11
Views
4
CrossRef citations to date
0
Altmetric
Research-Article

Bubbles, Busts, Breaks, and Segmentation

  • 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

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.