In this paper the authors set out to date-stamp periods of US housing price explosivity for the period 1830 to 2013. They make use of several robust techniques that allow them to identify such periods by determining when prices start to exhibit explosivity with respect to its past behaviour and when it recedes to long term stable prices. The first technique used is the Generalized supADF (GSADF) test procedure developed by Phillips et al., which allows the recursive identification of multiple periods of price explosivity. The second approach makes use of Robinson’stest statistic (Efficient tests of nonstationary hypotheses, 1994), comparing the null of a unit root process against the alternative of specified orders of fractional integration. The analysis date-stamps several periods of US house price explosivity, allowing the authors to contextualize its historic relevance.