On testing for bubbles during hyperinflations
| Year of publication: |
2024
|
|---|---|
| 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 | Bootstrap-Verfahren | Bootstrap approach | Einheitswurzeltest | Unit root test | Theorie | Theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätzung | Estimation | Markov-Kette | Markov chain | Geldmenge | Money supply |
-
Tests for an end-of-sample bubble in financial time series
Astill, Sam, (2017)
-
Detecting bubbles via FDR and FNR based on calibrated p-values
Genoni, Giulia, (2024)
-
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe, (2020)
- More ...
-
Rational bubbles : too many to be true?
Caravello, Tomas E., (2023)
-
Pouzo, Demian, (2016)
-
Multivariate Contemporaneous Threshold Autoregressive Models
Dueker, Michael, (2007)
- More ...