Bubbles and crises: Replicating the Anundsen et al. (2016) results (JAE 2019)

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Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Bowen Fu Bubbles and crises: Replicating the Anundsen et al. (2016) results JAE 2019 5 822-6 C11, C53, G01 Bayesian estimation, Time-varying parameter probit model, Early warning models

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 1 - accessible on journal website Bayesian estimation, Probit - 1976-2014, OECD, 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 MATLAB

This article is a replication of

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
André K. Anundsen, Karsten Gerdrup, Frank Hansen, Kasper Kragh‐Sørensen Bubbles and Crises: The Role of House Prices and Credit JAE 2016 7 1291-311 G01, G18, G21, G28 Basel III, Countercyclical capital buffer, Early warning models, Exuberance indicators, Financial market imbalances 3 - reproduction (new methods) 1 - successful - 0 - no -

References

DOI: 10.1002/jae.2695 IDEAS: a/wly/japmet/v34y2019i5p822-826.html EconPapers: RePEc:wly:japmet:v:34:y:2019:i:5:p:822-826


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