Robinson Dettoni

  • Generalized Link-Based Additive Survival Models with Informative Censoring

    • Autor: Robinson Dettoni, Giampiero Marra & Rosalba Radice
    • Fecha Publicacion: March 2020
    • Revista: Journal of Computational and Graphical Statistics
    • URL: Visitar sitio

  • Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile

    • Autor: Luis Alberiko, Gil-Alanaa, Robinson Dettoni, Rodrigo Costamagna, Mario Valenzuela
    • Fecha Publicacion: October 2019
    • Revista: Research in International Business and Finance Volume 49
    • URL: Visitar sitio

    Abstract:

    In this paper we study the presence of rational bubbles in the IGP and IAR real housing stock indexes of Chile during the period 2003:01 to 2016:03 using a methodology based on fractionally integrated and cointegrated processes. Our findings suggest strong evidence in favour of bubbles in the Chilean housing stock market when no breaks are taken into account. Testing for structural breaks, three break dates are detected at 2007, 2011 and 2014, and the same evidence in favour of bubbles holds. This can be explained by the high level of debt of the Chilean people.

  • Robinson Dettoni Hidalgo

    • Jerarquía: Profesor Jornada Completa
    • Áreas de Interés: Microeconomía, Inferencia Estadística, Econometría.
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    Director Magíster en Economía Financiera
    Profesor Asociado
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