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Regime switching and exchange rate bubbles

Van Norden, Simon - In: The exchange rate and the economy : [proceedings of a …, (pp. 275-324). 1993

Persistent link: https://www.econbiz.de/10001295379

Regime switching as a test for exchange rate bubbles

Van Norden, Simon - In: Journal of applied econometrics 11 (1996) 3, pp. 219-251

Persistent link: https://www.econbiz.de/10001201937

Regime switching as a test for exchange rate bubbles

Van Norden, Simon - 1993

Persistent link: https://www.econbiz.de/10000860509

Excess volatility and speculative bubbles in the Canadian dollar : real or imagined?

Murray, John D. - 1996

Persistent link: https://www.econbiz.de/10000948649

Avoiding the pitfalls : Can regime-switching tests reliably detcet bubbles?

Van Norden, Simon (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001769693

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

Fads or bubbles?

Schaller, Huntley - 1997

Persistent link: https://www.econbiz.de/10013436651

Avoiding the pitfalls : can regime switching tests detect bubbles?

Van Norden, Simon - 1996

Persistent link: https://www.econbiz.de/10013436653

Avoiding the Pitfalls : Can Regime-Switching Tests Detect Bubbles?

van Norden, Simon; Vigfusson, Robert J. - 1998

Work on testing for bubbles has caused much debate, much of which has focussed on methodology. Monte Carlo simulations reported in Evans (1991) showed that standard tests for unit roots and cointegration frequently reject the presence of bubbles even when such bubbles are present by...

Persistent link: https://www.econbiz.de/10014073209