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https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2010-Aarhus%20old/EFMA2010_0296_fullpaper.pdf
In this paper we develop and estimate a heterogeneous agents model for the U.S. housing market. There are two groups of investors, fundamentalists and chartists. Fundamentalists expect the house price to revert to its fundamental value based on rents, while chartists …
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1539475
Feb 01, 2011 · In this paper we develop and estimate a behavioral model with boundedly rational investors for the U.S. housing market. There are two groups of investors, fundamentalists and chartists. Fundamentalists expect the house price to revert to its fundamental value based on rents, while chartists extrapolate past price trends.Cited by: 9
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.627.2062
CiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): In this paper we develop and estimate a behavioral model with boundedly rational investors for the U.S. housing market. There are two groups of investors, fundamentalists and chartists. Fundamentalists expect the house price to revert to its fundamental value based on rents, while chartists extrapolate past price trends.
https://www.researchgate.net/publication/228181610_Chasing_Trends_in_the_US_Housing_Market
In this paper we develop and estimate a behavioral model with boundedly rational investors for the U.S. housing market. There are two groups of investors, fundamentalists and chartists.
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4479606/
The main contribution is that we show that a model with chartists and fundamentalists endogenously produces boom and bust cycles, on the basis of parameters values estimated with U.S. housing market data covering the period 1960–2014. Our model is adapted from [7,8], who introduce an agent-based model for the housing market.Cited by: 19
http://www.scriptiesonline.uba.uva.nl/document/658328
cycles. This proves that in the U.S. housing market signi cant price swings can occur without any news on fundamentals, due to interaction between fundamentalists and chartists. Dieci and Westerho (2013) investigate the e ect of speculative behaviour in a HAM for the real estate market and nd that it has a destabilising e ect on house prices,
https://www.sciencedirect.com/science/article/pii/S0165188919300089
Mar 01, 2019 · This proves that in the U.S. housing market significant price swings can occur without any news on fundamentals, due to interaction between fundamentalists and chartists. Dieci and Westerhoff (2013) investigate the effect of speculative behaviour in a HAM for the real estate market and find that it has a destabilising effect on house prices ...
https://www.researchgate.net/publication/4721069_Chartists_Fundamentalists_and_Trading_in_the_Foreign_Exchange_Market
The fundamentalists form return expectations using a model based on time‐varying stock‐level characteristics and dynamic factor premia, and the chartists do so based on heuristics commonly ...
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