Showing 1 - 10 of 275
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
Persistent link: https://www.econbiz.de/10014551348
Persistent link: https://www.econbiz.de/10014315310
Persistent link: https://www.econbiz.de/10012095483
Persistent link: https://www.econbiz.de/10003726244
Persistent link: https://www.econbiz.de/10003647580
Persistent link: https://www.econbiz.de/10003412143
Persistent link: https://www.econbiz.de/10003483216
Persistent link: https://www.econbiz.de/10003408895