Dating the start of the US house price bubble: an application of statistical process control

Author:

Berlemann Michael,Freese Julia,Knoth Sven

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference52 articles.

1. Adalid R, Detken C (2007) Liquidity shocks and asset price boom/bust cycles. ECB Working Paper 732, European Central Bank

2. Alessi L, Detken C (2009) “Real time” early warning indicators for costly asset price boom/bust cycles: a role for global liquidity. Working Paper Series 1039, European Central Bank

3. Baker D (2008) The housing bubble and the financial crisis. Real-world economics review 46. http://paecon.net/PAEReview/issue46/Baker46.pdf

4. Balcilar M (2007) mFilter: Miscellaneous time series filters. R package version 0.1-3. https://CRAN.R-project.org/package=mFilter/

5. Belke A, Orth W, Setzer R (2008) Sowing the seeds of the subprime crisis—does global liquidity matter for housing and other asset prices. Int Econ Econ Policy 5:403–24

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