Housing bubble detection using GSADF : exuberance in non-fundamentals

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...

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书目详细资料
Main Authors: Ong, Daphne Jia Lin, Heng, Yan Si, Wen, Yuanyuan
其他作者: Wang Wei Siang
格式: Final Year Project (FYP)
语言:English
出版: 2019
主题:
在线阅读:http://hdl.handle.net/10356/77191