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Avoiding the pitfalls : Can regime-switching tests reliably detcet bubbles?

Van Norden, Simon (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001769693

Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?

Norden, Simon van; Vigfusson, Robert - In: Studies in Nonlinear Dynamics & Econometrics 3 (1998) 1, pp. 1-22

Our paper uses simulation methods to examine the size and power of regime-switching tests for bubbles. We find that even with several hundred observations, the tests show sometimes considerable size distortion. This distortion makes the tests conservative; they understate the significance of the...

Persistent link: https://www.econbiz.de/10005046486

Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?

Norden, Simon van; Vigfusson, Robert - In: Studies in Nonlinear Dynamics & Econometrics 3 (2007) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10004966237

Avoiding the pitfalls : Can regime-switching tests reliably detcet bubbles?

Norden, Simon van; Vigfusson, Robert - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009949723

Why are initial estimates of productivity growth so unreliable?

Jacobs, Jan; Van Norden, Simon - In: Journal of macroeconomics 47 (2016), pp. 200-213

Persistent link: https://www.econbiz.de/10011707607

Fiscal forecasts at the FOMC : evidence from the Greenbooks

Croushore, Dean Darrell; Van Norden, Simon - In: The review of economics and statistics 100 (2018) 5, pp. 933-945

Persistent link: https://www.econbiz.de/10011960000

Fiscal surprises at the FOMC

Croushore, Dean Darrell; Van Norden, Simon - In: International journal of forecasting 35 (2019) 4, pp. 1583-1595

Persistent link: https://www.econbiz.de/10012305466

Asymmetry in unemployment rate forecast errors

Galbraith, John W.; Van Norden, Simon - In: International journal of forecasting 35 (2019) 4, pp. 1613-1626

Persistent link: https://www.econbiz.de/10012305496

The reliability of inflation forecasts based on output gap estimates in real time

Orphanides, Athanasios - 2005

Persistent link: https://www.econbiz.de/10013424565

Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach.

Vigfusson, Robert - In: International Journal of Finance & Economics 2 (1997) 4, pp. 291-305

Since the early 1980s, models based on economic fundamentals have been poor at explaining the movements in the exchange rate (Messe, 1990). In response to this problem, Frankel and Froot (1988) developed a model where two approaches are used to forecast the exchange rate. The fundamentalist...

Persistent link: https://www.econbiz.de/10005504172