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The Role of Copulas in the Housing Crisis

David M. Zimmer

Review of Economics and Statistics, 2012. DOI 10.1162/rest_a_00172

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 successful.

Replications

• Flexible Estimation of Copulas: An Application to the US Housing Crisis, Ho et al. (2015). Outcome recorded: successful. Our replication finds that the application of the nonparametric copula to the same and extended filtered data provides an alternative flexible specification for copulas View paper

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