Results for Mildly explosive time series

Publications & Outputs

1. exuber: Recursive Right-Tailed Unit Root Testing with R

   Vasilopoulos, K., Pavlidis, E. & Martínez-García, E., 14/12/2021, (Accepted/In press) In: Journal of Statistical Software.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. exuber: Recursive Right-Tailed Unit Root Testing with R

   Vasilopoulos, K., Pavlidis, E. & Martínez-García, E., 13/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

   Research output: Working paper

3. Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices

   Pavlidis, E., Martínez-García, E. & Grossman, V., 1/08/2019, In: Economic Modelling. 80, p. 87-102 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

4. Episodes of exuberance in housing markets: in search of the smoking gun

   Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martínez-García, E., Mack, A. & Grossman, V., 11/2016, In: Journal of Real Estate Finance and Economics. 53, 4, p. 419-449 31 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review