Links to related publications

1. Yusupova A., Pavlidis E.G., Paya I., Peel D.A., 2017. "Exuberance in the UK Housing Markets", Lancaster University Management School, Working Paper, Paper No. 2017/012.

2. Pavlidis E.G., Yusupova A. , Paya  I., Peel D.A. , Martinez-Garcia E., Mack A. , Grossman V. , 2016. "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun" , Journal of Real Estate Finance and Economics, vol.53(4), pp.419-449.

3. Phillips P.C.B., Shi, S., and Yu, J., 2013. "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500", Research Collection School Of Economics, Working Paper, Paper No. 04 – 2013

4. Phillips, P.C.B., Shi, S., and Yu, J., 2013, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior", Oxford Bulletin of Economics and Statistics, 76, 3 (2014) 0305–9049.

5. Phillips, P.C.B., Shi, S., and Yu, J., 2013. "Testing for Multiple Bubbles 2: Limit Theory of Dating Algorithms", Research Collection School Of Economics, Working Paper, Paper No. 05 – 2013

6. Phillips, P.C.B., Wu, Y., and Yu, J., 2011. "Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values?", International Economic Review, 52, 201-226

7. Phillips, P.C.B., and Yu, J., 2011. "Dating the Timeline of Financial Bubbles During the Subprime Crisis", Quantitative Economics, 2, 455-491.