相关论文: Is There a Real-Estate Bubble in the US?

In this paper, we explore the relationship between state-level household income inequality and macroeconomic uncertainty in the United States. Using a novel large-scale macroeconometric model, we shed light on regional disparities of…

The relationship between housing costs and homelessness has important implications for the way that city and county governments respond to increasing homeless populations. Though many analyses in the public policy literature have examined…

Recurrence Plot (RP) and Recurrence Quantification Analysis RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. Moreover they well evidence changes in the states of a…

Bubbles drive gas and chemical transfers in various industrial and geophysical contexts, in which flows are typically turbulent. As gas and chemical transfers are bubble size dependent, their quantification requires a prediction of bubble…

We develop a method suitable for detecting whether racial homophily is on the rise and also whether the economic divide (i.e., the gap between individuals with different education levels and thereby with different abilities to generate…

We propose a stochastic model of evolution of wealth in a society of economic agents. In the model, an agent can be in two states: inactive and active. Transitions between the states occur at random time intervals. In the active state, the…

Regional survey estimates and their significance levels are simultaneously displayed in maps that show all 3,141 U.S. counties and equivalents. An analyst can focus his attention on significant differences (or those with a different,…

In this paper, we quantitatively investigate the statistical properties of a statistical ensemble of stock prices. We selected 1200 stocks traded on the Tokyo Stock Exchange, and formed a statistical ensemble of daily stock prices for each…

The 2006 sudden and immense downturn in U.S. House Prices sparked the 2007 global financial crisis and revived the interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting…

As of 2014, 54% of the earth's population resides in urban areas, and it is steadily increasing, expecting to reach 66% by 2050. Urban areas range from small cities with tens of thousands of people to megacities with greater than 10 million…

Current sources of data on rental housing - such as the census or commercial databases that focus on large apartment complexes - do not reflect recent market activity or the full scope of the U.S. rental market. To address this gap, we…

We applied the Johansen-Ledoit-Sornette (JLS) model to detect possible bubbles and crashes related to the Brexit/Bremain referendum scheduled for 23rd June 2016. Our implementation includes an enhanced model calibration using Genetic…

Establishing unambiguously the existence of speculative bubbles is an on-going controversy complicated by the need of defining a model of fundamental prices. Here, we present a novel empirical method which bypasses all the difficulties of…

Developing an accurate prediction model for housing prices is always needed for socio-economic development and well-being of citizens. In this paper, a diverse set of machine learning algorithms such as XGBoost, CatBoost, Random Forest,…

The personal income distribution (PID) above the Pareto threshold is studied and modeled. A microeconomic model is proposed to simulate the PID and its evolution below and above the Pareto income threshold. The model balances processes of…

We present a synthesis of all the available empirical evidence in the light of recent theoretical developments for the existence of characteristic log-periodic signatures of growing bubbles in a variety of markets including 8 unrelated…

We seek to deepen understanding of the micro-foundations of institutionalization while contributing to a sociological theory of markets by investigating the puzzle of price bubbles in financial markets. We find that such markets, despite…

The aim of this paper is to compare statistical properties of a bubble period with those of the anti-bubble period in stock markets. We investigate the statistical properties of daily data for the Nikkei 225 index in the 28-year period from…

Through the reinterpretation of housing data as candlesticks, we extend Nature Scientific Reports' article by Liang and Unwin [LU22] on stock market indicators for COVID-19 data, and utilize some of the most prominent technical indicators…

The Nasdaq Composite fell another $\approx 10 %$ on Friday the 14'th of April 2000 signaling the end of a remarkable speculative high-tech bubble starting in spring 1997. The closing of the Nasdaq Composite at 3321 corresponds to a total…