Housing bubble detection using GSADF : exuberance in non-fundamentals

• المؤلفون الرئيسيون: Ong, Daphne Jia Lin, Heng, Yan Si, Wen, Yuanyuan
• مؤلفون آخرون: Wang Wei Siang
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2019
• الموضوعات: DRNTU::Social sciences::Economic theory::Macroeconomics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/77191
• المؤسسة: Nanyang Technological University

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...