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Do speculative bubbles migrate in the Chinese stock market?
He, Qing; Qian, Zongxin; Fei, Zhe; Chong, Terence Tai-Leung - In: Empirical economics : a journal of the Institute for … 56 (2019) 2, pp. 735-754
Persistent link: https://www.econbiz.de/10012041660
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Fads or bubbles?
Schaller, Huntley; Van Norden, Simon - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 335-362
Persistent link: https://www.econbiz.de/10001655655
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Speculative price bubbles in urban housing markets
Cholodilin, Konstantin Arkadʹevič; Michelsen, Claus; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1957-1983
Persistent link: https://www.econbiz.de/10011950348
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Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models
Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 617-640
Persistent link: https://www.econbiz.de/10012019348
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Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Haase, Marco; Seiler Zimmermann, Yvonne; Zimmermann, Heinz - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1359-1382
Persistent link: https://www.econbiz.de/10012052196
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Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
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Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity
Grobys, Klaus - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1189-1202
Persistent link: https://www.econbiz.de/10011304126
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Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
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Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001724101
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Forecast accuracy and uncertainty in applied econometrics : a recommendation of specific-to-general predictor selection
Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 41 (2011) 2, pp. 487-510
Persistent link: https://www.econbiz.de/10009305698