On testing for bubbles during hyperinflations
Year of publication: |
2024
|
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Authors: | Morita, Rubens ; Psaradakis, Zacharias G. ; Sola, Martin ; Yunis, Patricio |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 28.2024, 1, p. 25-37
|
Subject: | bootstrap | bubbles | explosiveness | Markov-switching autoregressive model | unit-root test | Spekulationsblase | Bubbles | Hyperinflation | Einheitswurzeltest | Unit root test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Schätzung | Estimation | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test | Börsenkurs | Share price |
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