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ANALYSIS OF COEXPLOSIVE PROCESSES
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this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 1973Rational Expectations and the Dynamics of Hyperinflation441 cited
  • 2002A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model367 cited
  • 1977The Demand for Money during Hyperinflations under Rational Expectations: I174 cited
  • 1999Likelihood analysis of seasonal cointegration161 cited
  • 1991The Hyperinflation Model of Money Demand Revisited131 cited
  • 1999Trend stationarity in the I(2) cointegration model126 cited
  • 2009LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS93 cited
  • 1999The Yugoslav Hyperinflation of 1992–1994: Causes, Dynamics, and Money Supply Process54 cited
  • 1987Cagan's Model of Hyperinflation under Rational Expectations52 cited

Cited by

  • 2015Explosive Bubbles in House Prices? Evidence from the OECD Countries148 cited
  • 2012Speculative bubbles in agricultural commodity markets142 cited
  • 2012

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Agricultural price transmission across space and commodities during price bubbles
98 cited
  • 2013Testing for rational bubbles in the US housing market80 cited
  • 2012Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues71 cited
  • 2006Explosive bubbles in the cointegrated VAR model65 cited
  • 2017TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES49 cited
  • 2014Limit theory for an explosive autoregressive process29 cited
  • 2018Detecting periods of exuberance: A look at the role of aggregation with an application to house prices27 cited
  • 2014Times Series: Cointegration27 cited
  • 2019Common Bubble Detection in Large Dimensional Financial Systems22 cited
  • 2018Explosive Asset Price Bubble Detection with Unknown Bubble Length and Initial Condition18 cited
  • 2008Singular vector autoregressions with deterministic terms: Strong consistency and lag order determination18 cited
  • 2004On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank16 cited
  • 2015Rational Speculative Bubbles in the Fine Wine Investment Market6 cited