Description Usage Arguments Details Value Examples
Available downloads:
raw: Raw Data
gsadf: Generalized sup ADF statistics
bsadf: Backward sup ADF statistic sequence
1 |
symbol |
Which dataset to download. |
version |
Which version to download. Version number should be a character of the following format %Y%q (e.g. '1801' - corresponds to year 2018, Quarter 1). Versions start from '1102'. Defaults at the latest available. |
verbose |
whether to print the url of the excel file that is accessing. |
Includes the following time series for the countries covered:
hpi: The house price index.
rhpi: The house price index expressed in real terms.
pdi: The personal disposable income index.
rpdi: The personal disposable income expressed in real terms index.
All variables in real terms are deflated with the personal consumption expenditure (PCE) deflator.
The exuberance indicators include
type: real house price index (rhpi) and the ratio of rhpi to real personal disposable income (rpdi)
lag: lag length of 1 and 4
sig: significance level for the critical value
value: test statistics for explosive behavior
crit: 95 percent critical values.
The exuberance indicators include
type: real house price index (rhpi) and the ratio of rhpi to real personal disposable income (rpdi)
lag: lag length of 1 and 4,
value: test statistics for explosive behavior
crit: 95 percent critical values.
Returns a tibble in long format.
1 | ihpd_get()
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