R packages

I am the author and the maintainer of the following packages on CRAN:

  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) .


International Housing Observatory

Understanding the national house price dynamics.

UK Housing Observatory

Understanding the UK national and regional house price dynamics.