Similar Search Results

Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models

Hecq, Alain W. J.; Voisin, Elisa - In: Essays in honor of Joon Y. Park : econometric …, (pp. 209-233). 2023

Persistent link: https://www.econbiz.de/10014315310

Managing housing bubbles in regional economies under EMU : Ireland and Spain

Conefrey, Thomas; FitzGerald, John D. - 2009

With the advent of EMU monetary policy can no longer be used to prevent housing market bubbles in regional economies … turning into bubbles did lasting damage to the two economies, damage that could have been avoided by more appropriate fiscal …

Persistent link: https://www.econbiz.de/10003880512

Inferring fundamental value and crash nonlinearity from bubble calibration

Yan, Wanfeng; Woodard, Ryan; Sornette, Didier - 2010

of new models based on the Johansen-Ledoit-Sornette (JLS) model, which is a flexible tool to detect bubbles and predict … dynamics of a crash after a bubble. We test the models using data from three historical bubbles ending in crashes from … Shanghai Composite index 2009 crash. All results suggest that the new models perform very well in describing bubbles …

Persistent link: https://www.econbiz.de/10008797688

Managing housing bubbles in regional economies under EMU : Ireland and Spain

Conefrey, Thomas; FitzGerald, John D. - In: National Institute economic review 211 (2010), pp. 27-44

Persistent link: https://www.econbiz.de/10008856185

A creepy world

Sornette, Didier; Cauwels, Peter - 2013

Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous...

Persistent link: https://www.econbiz.de/10010257508