Testing for Rational Bubbles in a Coexplosive Vector Autoregression

Econometrics Journal - United Kingdom
doi 10.1111/j.1368-423x.2012.00369.x
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Oxford University Press (OUP)

Related search

Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach

Journal of International Financial Markets, Institutions and Money
EconomicsEconometricsFinance
2016English

Historical Decompositions for Nonlinear Vector Autoregression Models

SSRN Electronic Journal
2017English

Estimation of Panel Vector Autoregression in Stata

Stata Journal
Mathematics
2016English

Trygve Haavelmo’s Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression

Econometric Theory
EconomicsEconometricsSocial Sciences
2014English

Bubbles, Rational Expectations and Financial Markets

1982English

Modelling Trends of Climatic Variability and Malaria in Ghana Using Vector Autoregression

Malaria Research and Treatment
EpidemiologyInfectious Diseases
2018English

Probabilistic Sustainability of Public Debt: A Vector Autoregression Approach for Brazil, Mexico, and Turkey

IMF Staff Papers
2008English

Rational Land and Housing Bubbles in Infinite-Horizon Economies

Sunspots and Non-Linear Dynamics
2016English

Testing for Bubbles in Housing Markets : New Results Using a New Method

2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy