Available downloads:
raw: Raw Data
gsadf: Generalized sup ADF statistics
bsadf: Backward sup ADF statistic sequence
ihpd_get(symbol = c("raw", "gsadf", "bsadf"), version = NULL, verbose = TRUE)
| 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. |
Returns a tibble in long format.
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.
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.
ihpd_get()#> # A tibble: 4,320 x 6 #> Date country hpi rhpi pdi rpdi #> <date> <chr> <dbl> <dbl> <dbl> <dbl> #> 1 1975-01-01 Australia 7.60 39.1 14.1 72.2 #> 2 1975-04-01 Australia 7.74 38.5 14.4 71.4 #> 3 1975-07-01 Australia 8.04 38.6 14.7 70.6 #> 4 1975-10-01 Australia 8.29 37.7 15.2 69.6 #> 5 1976-01-01 Australia 8.58 37.9 15.5 69.2 #> 6 1976-04-01 Australia 8.83 38.1 15.9 69.5 #> 7 1976-07-01 Australia 9.07 38.3 17.1 71.2 #> 8 1976-10-01 Australia 9.25 37.9 17.4 71.1 #> 9 1977-01-01 Australia 9.48 37.9 17.7 70.7 #> 10 1977-04-01 Australia 9.66 37.7 18.0 70.2 #> # ... with 4,310 more rows