Showing 1 - 10 of 75
Persistent link: https://www.econbiz.de/10003726244
Persistent link: https://www.econbiz.de/10003647580
Persistent link: https://www.econbiz.de/10003483216
Persistent link: https://www.econbiz.de/10003813089
Persistent link: https://www.econbiz.de/10009233885
Persistent link: https://www.econbiz.de/10001635107
Persistent link: https://www.econbiz.de/10010192932
Persistent link: https://www.econbiz.de/10011921023
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