Browsing Research Articles (Economics) by Author "Theodoridis, Konstantinos"

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Browsing Research Articles (Economics) by Author "Theodoridis, Konstantinos"

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  • Is there a national housing market bubble brewing in the United States? 
    Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; Wohar, Mark (Cambridge University Press, 2023)
    We use a time-varying parameter dynamic factor model with stochastic volatility estimated using Bayesian methods to disentangle the relative importance of the common component in Federal Housing Finance Agency house price ...