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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., 13/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  2. 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 journalJournal articlepeer-review

  3. 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 journalJournal articlepeer-review