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusiónspa
dc.subject.jelspaG01 - Crisis financieraspa
dc.subject.keywordHousing bubbleseng
dc.subject.keywordInternational migration of bubbleseng
dc.subject.keywordRecursive right-tailed unit root testseng
dc.subject.lembVivienda -- Comercio -- Países de la OCDE -- 1970-2015spa
dc.subject.lembMercado de la vivienda -- Países de la OCDE -- 1970-2015spa
dc.subject.lembVivienda -- Precios -- Países de la OCDE -- 1970-2015spa
dc.subject.lembBurbuja inmobiliaria -- Países de la OCDE -- 1970-2015spa
dc.subject.lembPréstamos hipotecarios subprime -- Estados Unidosspa
dc.titleWhen bubble meets bubble : contagion in OECD countriesspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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