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Gold bubbles : when are they most likely to occur?
Zhao, Yanping; Chang, Hsu-Ling; Su, Chi-Wei; Nian, Rui - In: Japan and the world economy : international journal of … 34/35 (2015), pp. 17-23
Persistent link: https://www.econbiz.de/10011572878
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Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 14 (1999) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
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Bubbles or Volatility : A Markov-Switching Unit Root Test with Regime-Varying Error Variance
Shi, Shuping - 2011
proposed by Hall, Psaradakis and Sola (1999) may result in the misjudgement of bubbles. Upon relaxing this assumption to allow … instead of observing bubbles in these two series as in Hall, Psaradakis and Sola (1999) …
Persistent link: https://www.econbiz.de/10014177633
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Episodes of exuberance in housing markets : in search of the smoking gun
Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - 2014
Persistent link: https://www.econbiz.de/10012171436
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A review of Phillips-type right-tailed unit root bubble detection tests
Hu, Yang - In: Journal of economic surveys 37 (2023) 1, pp. 141-158
Persistent link: https://www.econbiz.de/10014287809
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Rethinking the relationship between housing prices and inflation : new evidence from 29 large cities in China
Tang, Jianli; Ye, Kunhui; Qian, Yan - In: International journal of strategic property management 23 (2019) 3, pp. 142-152
Persistent link: https://www.econbiz.de/10013414615
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Disentangling the source of non-stationarity in a panel of seasonal data
Hsu, Shih-hsun - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437839
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The uncertain unit root in GDP and CPI : a wavelet-based perspective
Caraiani, Petre - In: Applied economics letters 20 (2013) 1/3, pp. 297-299
Persistent link: https://www.econbiz.de/10009702923
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Long-run analysis on convergence of Japanese local price levels : a pairwise approach
Ikeno, Hidehiro - In: Economic modelling 42 (2014), pp. 390-397
Persistent link: https://www.econbiz.de/10010478080
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Pairwise tests of convergence of Japanese local price levels
Ikeno, Hidehiro - In: International review of economics & finance : IREF 31 (2014), pp. 232-248
Persistent link: https://www.econbiz.de/10010490420