Open AccessDetecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices
Author(s) -
Efthymios Pavlidis,
Enrique MartínezGarcía,
Valerie Aarne Grossman
Publication year - 2018
Publication title -
federal reserve bank of dallas, globalization and monetary policy institute working papers
Language(s) - English
DOI - 10.24149/gwp325r1
Subject(s) - univariate , econometrics , unit root , economics , panel data , house price , asset (computer security) , metropolitan area , multivariate statistics , computer science , statistics , mathematics , medicine , computer security , pathology
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