create a website

Real estate risk measurement and early warning based on PSO-SVM. (2021). Yang, Zaoli ; Song, Xiaobo ; Zhou, Wenwen ; Chen, Mengyao.
In: Socio-Economic Planning Sciences.
RePEc:eee:soceps:v:77:y:2021:i:c:s0038012120308387.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 38

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Early warning model and prevention of regional financial risk integrated into legal system. (2023). Wei, Hua ; Zhuang, Yanyu.
    In: PLOS ONE.
    RePEc:plo:pone00:0286685.

    Full description at Econpapers || Download paper

  2. A Review on Business Analytics: Definitions, Techniques, Applications and Challenges. (2023). Liu, Shiyu ; Chen, Junyang.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:4:p:899-:d:1064159.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anundsen, A.K. ; Gerdrup, K. ; Hansen, F. ; Kragh-Sørensen, K. Bubbles and crises: the role of house prices and credit. 2016 J Appl Econom. 31 1291-1311

  2. Baulkaran, V. ; Jain, P. ; Sunderman, M. Housing “Beta”: Common risk factor in returns of stocks. 2019 J Real Estate Financ Econ. 58 438-456
    Paper not yet in RePEc: Add citation now
  3. Bing, ; Zhu, ; Michael, ; Betzinger, ; Steffen, Sebastian Housing market stability, mortgage market structure, and monetary policy: evidence from the euro area. 2017 J Hous Econ. 37 1-21

  4. Bourassa, S.C. ; Hoesli, M. ; Oikarinen, E. Measuring house price bubbles. 2019 R Estate Econ. 47 534-563

  5. Cardarelli, R. ; Elekdag, S. ; Lall, S. Financial stress and economic contractions. 2011 J Financ Stabil. 7 78-97

  6. Dilong, X. ; Shuanglian, C. Research on systematic financial risk measurement based on financial stress index. 2015 Econ Perspect. 69-78
    Paper not yet in RePEc: Add citation now
  7. Drouhin, P.A. ; Simon, A. ; Essafi, Y. Forward curve risk factors analysis in the UK real estate market. 2016 J R Estate Finance Econ. 53 494-526

  8. Farhana, S. ; Vishvakarma, B. ; Engineer, M. ; Pitroda, J. ; Vishvakarma, B. ; Engineer, M. Assessment of very critical risk factors in real estate sector. 2016 :
    Paper not yet in RePEc: Add citation now
  9. Gennian, T. ; Fangjuan, H. ; Duochang, C. Research on the basic support surface of real estate price rise and its market risk warning——based on the perspective of granger test and catastrophe model. 2010 Economist. 44-51
    Paper not yet in RePEc: Add citation now
  10. Guoxiang, X. ; Bo, L. Study on the construction of China’s financial stress index and its dynamic transmission effect. 2017 Statal Res. 34 59-71
    Paper not yet in RePEc: Add citation now
  11. Huang, Y. ; Tian, C. ; Fang, W. Fuzzy comprehensive evaluation mode on the investment risk of real estate based on BP neural network and expert system. 2009 En : 2009 int conf E-bus inf syst secur EBISS 2009. :
    Paper not yet in RePEc: Add citation now
  12. Illing, M. ; Liu, Y. Measuring financial stress in a developed country: an application to Canada. 2006 J Financ Stabil. 2 243-265

  13. Jian, L. ; Jinlin, Z. Research on credit risk identification and warning model of supply chain finance. 2019 Bus Manag J. 41 180-198
    Paper not yet in RePEc: Add citation now
  14. Jianjun, Z. ; Qianqian, S. Research on the impact of monetary policy on real estate financial risk - empirical analysis based on SVAR model and threshold model. 2019 Theory Pract Finance Econ. 40 32-37
    Paper not yet in RePEc: Add citation now
  15. Juan, L. ; Jianglin, L. The measurement of financial systemic risk based on financial stress index. 2010 Stat Decis. 128-131
    Paper not yet in RePEc: Add citation now
  16. Kallberg, J.G. ; Liu, C.H. ; Pasquariello, P. On the price comovement of U.S. Residential real estate markets. 2014 R Estate Econ. 42 71-108

  17. Kremer, M. ; Lo Duca, M. ; Holló, D. CISS - a composite indicator of systemic stress in the financial system. 2012 Ssrn Electron J. 1 347-351

  18. Lideng, Z. ; Qiming, T. ; Yuhang, Z. Housing price volatility, housing credit, and macroprudential policy. 2019 Chinese J Manag Sci. 27 1-9
    Paper not yet in RePEc: Add citation now
  19. Liu, H. ; Jiang, P. Price elasticity of land supply and related impact factors in China. 2015 J Tsinghua Univ. 55 56-62
    Paper not yet in RePEc: Add citation now
  20. Louzis, D.P. ; Vouldis, A.T. A methodology for constructing a financial systemic stress index: an application to Greece. 2012 Econ Modell. 29 1228-1241

  21. Melser, D. ; Hill, R.J. Residential real estate, risk, return and diversification: some empirical evidence. 2019 J R Estate Finance Econ. 59 111-146

  22. Pavlov, A. ; Steiner, E. ; Wachter, S. Macroeconomic risk factors and the role of mispriced credit in the returns from international real estate securities. 2015 R Estate Econ. 43 241-270

  23. Peijia, L.I. ; Liang, J. A risk early warning model for real estate risk from the macroprudential perspective. 2018 Financ Regul Res. 81 36-53
    Paper not yet in RePEc: Add citation now
  24. Peng-Fei, N.I. ; Yang, H. ; Zhang, A.Q. A research on early-warning index system construction and trend forecasting of housing prices in China. 2015 Urban Environ Stud. 3-15
    Paper not yet in RePEc: Add citation now
  25. Rodriguez Gonzalez, M. ; Basse, T. ; Kunze, F. ; Vornholz, G. Early warning indicator systems for real estate investments: empirical evidence and some thoughts from the perspective of financial risk management. 2018 Zeitschrift Fur Die Gesamte Versicherungswiss. 107 387-403
    Paper not yet in RePEc: Add citation now
  26. Shi, X.J. ; Zhou, Y. Switching AR model for housing bubbles test. 2014 Xitong Gongcheng Lilun Yu Shijian/System Eng Theory Pract. 34 676-682
    Paper not yet in RePEc: Add citation now
  27. Song, L.F. ; Yong-Gang, Y.E. The study of macro-financial risk of Chinese real estate industry——from financial stability perspective. 2010 Econ Manag J. 12 34-39
    Paper not yet in RePEc: Add citation now
  28. Sun, Y. ; Qin, B. ; Wang, S. Real estate loans default and interbank market risk contagion——based on financial network analysis. 2015 Manag Rev. 27 3-15
    Paper not yet in RePEc: Add citation now
  29. Wang, X.J. ; Zeng, G.T. ; Zhang, K.X. ; Chu, H.B. ; Chen, Z.S. Urban real estate market early warning based on support vector machine: a case study of Beijing. 2020 Int J Comput Intell Syst. 13 153-166
    Paper not yet in RePEc: Add citation now
  30. Wei-De, C. ; Yang, X. ; Business, S.O. The SVM warning study on underlying systemic financial risks during the period of structural reform of the supply. 2018 Front. Forecasting. 37 36-42
    Paper not yet in RePEc: Add citation now
  31. Xue, Y. Research on real estate price bubble and turning point——comparative analysis based on Tokyo,Japan and Shanghai, China. 2019 Manag Rev. 31 58-
    Paper not yet in RePEc: Add citation now
  32. Yang, D.H. ; Tu, M.Z. ; Chen, Y. The researches on the application of neutral network in real estate early warning system. 2005 :
    Paper not yet in RePEc: Add citation now
  33. Yang, J. Design of early warning multimedia computer system for real estate market under PROBIT model. 2019 Multimed Tool Appl. 1-15
    Paper not yet in RePEc: Add citation now
  34. Yang, J. ; Yu, Z. ; Deng, Y. Housing price spillovers in China: a high-dimensional generalized VAR approach. 2018 Reg Sci Urban Econ. 68 98-114

  35. Yim, J. ; Mitchell, H. Comparison of country risk models: hybrid neural networks, logit models, discriminant analysis and cluster techniques. 2005 Expert Syst Appl. 28 137-148
    Paper not yet in RePEc: Add citation now
  36. Zhaoxing, S. ; Dianhui Ybt-Ic on C& Rem, Real estate early warning system based on neutral network. 2006 :
    Paper not yet in RePEc: Add citation now
  37. Zhongbo, J. ; Leyi, W. ; Yi, F. Risk Spillover,Cyclicity and systemic risk of China’s real estate market. 2019 Mod Econ Ence. 41 11-23
    Paper not yet in RePEc: Add citation now
  38. Zihui, Y. ; Yutian, C. ; Ruikai, X. Research on systemic risk measures and cross-sector risk spillover effect of financial institutions in China. 2018 J Financ Res. 19-37
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimating House Prices in Emerging Markets and Developing Economies : A Big Data Approach. (2023). Behr, Daniela Monika ; Goel, Ankita ; Haider, Khondoker Tanveer ; Singh, Sandeep ; Zaman, Asad ; Chen, Lixue.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:10301.

    Full description at Econpapers || Download paper

  2. Commodity prices and banking crises. (2021). Presbitero, Andrea ; Eberhardt, Markus.
    In: Discussion Papers.
    RePEc:not:notcfc:2021/02.

    Full description at Econpapers || Download paper

  3. Early exit from business, performance and neighbours’ influence: a study of farmers in France. (2021). Piet, Laurent ; Paroissien, Emmanuel ; Latruffe, Laure.
    In: Post-Print.
    RePEc:hal:journl:hal-03373465.

    Full description at Econpapers || Download paper

  4. Real estate risk measurement and early warning based on PSO-SVM. (2021). Yang, Zaoli ; Song, Xiaobo ; Zhou, Wenwen ; Chen, Mengyao.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:77:y:2021:i:c:s0038012120308387.

    Full description at Econpapers || Download paper

  5. Stock price bubbles, leverage and systemic risk. (2021). Qu, Yuxuan ; Liu, Yanzhen ; Chen, Lingling.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:74:y:2021:i:c:p:405-417.

    Full description at Econpapers || Download paper

  6. Can bank credit withstand falling house price in China?. (2021). Cai, Xu-Yu ; Tao, Ran ; Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:257-267.

    Full description at Econpapers || Download paper

  7. Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

    Full description at Econpapers || Download paper

  8. Commodity prices and banking crises. (2021). Presbitero, Andrea ; Eberhardt, Markus.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000519.

    Full description at Econpapers || Download paper

  9. When does the stock market recover from a crisis?. (2021). Li, Yanglin ; Wang, Shaoping ; Zhao, Qing.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314448.

    Full description at Econpapers || Download paper

  10. The Relationship between Oil Prices and Real Estate Loans and Mortgage Loans in Azerbaijan. (2021). Humbatova, Sugra Ingilab ; Hajiyev, Natig Gadim-Ogli.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-01-42.

    Full description at Econpapers || Download paper

  11. A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef.
    In: Working Papers.
    RePEc:cnb:wpaper:2021/8.

    Full description at Econpapers || Download paper

  12. Identifying indicators of systemic risk. (2020). Schüler, Yves ; Meinerding, Christoph ; Hartwig, Benny ; Schuler, Yves.
    In: Discussion Papers.
    RePEc:zbw:bubdps:332020.

    Full description at Econpapers || Download paper

  13. Do credit booms predict US recessions?. (2020). Mihai, Marius M.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:6:p:887-910.

    Full description at Econpapers || Download paper

  14. House price dispersion in boom–bust cycles: evidence from Tokyo. (2020). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: The Japanese Economic Review.
    RePEc:spr:jecrev:v:71:y:2020:i:4:d:10.1007_s42973-019-00019-6.

    Full description at Econpapers || Download paper

  15. The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z.

    Full description at Econpapers || Download paper

  16. Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhué, Lisa.
    In: JRC Working Papers in Economics and Finance.
    RePEc:jrs:wpaper:202011.

    Full description at Econpapers || Download paper

  17. Historical Patterns of Inequality and Productivity around Financial Crises. (2020). Paul, Pascal.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2017-23.

    Full description at Econpapers || Download paper

  18. Financial cycles: Characterisation and real-time measurement. (2020). Schüler, Yves ; Schuler, Yves S ; Peltonen, Tuomas A ; Hiebert, Paul P.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

    Full description at Econpapers || Download paper

  19. Date-stamping multiple bubble regimes. (2020). Whitehouse, Emily ; Harvey, David ; Leybourne, Stephen J.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:226-246.

    Full description at Econpapers || Download paper

  20. The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Olsen, Helene ; Wieslander, Harald.
    In: Working Papers.
    RePEc:bny:wpaper:0085.

    Full description at Econpapers || Download paper

  21. Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhué, Lisa ; Matthieu, Lequien ; Lisa, Kerdelhue.
    In: Working papers.
    RePEc:bfr:banfra:791.

    Full description at Econpapers || Download paper

  22. House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo. (2019). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: Working Papers on Central Bank Communication.
    RePEc:upd:utmpwp:008.

    Full description at Econpapers || Download paper

  23. Credit, House Prices and the Macroeconomy in Cyprus. (2019). Michail, Nektarios ; Cleanthous, Lena ; Eracleous, Elena C.
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:17:y:2019:i:1:p:33-55.

    Full description at Econpapers || Download paper

  24. Cost-benefit Analysis of Leaning against the Wind. (2019). Tulip, Peter ; Saunders, Trent.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2019-05.

    Full description at Econpapers || Download paper

  25. Estimation of Effects of Recent Macroprudential Policies in a Sample of Advanced Open Economies. (2019). Nymoen, Ragnar ; Pedersen, Kari ; Sjberg, Jon Ivar.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:2:p:23-:d:229303.

    Full description at Econpapers || Download paper

  26. Does the Credit Cycle Have an Impact on Happiness?. (2019). Li, Tinghui ; Xu, Mark ; Zhong, Junhao.
    In: IJERPH.
    RePEc:gam:jijerp:v:17:y:2019:i:1:p:183-:d:302232.

    Full description at Econpapers || Download paper

  27. Residential investment and recession predictability. (2019). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

    Full description at Econpapers || Download paper

  28. Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

    Full description at Econpapers || Download paper

  29. European macroprudential database. (2019). Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Chiriacescu, Bogdan ; Koban, Anne ; Coman, Andra ; Schepens, Thomas ; Borgioli, Stefano ; Boh, Samo.
    In: Statistics Paper Series.
    RePEc:ecb:ecbsps:201932.

    Full description at Econpapers || Download paper

  30. House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo. (2019). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf461.

    Full description at Econpapers || Download paper

  31. On the cyclical properties of Hamiltons regression filter. (2018). Schüler, Yves ; Schuler, Yves S.
    In: Discussion Papers.
    RePEc:zbw:bubdps:032018.

    Full description at Econpapers || Download paper

  32. Speculative price bubbles in urban housing markets. (2018). Michelsen, Claus ; Kholodilin, Konstantin ; Ulbricht, Dirk.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1347-x.

    Full description at Econpapers || Download paper

  33. Historical Patterns of Inequality and Productivity around Financial Crises. (2018). Paul, Pascal.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:583.

    Full description at Econpapers || Download paper

  34. Integrating Monetary Policy and Financial Stability: A New Framework. (2018). Wongwachara, Warapong ; Nookhwun, Nuwat ; Tunyavetchakit, Sophon ; Klungjaturavet, Chutipha ; Jindarak, Bovonvich.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:100.

    Full description at Econpapers || Download paper

  35. Commodity Price Movements and Banking Crises. (2018). Presbitero, Andrea ; Eberhardt, Markus.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/153.

    Full description at Econpapers || Download paper

  36. The maple bubble: A history of migration among Canadian provinces. (2018). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:41:y:2018:i:c:p:57-71.

    Full description at Econpapers || Download paper

  37. Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

    Full description at Econpapers || Download paper

  38. Credit-based early warning indicators of banking crises in emerging markets. (2018). Jasova, Martina ; Gersl, Adam ; Jaova, Martina ; Gerl, Adam.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:1:p:18-31.

    Full description at Econpapers || Download paper

  39. Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182138.

    Full description at Econpapers || Download paper

  40. The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew.
    In: BIS Working Papers.
    RePEc:bis:biswps:723.

    Full description at Econpapers || Download paper

  41. Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp117.

    Full description at Econpapers || Download paper

  42. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-54.

    Full description at Econpapers || Download paper

  43. Interlinkages Between Household and Corporate Debt in Advanced Economies. (2017). bricongne, jean-charles ; Mordonu, Aurora.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9464-x.

    Full description at Econpapers || Download paper

  44. Credit, House Prices and the Macroeconomy in Cyprus. (2017). Michail, Nektarios ; Cleanthous, Lena ; Cleanthous-Petoussi, Lena ; Eracleous, Elena.
    In: Working Papers.
    RePEc:cyb:wpaper:2017-3.

    Full description at Econpapers || Download paper

  45. Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
    In: Working Papers.
    RePEc:bny:wpaper:0057.

    Full description at Econpapers || Download paper

  46. Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Robstad, Orjan ; Vonen, Nikka Husom.
    In: Working Paper.
    RePEc:bno:worpap:2017_21.

    Full description at Econpapers || Download paper

  47. European Macroprudential Database. (2017). Borgioli, Stefano ; Boh, Samo ; Kusmierczyk, Piotr ; Pirovano, Mara ; Veiga, Joao ; Chiriacescu, Bogdan ; Koban, Anne ; Coman, Andra ; Schepens, Thomas.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:46-04.

    Full description at Econpapers || Download paper

  48. The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian.
    In: Borradores de Economia.
    RePEc:bdr:borrec:992.

    Full description at Econpapers || Download paper

  49. Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy. (2016). Pirovano, Mara ; Dewachter, Hans ; De Backer, Bruno ; van Nieuwenhuyze, Christophe ; Ferrari, Stijn.
    In: Financial Stability Review.
    RePEc:nbb:fsrart:v:12:y:2016:i:1:p:135-157.

    Full description at Econpapers || Download paper

  50. .

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-18 06:39:56 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.