Towards a typology of housing price bubbles: A literature review

J Brzezicka - Housing, Theory and Society, 2021 - Taylor & Francis
The article presents a detailed review of the literature relating to speculative price bubbles
on the real estate market, in particular the typology of speculative price bubbles. The aim of …

20 Years of research on real estate bubbles, risk and exuberance: a bibliometric analysis

S Li, J Liu, J Dong, X Li - Sustainability, 2021 - mdpi.com
Since the 2008 global financial crisis, the study of real estate risks, bubbles and exuberance
has attracted a lot of attention, which is of great significance to the government, enterprises …

Time-varying causality in the price-rent relationship: Revisiting housing bubble symptoms

CF Chen, S Chiang - Journal of Housing and the Built Environment, 2021 - Springer
According to rational bubble theory, housing prices are composed of economic
fundamentals such as rent and the bubble component. While it is clear that non-causality …

Sup-ADF-style bubble-detection methods under test

V Monschang, B Wilfling - Empirical Economics, 2021 - Springer
In this paper, we analyze the capacity of supremum augmented Dickey–Fuller (SADF),
generalized SADF (GSADF), and of several heteroscedasticity-adjusted sup-ADF-style tests …

Governmental interactive strategies for urban real estate investment in China: An analysis of the promotion tournament model

H Liu, L Xu, L Ma - Journal of Urban Planning and Development, 2022 - ascelibrary.org
China's central government has chosen the real estate industry as a pillar industry for
achieving rapid economic growth. Local city governments also generally enlarge their …

Assessing the speculative dynamics and determinants of residential apartment rentals in Mogadishu, Somalia: A hybrid modeling approach

MI Nor, MM Raheem - Habitat International, 2024 - Elsevier
There has been relatively rapid growth in Somalia's real estate sector recently, resulting in
property market booms in major cities of the country. Despite this sector's importance, very …

The applicability of the speculative frame method for detecting disturbances on the real estate market: evidence from Poland

J Brzezicka, R Wisniewski - Journal of Housing and the Built Environment, 2023 - Springer
The article presents the speculative frame method for analysing the real estate market,
identifying market tensions, small shocks and price bubbles. The method relies on time and …

Loan-to-value policy in a bubble-creation economy

P Luangaram, A Thepmongkol - Journal of Asian Economics, 2022 - Elsevier
This paper provides a theoretical analysis of macroprudential policy in the form of loan-to-
value (LTV) restrictions in a bubble-creation economy. Such policy measures have been …

Empirical evidence of risk contagion across regional housing markets in China

G Hu, GZ Fan - Economic Modelling, 2022 - Elsevier
This study constructed regular vine copula models to investigate risk contagion across
China's regional housing markets, which has recently garnered substantial attention in …

Resale of green housing compensates for its premium pricing: An empirical study of China

Y Jiang, Y Xing, D Zhao, R Jiao - Journal of Green …, 2021 - meridian.allenpress.com
Green housing reduces resource consumption and protects the ecological environment.
Sustainable buildings and construction have gained increasing attention in the last decade …