Articles

Links to related publications

1. E.G. Pavlidis, A. Yusupova, I. Paya, D.A. Peel, E. Martinez-Garcia, A. Mack, V. Grossman, 2015. "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun" , Journal of Real Estate Finance and Economics (accepted)

2. 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

3. 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.

4. 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

5. 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

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