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A heterogenous agent foundation for tests of asset price bubbles
Arora, Vipin; Shi, Shuping - 2013
Persistent link: https://www.econbiz.de/10009773729
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An application of models of speculative behaviour to oil prices
Shi, Shuping; Arora, Vipin - 2011
We estimate three different models of speculative behaviour using oil price data. There are two major results: (i) The three-regime model of Brooks and Katsaris (2005) and a three-regime variant of van Norden and Schaller (2002) fit the oil price data reasonably well; and (ii) Both models show...
Persistent link: https://www.econbiz.de/10009153468
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Speculative bubbles or market fundamentals? : an investigation of US regional housing markets
Shi, Shuping - 2016
Persistent link: https://www.econbiz.de/10011756196
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Diagnosing housing fever with an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - 2020
Persistent link: https://www.econbiz.de/10012225185
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Asset arbitrage and the price of oil
Arora, Vipin; Tyers, Rodney - 2011
Persistent link: https://www.econbiz.de/10009405791
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Oil price dynamics in a real business cycle model
Arora, Vipin; Gomis-Porqueras, Pedro - 2011
Persistent link: https://www.econbiz.de/10009405807
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US natural gas exports and their global impacts
Arora, Vipin; Cai, Yiyong - 2014
Persistent link: https://www.econbiz.de/10010348812
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Reconstructing the savings glut : the global implications of Asian excess saving
Arora, Vipin; Tyers, Rodney; Zhang, Ying - 2014
Persistent link: https://www.econbiz.de/10010348814
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Disaggregating electricity generation technologies in CGE models
Arora, Vipin; Cai, Yiyong - 2014
Persistent link: https://www.econbiz.de/10011341986