Housing bubble detection using GSADF : exuberance in non-fundamentals
The SADF and GSADF tests have been widely used in empirical studies to identify bubbles. These tests provide a more consistent result and additionally provide date-stamping for bubbles as compared to traditional methods such as the cointegration test. Price-to-rent ratio was commonly used in the G...
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Main Authors: | , , |
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Format: | Final Year Project |
Language: | English |
Published: |
2019
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/77191 |
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Institution: | Nanyang Technological University |
Language: | English |
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