Bubbles and Crises: The Role of House Prices and Credit (Journal of Applied Econometrics 2016)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
André K. Anundsen, Karsten Gerdrup, Frank Hansen, Kasper Kragh‐Sørensen Bubbles and Crises: The Role of House Prices and Credit Journal of Applied Econometrics 2016 7 1291-311 G01, G18, G21, G28 Basel III, Countercyclical capital buffer, Early warning models, Exuberance indicators, Financial market imbalances

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Multivariate logit - 1975q1-2014q4, OECD, 1976-2014, Bank for International Settlements (BIS), International house price database of Dallas Fed 20 countries of, OECD, Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Greece, Italy, Japan, Korea, Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, UK, USA Stata, Ox, MATLAB

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Bowen Fu Bubbles and crises: Replicating the Anundsen et al. (2016) results Journal of Applied Econometrics 2019 5 822-6 - - 3 - reproduction (new methods) 1 - successful - 0 - no -

References

DOI: 10.1002/jae.2503 IDEAS: a/wly/japmet/v31y2016i7p1291-1311.html EconPapers: RePEc:wly:japmet:v:31:y:2016:i:7:p:1291-1311


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