Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/BF02761483.pdf
Reference47 articles.
1. Abel, A., R. Dornbusch, J. Huizinga, and A. Marcus. 1979. “Money Demand During Hyperinflation.”Journal of Monetary Economics 5: 97–104.
2. Balke, N. and T. Fomby. 1997. “Threshold Cointegration.”International Economic Review 38: 627–645.
3. Blackburn, K. and M. Sola. 1996. “Market Fundamentals versus Speculative Bubbles: A New Test Applied to the German Hyperinflation.”International Journal of Finance and Economics 1: 303–17.
4. Bohl, M.T. 2003. “Periodically Collapsing Bubbles in the US Stock Market?”International Review of Economics and Finance 12: 385–397.
5. Cagan, P. 1956. “The Monetary Dynamics of Hyperinflation.” In M. Friedman (eds.),Studies in the Quantity Theory of Money. Chicago: University of Chicago Press.
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