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On testing for bubbles during hyperinflations

Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10014506885

A cointegration test to verify the housing bubble

Arshanapalli, Bala Gangadhar; Nelson, William - In: The international journal of business and finance … 2 (2008) 2, pp. 35-43

Persistent link: https://www.econbiz.de/10003951986

Smooth transition regime shifts and pil price dynamics

Cifarelli, Giulio - In: Energy economics 38 (2013), pp. 160-167

Persistent link: https://www.econbiz.de/10009764597

Are there bubbles in stock prices? : testing for fundamental shocks

Velinov, Anton; Chen, Wenjuan - 2014

This paper investigates whether there are bubbles in stock prices. We do this using a previously studied structural … tandem with their fundamentals. We therefore find no evidence in favor of stock price bubbles in all the countries invested. …

Persistent link: https://www.econbiz.de/10010349257

Inference for stochastic bubble trend in stock price under the error correction model

Kim, Yun-yeong - In: Asia-Pacific journal of financial studies 43 (2014) 3, pp. 384-406

Persistent link: https://www.econbiz.de/10010408042

Rational bubbles in the stock market : accounting for the US stock-price volatility

Wu, Yangru - In: Economic inquiry : journal of the Western Economic … 35 (1997) 2, pp. 309-319

Persistent link: https://www.econbiz.de/10001221156

A Cointegration Test to Verify the Housing Bubble

Arshanapalli, Bala - 2015

concluded the US experienced a housing bubble. The efficient market theory denies the possibility of a bubble. This paper …

Persistent link: https://www.econbiz.de/10013039155

Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach

Chan, Joshua; Santi, Caterina - In: Journal of economic dynamics & control 127 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10012668503

Detecting housing price bubbles using panel unit roots tests

Korkmaz, Özge - In: Selected topics in applied econometrics, (pp. 87-115). 2019

Persistent link: https://www.econbiz.de/10012286929

Asymmetric adjustment, non-linearity and housing price bubbles : New international evidence

Xie, Zixiong; Chen, Shyh-Wei; Wu, An-Chi - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33

Persistent link: https://www.econbiz.de/10012203800

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