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Rational bubbles and fractional integration
Kruse, Robinson (contributor) - 2008
hypothesis of a rational bubble. -- Fractional integration ; bubbles ; changing persistence …
Persistent link: https://www.econbiz.de/10003672198
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A heterogenous agent foundation for tests of asset price bubbles
Arora, Vipin; Shi, Shuping - 2013
Persistent link: https://www.econbiz.de/10009773729
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Nonlinearities and tests of asset price bubbles
Arora, Vipin; Shi, Shuping - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1421-1433
Persistent link: https://www.econbiz.de/10011481717
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Regime switching and the (in) stability of the price-rent relationship : evidence from the US
Kim, J. R.; Chung, K. - In: Applied economics 46 (2014) 31/33, pp. 4041-4052
Persistent link: https://www.econbiz.de/10010421848
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Testing for structural break in Japanese demand system after the bubble era
Ogura, Manami - In: Structural change and economic dynamics : SC+ED 22 (2011) 3, pp. 277-286
Persistent link: https://www.econbiz.de/10009272058
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Testing for rational bubbles in the presence of structural breaks : evidence from nonstationary panels
Cerqueti, Roy; Costantini, Mauro - In: Journal of banking & finance 35 (2011) 10, pp. 2598-2605
Persistent link: https://www.econbiz.de/10009273280
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A mechanism for booms and busts in housing prices
Hillebrand, Marten; Kikuchi, Tomoo - In: Journal of economic dynamics & control 51 (2015), pp. 204-217
Persistent link: https://www.econbiz.de/10011474389
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Did the bubble burst cause structural breaks in the Japanese economy? : Evidence from 84 manufacturing industries
Fukuda, Kosei - In: Applied economics letters 12 (2005) 6, pp. 369-373
Persistent link: https://www.econbiz.de/10002840740
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Bitcoin – Is it a Bubble? Evidence from Unit Root Tests
Malhotra, Akash - 2017
Bitcoin is a decentralised cryptographic virtual currency scheme based on a peer-to-peer network that has attracted substantial number of users in recent years. In this paper, we investigate reasons behind its success and explosive behaviour in its exchange rates in 2013-14. We debate whether...
Persistent link: https://www.econbiz.de/10012972996
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Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung - In: Journal of econometrics 221 (2021) 1, pp. 277-311
Persistent link: https://www.econbiz.de/10012618836