- Alogoskoufis, G. and R. Smith. The Phillips Curve, the Persistence of Inflation, and the Lucas Critique: Evidence from Exchange Rate Regimes. American Economic Review, 1991, 81:5, 1254-75. The Phillips Curve, the Persistence of Inflation, and the Lucas Critique: Evidence from Exchange Rate Regimes American Economic Review 81 1254 75
- Anglin, P., R. Rutherford, and T. Springer. The Trade-Off between the Selling Price of Residential Properties and Time-on-the-Market. Journal of Real Estate Economics and Finance, 2003, 26:1, 95-111. The Trade-Off between the Selling Price of Residential Properties and Time-on-the-Market Journal of Real Estate Economics and Finance 26 95 111
- Andrews, D. Tests for Parameter Instability and Structural Change with Unknown Change Point. Econometrica, 1993, 61:4, 821-56. Tests for Parameter Instability and Structural Change with Unknown Change Point Econometrica 61 821 56
- Andrews, D. and W. Ploberger. Optimal Tests When a Nuisance Parameter is Present Only Under the Alternative. Econometrica, 1994, 62:6, 1383-1414. Optimal Tests When a Nuisance Parameter is Present Only Under the Alternative Econometrica 62 1383 1414
- Bai, J. and P. Perron. Computation and Analysis of Multiple Structural Change Models. Journal of Applied Econometrics, 2003, 18:1, 1-22. Computation and Analysis of Multiple Structural Change Models Journal of Applied Econometrics 18 1 22
- Bostic, R., S. Longhofer, and C. Redfearn. Land Leverage: Decomposing House Price Dynamics. Real Estate Economics, 2007, 35:2, 183-208. Land Leverage: Decomposing House Price Dynamics Real Estate Economics 35 183 208
- Burdekin, R. and P. Siklos. Exchange Rate Regimes and Inflation Persistence: Does Nothing Else Matter? Journal of Money, Credit and Banking, 1999, 31:2, 235-47. Exchange Rate Regimes and Inflation Persistence: Does Nothing Else Matter? Journal of Money, Credit and Banking 31 235 47
- Calomiris, C., S. Longhofer, and W. Miles. The Foreclosure-House Price Nexus: Lessons from the 2007-2008 Housing Turmoil. National Bureau of Economic Research Working Paper 14294, 2008.
- Calvo, G., L. Leiderman, and C. Reinhart. Capital Inflows and Real Exchange Rate Appreciation in Latin America. International Monetary Fund Staff Papers, 1993, 40:1, 108-51. Capital Inflows and Real Exchange Rate Appreciation in Latin America International Monetary Fund Staff Papers 40 108 51
- Calvo, S. and C. Reinhart. Capital Flows to Latin America: Is There Evidence of Contagion Effects? In G. Calvo, M. Goldstein, and E. Hochreiter (eds.)., Private Capital Flows to Emerging Markets. Washington, D.C.: Institute for International Economics, 1996, 151-71. Private Capital Flows to Emerging Markets 151 71
- Canarella, G., S. Miller, and S. Pollard. Unit Roots and Structural Change: An Application to U.S. House-Price Indices. Urban Studies, 2012, 49:4, 757-76. Unit Roots and Structural Change: An Application to U.S. House-Price Indices Urban Studies 49 757 76
- Cecchetti, S. and G. Debelle. Has the Inflation Process Changed? Economic Policy, 2006, 46: 4, 312-52. Has the Inflation Process Changed? Economic Policy 46 312 52
- Ciccarelli, M. and B. Mojon. Global Inflation. Review of Economics and Statistics, 2010, 92: 3, 524-35. Global Inflation Review of Economics and Statistics 92 524 35
- Engle, R. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U.K. Inflation. Econometrica, 1982, 50:4, 987-1008. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U.K. Inflation Econometrica 50 987 1008
- Hansen, B. Testing for Parameter Instability in Linear Models. Journal of Policy Modeling, 1992, 14, 517-33. Testing for Parameter Instability in Linear Models Journal of Policy Modeling 14 517 33
- Hatzius, J. Beyond Leveraged Losses: The Balance Sheet Effects of the Home Price Downturn. Brookings Papers on Economic Activity, 2008, 39:2, 195-227. Beyond Leveraged Losses: The Balance Sheet Effects of the Home Price Downturn Brookings Papers on Economic Activity 39 195 227
- Himmelberg, C., C. Mayer, and T. Sinai. Assessing High House Prices: Bubbles, Fundamentals and Misperceptions. National Bureau of Economic Research Working Paper 11643, 2006.
- Holmes, J. and A. Grimes. Is There Long-Run Convergence in U.K. House Prices? Urban Studies, 2008, 45, 1531-44. Is There Long-Run Convergence in U.K. House Prices? Urban Studies 45 1531 44
- Leamer, E. Housing IS the Business Cycle. National Bureau of Economic Research Working Paper 13428, 2007.
- Leventis, A. A Note on the Differences between the OFHEO and S&P/Case-Shiller House Price Indexes. Office of Federal Housing Enterprise Oversight. Available at: http://www.ofheo.gov/media/research/notediff2.pdf, 2007. http://www.ofheo.gov/media/research/notediff2.pdf
- Miles, W. Boom-Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices. Journal of Real Estate Finance and Economics, 2008, 36:3, 249-64. Boom-Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices Journal of Real Estate Finance and Economics 36 249 64
- Miller, S. and L. Peng. Exploring Metropolitan House Price Volatility. Journal of Real Estate Finance and Economics, 2006, 33:1, 5-18. Exploring Metropolitan House Price Volatility Journal of Real Estate Finance and Economics 33 5 18
- Quandt, R. Tests of the Hypothesis that a Linear Regression Obeys Two Regimes. Journal of the American Statistical Association, 1960, 55:290, 324-30. Tests of the Hypothesis that a Linear Regression Obeys Two Regimes Journal of the American Statistical Association 55 324 30
- Shiller, R. Long-Term Perspective on the Current Boom in Home Prices. Berkeley Electronic Press, March 2006.
- Smith, D. Testing for Structural Breaks in GARCH Models. Applied Financial Economics, 2008, 18:10, 845-62. Testing for Structural Breaks in GARCH Models Applied Financial Economics 18 845 62
- Smith, M. and G. Smith. Bubble, Bubble, Where's the Housing Bubble? Brookings Papers on Economic Activity, 2006, 37:1, 1-68. Bubble, Bubble, Where's the Housing Bubble? Brookings Papers on Economic Activity 37 1 68
- Standard and Poor's. S&P/Case-Shiller Home Price Indices and Seasonal Adjustment. S&P Indices_Index Analysis, April 2010.
- Taylor, J.B. Housing and Monetary Policy. National Bureau of Economic Research Working Paper Series, No. 1368, 2007.
- Wheaton, W. and G. Nechayev. The 1998-2005 Housing ‘‘Bubble’’ and the Current ‘‘Correction’’: What's Different This Time? Journal of Real Estate Research, 2008, 30:1, 1-26. The 1998-2005 Housing ‘‘Bubble’’ and the Current ‘‘Correction’’: What's Different This Time? Journal of Real Estate Research 30 1 26
Bubbles, Busts, Breaks, and Segmentation
Reprints and Corporate Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
To request a reprint or corporate permissions for this article, please click on the relevant link below:
Academic Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
Obtain permissions instantly via Rightslink by clicking on the button below:
If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.