Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
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Author / Producer
Date
2017
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
17 (6)
Pages / Article No.
959 - 977
Publisher
Routledge
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Housing market; Lead-lag structure; Monetary policy; Statistical test; Symmetric thermal optimal path
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)