Stationary bubble equilibria in rational expectation models-Reference-Cited by-同舟云学术

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Stationary bubble equilibria in rational expectation models

Published:2020-10 Issue:2 Volume:218 Page:714-735
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Gourieroux C.,Jasiak J.,Monfort A.

Funder

ACPR/Risk Foundation : Regulation and Systemic Risks

ERC DYSMOIA

NSERC, Canada

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference89 articles.

1. Resource conservation across generations in a ramsey-chichilnisky model;Asheim;Econom. Theory,2016

2. Detecting mean reversion in real exchange rates from a multiple regime STAR model;Bec;Ann. Econ. Stat.,2010

3. Bubbles and inefficiencies;Bertocchi;Econ. Lett.,1991

4. Speculative bubbles, crashes and rational expectations;Blanchard;Econ. Lett.,1979

5. Lectures on Macroeconomics;Blanchard,1989

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2. Noncausal affine processes with applications to derivative pricing;Mathematical Finance;2023-03-31

3. Noncausal AR-GARCH Model and Its Applications in Asset Pricing;SSRN Electronic Journal;2023

4. Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds;Journal of Business & Economic Statistics;2021-08-25

5. Editors’ Introduction;Journal of Econometrics;2020-10

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