Areal, Francisco J; Balcombe, Kelvin; Rapsomanikis, George - Volkswirtschaftliche Fakultät, … - 2013
a collapse, also known as explosive bubbles (Phillips, Wu and Yu, 2011; Phillips, Shi and Yu, 2012; Gilbert, 2009 … recent generalized sup augmented Dickey-Fuller (GSADF) test for explosive bubbles (Phillips, Shi and Yu, 2012) to monthly … agricultural commodities between 1980-2012. We found price bubbles occurred for some commodities within food markets. …