Ahmed, Ehsan; Rosser, J. Barkley; Uppal, Jamshed Y. - In: Journal of Post Keynesian Economics 36 (2014) 3, pp. 415-438
Daily price movements of seventeen commodities are tested for the possible presence of nonlinear speculative bubbles during 1991-2012. A VAR model for logarithmic first differences of each is estimated with one-year Treasury bill rates, U.S. dollar value, a world stock market index, and an...