Search Results - subject:"right-tailed unit root testing"

Testing Explosive Bubbles with Time-Varying Volatility: The Case of the Spanish Public Debt, 1850-2021

Esteve García, Vicente; Prats, María A. - 2022

This paper analyzes the dynamics of the Spanish public debt-GDP ratio during the period 1850-2021. We use recent procedures to test for explosive bubbles under the presence of time-varying volatility (Harvey, Leybourne, Sollis and Taylor, 2016; Harvey, Leybourne and Zu, 2019, 2020; Kurozumi, Skorobotov...

Persistent link: https://www.econbiz.de/10015070675

Testing explosive bubbles with time-varying volatility : the case of the Spanish public debt, 1850-2021

Esteve García, Vicente; Prats, María A. - 2022

Persistent link: https://www.econbiz.de/10015069806

Time-transformed test for bubbles under non-stationary volatility

Kurozumi, Eiji; Skrobotov, Anton; Tsarev, Alexey - In: Journal of financial econometrics 21 (2023) 4, pp. 1282-1307

Persistent link: https://www.econbiz.de/10014391459

Testing explosive bubbles with time-varying volatility : the case of Spanish public debt

Esteve García, Vicente; Prats, María A. - In: Finance research letters 51 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014304848

Testing explosive bubbles with time-varying volatility

Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric reviews 38 (2019) 10, pp. 1131-1151

Persistent link: https://www.econbiz.de/10012181398

Tests for an end-of-sample bubble in financial time series

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666

Persistent link: https://www.econbiz.de/10011795312

Tests for explosive financial bubbles in the presence of non-stationary volatility

Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574

Persistent link: https://www.econbiz.de/10011663370