Showing 1 - 10 of 66
Persistent link: https://www.econbiz.de/10014248981
This paper proposes concepts and methods to investigate whether the bubble patterns observed in individual time series are common among them. Having established the conditions under which common bubbles are present within the class of mixed causal-noncausal vector autoregressive models, we...
Persistent link: https://www.econbiz.de/10014281488
Persistent link: https://www.econbiz.de/10011455896
Persistent link: https://www.econbiz.de/10011456434
Persistent link: https://www.econbiz.de/10011474611
Persistent link: https://www.econbiz.de/10011620030
Persistent link: https://www.econbiz.de/10010424835
Persistent link: https://www.econbiz.de/10012243203
Persistent link: https://www.econbiz.de/10011704990
Persistent link: https://www.econbiz.de/10011921023