Testing for and dating periods of explosive dynamics (exuberance) in time series using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) and Pavlidis et al. (2016). The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix inversion which results in significant speed improvements. Simulation of a variety of periodically-collapsing bubble processes.
Access data from Land Registry Open Data through SPARQL queries. ‘uklr’ supports the house price index, transaction and price paid data.
Web scraping the Dallas Fed for up-to-date data on international house prices and exuberance. Download data in tidy format.
Web craping the nationwide for up-to-date data on house price indices. Download data in tidy format.