exuber: Econometric Analysis of Explosive Time Series

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.

  ivx: Robust Econometric Inference

Drawing statistical inference on the coefficients of a short- or long-horizon predictive regression with persistent regressors by using the IVX method of Magdalinos and Phillips (2009) and Kostakis, Magdalinos and Stamatogiannis (2015) .



  uklr: Client to United Kingdom Land Registry

Access data from Land Registry Open Data through SPARQL queries. ‘uklr’ supports the house price index, transaction and price paid data.

  ihpdr: Download Data from the International House Price Database

Web scraping the Dallas Fed for up-to-date data on international house prices and exuberance. Download data in tidy format.

  nationwider: Download House Price Data from Nationwide

Web craping the nationwide for up-to-date data on house price indices. Download data in tidy format.