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Publications by Hugh Metcalf

Investigation of Institutional Changes in the UK Housing Market Using Structural Break Tests and Time-Varying Parameter Models

Empirical Economics

Social Sciences

English

Identification of House Price Bubbles Using User Cost in a State Space Model

Applied Economics

English

Related publications

Predicting Time-Varying Parameters With Parameter-Driven and Observation-Driven Models

Review of Economics and Statistics

Social Sciences

English

Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

SSRN Electronic Journal

English

Financial Market Models With Lévy Processes and Time-Varying Volatility

Journal of Banking and Finance

English

Risk–return Relationships and Asymmetric Adjustment in the UK Housing Market

Applied Financial Economics

English

Multi-Stage Parameter Identification of Structural Models From Experimental Data of Varying Assembly Levels

English

Large Hybrid Time-Varying Parameter VARs

SSRN Electronic Journal

English

Liability of the Institutional Lender for Structural Defects in New Housing

University of Chicago Law Review

English

Time Varying Dimension Models

SSRN Electronic Journal

English

Time Varying Volatility in the Indian Stock Market

Decision Sciences

English