create a website

Short-Term Expectation Formation Versus Long-Term Equilibrium Conditions: The Danish Housing Market. (2017). Hetland, Andreas.
In: Econometrics.
RePEc:gam:jecnmx:v:5:y:2017:i:3:p:40-:d:110779.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 47

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. Long run non-linearity in CO2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjørnar Karlsen.
    In: Empirica.
    RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09587-8.

    Full description at Econpapers || Download paper

  2. Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akerlof, George A., and Robert J. Shiller. 2009. Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism. Princeton and Oxford: Princeton University Press, pp. 1–248.

  2. Binmore, Ken. 2009. Rational Decisions (The Gorman Lectures in Economics). Princeton and Oxford: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  3. Björk, Tomas. 2009. Arbitrage Theory in Continuous Time, 3rd ed. Oxford: Oxford University Press, pp. 1–560.
    Paper not yet in RePEc: Add citation now
  4. Bohn Nielsen, Heino, and Anders Rahbek. 2007. The Likelihood Ratio Test for Cointegration Ranks in the I(2) Model. Econometric Theory 23: 615–37.

  5. c 2017 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).
    Paper not yet in RePEc: Add citation now
  6. Campos, Julia, Neil R. Ericsson, and David F. Hendry. 2005. General-to-Specific Modeling: An Overview and Selected Bibliography. International Finance Discussion Papers No. 838, Board of Governors of the Federal Reserve System, Washington, USA.
    Paper not yet in RePEc: Add citation now
  7. Carney, Mark. 2016. Uncertainty, the Economy and Policy. Speech, Bank of England. Available online: http://www.bankofengland.co.uk/publications/Documents/speeches/2016/speech915.pdf (accessed on 31 August 2017).
    Paper not yet in RePEc: Add citation now
  8. Case, Karl E., and Robert J. Shiller. 1989. The Efficiency of the Market for Single-Family Homes. The American Economic Review 79: 125–37.

  9. Case, Karl E., John M. Quigley, and Robert J. Shiller. 2003. Home-buyers, Housing and the Macroeconomy. In Assets Prices and Monetary Policy. Edited by Anthony Richards and Tim Robinson. Sydney: Reserve Bank of Australia, pp. 149–88.

  10. Case, Karl E., John M. Quigley, and Robert J. Shiller. 2005. Comparing Wealth Effects: The Stock Market versus the Housing Market. Advances in Macroeconomics 5: 1–32.

  11. Case, Karl E., John M. Quigley, and Robert J. Shiller. 2013. Wealth effects revisited: 1978–2009. Critical Finance Review 2: 101–28.
    Paper not yet in RePEc: Add citation now
  12. Cavaliere, Giuseppe Cavaliere, Anders Rahbek, and A. M. Robert Taylor. 2010. Cointegration Rank Testing Under Conditional Heteroskedasticity. Econometric Theory 26: 1719–60.

  13. Cavaliere, Giuseppe Cavaliere, Anders Rahbek, and A. M. Robert Taylor. 2012. Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models. Econometrica 80: 1721–40.

  14. co.uk/archive/Documents/historicpubs/speeches/2004/speech234.pdf (accessed on 31 August 2017).
    Paper not yet in RePEc: Add citation now
  15. Danmarks Nationalbank. 2003. MONA—En Kvartalsmodel af Dansk Økonomi. Copenhagen: Danmarks Nationalbank.
    Paper not yet in RePEc: Add citation now
  16. Doornik, Jurgen A. 1998. Approximations to the asymptotic distribution of cointegration tests. Journal of Economic Surveys 12: 573–93.

  17. Doornik, Jurgen A. 2016. Estimation of the I(2) Model. Institute for Economic Modelling, Oxford Martin School, and Economics Department, University of Oxford, Oxford, UK.
    Paper not yet in RePEc: Add citation now
  18. Doornik, Jurgen A., and Henrik Hansen. 2008. An omnibus test for univariate and multivariate normality. Oxford Bulletin of Economics and Statistics 70: 927–39.

  19. ECB. 2016. The Impact of Uncertainty on Activity in the Euro Area. ECB Economic Bulletin, European Central Bank, Frankfurt am Main, Germany.
    Paper not yet in RePEc: Add citation now
  20. Econometrics 2017, 5, 40 21 of 21 Juselius, Katarina. 2017b. Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. Discussion Papers, Department of Economics, University of Copenhagen, Copenhagen, Denmark.

  21. Frydman, Roman, Michael D. Goldberg, and Edmund S. Phelps. 2007. Imperfect Knowledge Economics: Exchange Rates and Risk. Princeton and Oxford: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  22. Godfrey, L. G. 1988. Misspecification Tests in Econometrics. Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  23. Hoover, Kevin D., Søren Johansen, and Katarina Juselius. 2008. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression. The American Economic Review 98: 251–55.

  24. Johansen, Søren. 1995. A statistical analysis of cointegration for I(2) variables. Econometric Theory 11: 25–59.
    Paper not yet in RePEc: Add citation now
  25. Johansen, Søren. 1996. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics). Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
  26. Johansen, Søren. 1997. Likelihood analysis of the I(2) model. Scandinavian Journal of Statistics 24: 433–62.
    Paper not yet in RePEc: Add citation now
  27. Johansen, Søren. 2006. Statistical analysis of hypotheses on the cointegrating relations in the I(2) model. Journal of Econometrics 132: 81–115.

  28. Juselius, Katarina, and Katrin Assenmacher. 2016. Real Exchange Rate Persistence and the Excess Return Puzzle: The Case of Switzerland Versus the US. Discussion Papers, Department of Economics, University of Copenhagen, Copenhagen, Denmark.
    Paper not yet in RePEc: Add citation now
  29. Juselius, Katarina. 2007. The Cointegrated V AR Model: Methodology and Applications (Advanced Texts in Econometrics). Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
  30. Juselius, Katarina. 2017a. A Theory-Consistent CVAR Scenario for a Standard Monetary Model using Data-Generated Expectations. Discussion Papers, Department of Economics, University of Copenhagen, Copenhagen, Denmark.
    Paper not yet in RePEc: Add citation now
  31. King, Mervyn. 2004. What Fates Impose: Facing up to Uncertainty. Available online: http://www.bankofengland.
    Paper not yet in RePEc: Add citation now
  32. Kongsted, Hans Christian. 2005. Testing the nominal-to-real transformation. Journal of Econometrics 124: 202–25.

  33. Lawson, Tony. 1988. Probability and Uncertainty in Economic Analysis. Journal of Post Keynesian Economics 11: 38–65.

  34. Mellers, Barbara, Lyle Ungar, Jonathan Baron, Jaime Ramos, Burcu Gurcay, Katrina Fincher, Sydney E. Scott, Don Moore, Pavel Atanasov, Samuel A. Swift, and et al. 2014. Psychological strategies for winning a geopolitical forecasting tournament. Psychological Science 25: 1106–15.
    Paper not yet in RePEc: Add citation now
  35. Mosconi, Rocco, and Paolo Paruolo. 2017. Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order. Journal of Econometrics 198: 271–76.

  36. Muth, John F. 1961. Rational expectations and the theory of price movements. Econometrica 29: 315–35.
    Paper not yet in RePEc: Add citation now
  37. Piazzesi, Monika, and Martin Schneider. 2009. Momentum Traders in the Housing Market: Survey Evidence and a Search Model. American Economic Review 99: 406–11.

  38. Poterba, James M. 1984. Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach. The Quarterly Journal of Economics 99: 729–52.

  39. Poterba, James M. 1991. House price dynamics: The role of tax policy and demography. Brookings Papers on Economic Activity 1991: 143–203.

  40. Rahbek, Ander, Hans Christian Kongsted, and Clara Jørgensen. 1999. Trend Stationarity in the I(2) Cointegration Model. Journal of Econometrics 90: 265–89.

  41. Rahbek, Anders, Ernst Hansen, and Jonathan G. Dennis. 2002. ARCH Innovations and Their Impact on Cointegration Rank Testing. Working Paper, Centre for Analytical Finance, University of Copenhagen, Copenhagen, Denmark.
    Paper not yet in RePEc: Add citation now
  42. Rutherford, Malcolm. 1984. Rational Expectations and Kenyesian Uncertainty: A critique. Journal of Post Keynesian Economics VI: 377–87.

  43. Saez, Emmanuel, and Gabriel Zucman. 2016. Wealth Inequality in the US Since 1913: Evidence from Capitalized Income Data. The Quarterly Journal of Economics 131: 519–78.
    Paper not yet in RePEc: Add citation now
  44. Sargent, Thomas J., and Neil Wallace. 1975. Rational expectations, the optimal monetary instrument, and the optimal money supply rule. Journal of Political Economy 83: 241–54.

  45. Savage, Leonard J. 1951. The Foundations of Statistics. New York: Wiley.
    Paper not yet in RePEc: Add citation now
  46. Shiller, Robert J. 2008. Understanding Recent Trends in Housing Prices and Home Ownership. In Proceedings of “Housing, Housing Finance and Monetary Policy” Jackson Hole Conference Series, Federal Reserve Bank of Kansas City, Kansas City, USA, pp. 85–123.
    Paper not yet in RePEc: Add citation now
  47. Tobin, James. 1969. A General Equilibrium Approach to Monetary Theory. Journal of Money, Credit and Banking 1: 15–29.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Shadow banking, financial regulation and animal spirits: An ACE approach. (2016). Wohltmann, Hans-Werner ; Krug, Sebastian.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201608.

    Full description at Econpapers || Download paper

  2. Incomes Policies, Expectations and the NAIRU. (2012). Pollan, Wolfgang.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2012:i:433.

    Full description at Econpapers || Download paper

  3. Interlinkages and structural changes in cross-border liabilities: a network approach. (2012). Araújo, Tanya ; Araujo, Tanya ; Spelta, Alessandro.
    In: Quaderni di Dipartimento.
    RePEc:pav:wpaper:181.

    Full description at Econpapers || Download paper

  4. Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market. (2012). Besley, Timothy ; Surico, Paolo ; Meads, Neil.
    In: NBER Chapters.
    RePEc:nbr:nberch:12744.

    Full description at Econpapers || Download paper

  5. Measuring, explaining, and controlling tax evasion: lessons from theory, experiments, and field studies. (2012). Alm, James.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:19:y:2012:i:1:p:54-77.

    Full description at Econpapers || Download paper

  6. Fairness, Search Frictions, and Offshoring. (2012). Jha, Priyaranjan ; Mitra, Devashish ; Ranjan, Priya.
    In: Working Papers.
    RePEc:irv:wpaper:121303.

    Full description at Econpapers || Download paper

  7. Benefit or burden? Unraveling the effect of economic freedom on subjective well-being. (2012). Gehring, Kai.
    In: Working Papers.
    RePEc:awi:wpaper:0531.

    Full description at Econpapers || Download paper

  8. Interlinkages and structural changes in cross-border liabilities: a network approach. (2012). Tanya Ara'ujo, ; Spelta, Alessandro.
    In: Papers.
    RePEc:arx:papers:1205.5675.

    Full description at Econpapers || Download paper

  9. Silvio Gesell: a strange, unduly neglected monetary theorist. (2011). Ilgmann, Cordelius.
    In: CAWM Discussion Papers.
    RePEc:zbw:cawmdp:23.

    Full description at Econpapers || Download paper

  10. Speculation on Commodities Futures Markets and Destabilization Of Global Food Prices: Exploring the Connections. (2011). Ghosh, Jayati ; Pollin, Robert ; Heintz, James.
    In: Working Papers.
    RePEc:uma:periwp:wp269.

    Full description at Econpapers || Download paper

  11. Wage Norms, Capital Accumulation and Unemployment: A Post Keynesian View. (2011). Stockhammer, Engelbert.
    In: Working Papers.
    RePEc:uma:periwp:wp253.

    Full description at Econpapers || Download paper

  12. The Private Equity Secondaries Market During the Financial Crisis and the “Valuation Gap”. (2011). Hege, Ulrich ; Nuti, Alessandro .
    In: MPRA Paper.
    RePEc:pra:mprapa:39550.

    Full description at Econpapers || Download paper

  13. An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh. (2011). FARUQUE, MUHAMMAD U.
    In: MPRA Paper.
    RePEc:pra:mprapa:38675.

    Full description at Econpapers || Download paper

  14. Anxious periods and bank lending. (2011). Tsoumas, Chris ; Kouretas, Georgios ; Delis, Manthos.
    In: MPRA Paper.
    RePEc:pra:mprapa:32422.

    Full description at Econpapers || Download paper

  15. Do Mood Swings Drive Business Cycles and is it Rational?. (2011). Wang, Jian ; Beaudry, Paul ; Nam, Deokwoo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17651.

    Full description at Econpapers || Download paper

  16. Endogenous Credit Cycles. (2011). Wright, Randall ; Gu, Chao.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17510.

    Full description at Econpapers || Download paper

  17. False Promises? A Sociological Critique of the Behavioural Turn in Law and Economics. (2011). Frerichs, Sabine.
    In: Journal of Consumer Policy.
    RePEc:kap:jcopol:v:34:y:2011:i:3:p:289-314.

    Full description at Econpapers || Download paper

  18. Lessons from the crisis in Finland and Sweden in the 1990s. (2011). Kiander, Jaakko.
    In: Empirica.
    RePEc:kap:empiri:v:38:y:2011:i:1:p:53-69.

    Full description at Econpapers || Download paper

  19. Keyness animal spirits vindicated: an analysis of recent empirical and neural data on money illusion. (2011). Guille, Marianne ; Bourgeois-Gironde, Sacha.
    In: Post-Print.
    RePEc:hal:journl:ijn_00713479.

    Full description at Econpapers || Download paper

  20. Endogenous credit cycles. (2011). Wright, Randall ; Gu, Chao.
    In: Working Papers.
    RePEc:fip:fedmwp:689.

    Full description at Econpapers || Download paper

  21. Do mood swings drive business cycles and is it rational?. (2011). Wang, Jian ; Beaudry, Paul ; Nam, Deokwoo.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:98.

    Full description at Econpapers || Download paper

  22. The heterogeneous expectations hypothesis: Some evidence from the lab. (2011). Hommes, Cars.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:1-24.

    Full description at Econpapers || Download paper

  23. Rational Expectations: Retrospect and Prospect. (2011). Hoover, Kevin ; Young, Warren.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000227.

    Full description at Econpapers || Download paper

  24. A Behavioural Analysis of Online Privacy and Security. (2011). Baddeley, Michelle.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1147.

    Full description at Econpapers || Download paper

  25. Intellectual challenges to financial stability analysis in the era of macroprudential oversight.. (2011). Trichet, J. C..
    In: Financial Stability Review.
    RePEc:bfr:fisrev:2011:15:17.

    Full description at Econpapers || Download paper

  26. Increasing Inequality and the Financial Crises of 1929 and 2008. (2011). Wisman, Jon ; Baker, Barton.
    In: Working Papers.
    RePEc:amu:wpaper:2011-01.

    Full description at Econpapers || Download paper

  27. Finance-dominated capitalism in crisis: The case for a Global Keynesian New Deal. (2010). Truger, Achim ; Hein, Eckhard.
    In: IPE Working Papers.
    RePEc:zbw:ipewps:062010.

    Full description at Econpapers || Download paper

  28. Metaphern, Begriffe und Bedeutungen: Das Beispiel internationale monetäre Institutionen. (2010). Muchlinski, Elke.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:201014.

    Full description at Econpapers || Download paper

  29. THE PROBLEM OF MONEY ILLUSION IN ECONOMICS. (2010). Erber, Georg.
    In: Journal of Applied Economic Sciences.
    RePEc:ush:jaessh:v:5:y:2010:i:3(13)_fall2010:p:110.

    Full description at Econpapers || Download paper

  30. Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies. (2010). Malliaris, Anastasios ; Hayford, Marc .
    In: Forum for Social Economics.
    RePEc:spr:fosoec:v:39:y:2010:i:3:p:279-286.

    Full description at Econpapers || Download paper

  31. Combining the contributions of behavioral economics and other social sciences in understanding taxation and tax reform. (2010). James, Simon.
    In: MPRA Paper.
    RePEc:pra:mprapa:26289.

    Full description at Econpapers || Download paper

  32. Finance-dominated capitalism in crisis – the case for a Global Keynesian New Deal. (2010). Truger, Achim ; Hein, Eckhard.
    In: MPRA Paper.
    RePEc:pra:mprapa:21175.

    Full description at Econpapers || Download paper

  33. The Great Recession of 2008-2009: Causes, Consequences and Policy Responses. (2010). Verick, Sher ; Islam, Iyanatul.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4934.

    Full description at Econpapers || Download paper

  34. Human Foibles or Systemic Failure -- Lay Perceptions of the 2008-09 Financial Crisis. (2010). Leiser, David ; Bourgeois-Gironde, Sacha ; Benita, Rinat.
    In: Post-Print.
    RePEc:hal:journl:ijn_00445611.

    Full description at Econpapers || Download paper

  35. Financial literacy and subprime mortgage delinquency: evidence from a survey matched to administrative data. (2010). Meier, Stephan ; Goette, Lorenz ; Gerardi, Kristopher.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2010-10.

    Full description at Econpapers || Download paper

  36. Top-Down versus Bottom-Up Macroeconomics. (2010). De Grauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3020.

    Full description at Econpapers || Download paper

  37. Addressing the psychology of financial markets. (2009). Tuckett, David.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:200940.

    Full description at Econpapers || Download paper

  38. Economic confidence, negative interest rates, and liquidity: Towards Keynesianism 2.0. (2009). van Suntum, Ulrich.
    In: CAWM Discussion Papers.
    RePEc:zbw:cawmdp:24.

    Full description at Econpapers || Download paper

  39. Post-macroeconomics -- reflections on the crisis and strategic directions ahead. (2009). Monga, Celestin.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4986.

    Full description at Econpapers || Download paper

  40. Behavioral Economics and Tax Policy. (2009). Mullainathan, Sendhil ; Kling, Jeffrey ; Congdon, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15328.

    Full description at Econpapers || Download paper

  41. Generalized Agency Problems. (2009). Morck, Randall.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15051.

    Full description at Econpapers || Download paper

  42. The global credit boom: challenges for macroeconomics and policy. (2009). Hume, Michael ; Sentance, Andrew.
    In: Discussion Papers.
    RePEc:mpc:wpaper:0027.

    Full description at Econpapers || Download paper

  43. The Impact of Empowering Investors on Trust and Trustworthiness. (2009). Mestelman, Stuart ; Shehata, Mohamed ; Kanagaretnam, Kiridaran ; Nainar, Khalid.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2009-16.

    Full description at Econpapers || Download paper

  44. Search and Offshoring in the Presence of Animal Spirits. (2009). Jha, Priyaranjan ; Mitra, Devashish.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4141.

    Full description at Econpapers || Download paper

  45. The global financial crisis and after: a new capitalism?. (2009). Bresser-Pereira, Luiz Carlos ; Pereira, Luiz Carlos Bresser, .
    In: Textos para discussão.
    RePEc:fgv:eesptd:240.

    Full description at Econpapers || Download paper

  46. Origins of the financial crisis and requirements for reform. (2009). Atkinson, Paul ; Blundell-Wignall, Adrian.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:5:p:536-548.

    Full description at Econpapers || Download paper

  47. Short-Term Policy Responses to the International Financial Crisis and Risks to Sustainable Medium-Term Policy Frameworks in Asia : Complications Arising from Enduring Global Imbalances. (2009). Filardo, Andrew.
    In: EABER Working Papers.
    RePEc:eab:wpaper:22862.

    Full description at Econpapers || Download paper

  48. Discussing Concepts of Terrorist Rationality: Implications for Counter-Terrorism Policy. (2009). van Um, Eric .
    In: Economics of Security Working Paper Series.
    RePEc:diw:diweos:diweos22.

    Full description at Econpapers || Download paper

  49. An Experimental Study of Bubble Formation in Asset Markets Using the Ttonnement Pricing Mechanism. (2009). Tucker, Steven ; Puzzello, Daniela ; Lugovskyy, Volodymyr.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:09/19.

    Full description at Econpapers || Download paper

  50. Some Aspects of the Economic Crisis. (2009). Todt, Horst.
    In: The AMFITEATRU ECONOMIC journal.
    RePEc:aes:amfeco:v:11:y:2009:i:number_special_3:p:667-674.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-05 17:19:34 || 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.