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Previous issue date: 2018-08-10 / Este trabalho busca analisar empiricamente a existência de bolhas imobiliárias ao redor do mundo e identificar quando esses comportamentos explosivos no preço dos imóveis ocorreram. Os resultados foram obtidos por meio de uma metodologia recursiva de testes de raiz unitária, os testes SADF e GSADF propostos por Phillips e co-autores. Foram coletados dados de preços de imóveis para 28 países e seus respectivos índices de preços ao consumidor. Os resultados obtidos apontaram a existência de comportamentos explosivos em aproximadamente 90% das séries analisadas. / This study aims to empirically analyze the existence of real estate bubbles around the world and to identify when these explosive behavior in real estate prices occurred. The results were obtained through a recursive methodology of unit root tests, the SADF and GSADF tests proposed by Phillips and co-authors. Real estate price data were collected for 28 countries and their respective consumer price indexes. The results obtained indicate the existence of explosive behavior in about 90% of the analyzed series.
| Identifer | oai:union.ndltd.org:IBICT/oai:bibliotecadigital.fgv.br:10438/24764 |
| Date | 10 August 2018 |
| Creators | Barbosa, Guilherme Valentim |
| Contributors | Sanvicente, Antonio Zoratto, Kayo, Eduardo Kazuo, Escolas::EESP, Marçal, Emerson Fernandes |
| Source Sets | IBICT Brazilian ETDs |
| Language | Portuguese |
| Detected Language | Portuguese |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Source | reponame:Repositório Institucional do FGV, instname:Fundação Getulio Vargas, instacron:FGV |
| Rights | info:eu-repo/semantics/openAccess |
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