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Rational inflationary bubbles
16 references·1 citing·39 second hop
Rational inflationary bubbles (1988)Rational inflationary bubblesAsset Prices in a Production Economy (2001)Asset Prices in a Production …Some Evidence of Speculative Bubbles in the Foreign Exchange Markets (1987)Some Evidence of Speculative …Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? (1986)Testing for Bubbles in Exchan…Ruling out divergent speculative bubbles (1986)Ruling out divergent speculat…The observable implications of self-fulfilling expectations (1985)The observable implications o…Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out? (1983)Speculative Hyperinflations i…Crises in the economic and financial structure (1983)Crises in the economic and fi…The Economics of Information and Uncertainty (1982)The Economics of Information …Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out? (1982)Speculative Hyperinflations i…On the Possibility of Speculation under Rational Expectations (1982)On the Possibility of Specula…Duality theory for dynamic optimization models of economics: The continuous time case (1982)Duality theory for dynamic op…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Market Fundamentals versus Pr…Speculative bubbles, crashes and rational expectations (1979)Speculative bubbles, crashes …A simple perfect foresight monetary model (1975)A simple perfect foresight mo…Money and Growth: The Case of Long Run Perfect Foresight (1974)Money and Growth: The Case of…Do Thai stock prices deviate from fundamental values? (2007)Do Thai stock prices deviate …Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Some International Evidence on Output-Inflation Tradeoffs. (1973)Time Series Analysis: Forecasting and Control (1977)On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)Allowance price drivers in the first phase of the EU ETS (2009)Foundations of Economic Analysis. (1948)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Rational Expectations and the Theory of Price Movements (1961)A Difficulty with the Optimum Quantity of Money (1983)The monetary dynamics of hyperinflation (1956)Stock Prices and Social Dynamics (1984)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)The Allocation of Investment in a Dynamic Economy (1967)Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)On non-uniqueness in rational expectations models (1983)Specification Tests in Econometrics (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Famous First Bubbles (1990)Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices (2015)A Random Walk Down Wall Street (1973)Agreeing to Disagree (1976)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Asset Bubbles and Overlapping Generations (1985)Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)The equity premium: A puzzle (1985)Finite state markov-chain approximations to univariate and vector autoregressions (1986)Stock Returns, Expected Returns, and Real Activity (1990)A continuous time equilibrium model of forward prices and futures prices in a multigood economy (1981)Risk premiums in the term structure (1989)The investment manifesto (2013)The Theory of Rational Bubbles in Stock Prices (1988)On Testing for Speculative Bubbles (1990)CRASHES AS CRITICAL POINTS (2000)BUBBLES AND FADS IN ASSET PRICES (1989)Regime switching in stock market returns (1997)Uncertainty, Risk, and the Financial Crisis of 2008 (2014)
this work references cited by second hop

References

  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 1982On the Possibility of Speculation under Rational Expectations959 cited
  • 1982The Economics of Information and Uncertainty861 cited
  • 1980Market Fundamentals versus Price-Level Bubbles: The First Tests544 cited
  • 1979Speculative bubbles, crashes and rational expectations529 cited
  • 1974Money and Growth: The Case of Long Run Perfect Foresight485 cited
  • 1975A simple perfect foresight monetary model278 cited
  • 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited
  • 1983Crises in the economic and financial structure262 cited
  • 2001Asset Prices in a Production Economy258 cited
  • 1985The observable implications of self-fulfilling expectations256 cited
  • 1982Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out?253 cited
  • 1983Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out?240 cited
  • 1982Duality theory for dynamic optimization models of economics: The continuous time case172 cited
  • 1986Ruling out divergent speculative bubbles146 cited
  • 1987

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Some Evidence of Speculative Bubbles in the Foreign Exchange Markets
61 cited

Cited by

  • 2007Do Thai stock prices deviate from fundamental values?27 cited