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On Testing for Self-Fulfilling Speculative Price Bubbles
16 references·3 citing·46 second hop
On Testing for Self-Fulfilling Speculative Price Bubbles (1986)On Testing for Self-Fulfilling Speculativ…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…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…On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)On the Limitations of Governm…Floating Exchange Rates: Experience and Prospects (1985)Floating Exchange Rates: Expe…Rational Bubbles in the Price of Gold (1984)Rational Bubbles in the Price…Multi-country tests for price level bubbles (1984)Multi-country tests for price…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…Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation (1982)Kalman filtering estimation o…The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…The ‘peso problem’ in testing the efficiency of forward exchange markets (1980)The ‘peso problem’ in testing…Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Market Fundamentals versus Pr…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Speculative bubbles, crashes and rational expectations (1979)Speculative bubbles, crashes …Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets (2012)Do Bubbles Spill Over? Estima…Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach (2006)Bubbles detection for inter-w…Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets (2002)Price Bubbles Sans Dividend A…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Optimum Growth in an Aggregative Model of Capital Accumulation (1965)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Sustainability of Government Deficits: Implications of the Present-Value Borrowing Constraint (1989)IS THE BUDGET DEFICIT “TOO LARGE?” (1991)Excessive Deficits: Sense and Nonsense in the Treaty of Maastricht (1993)The monetary dynamics of hyperinflation (1956)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence (1983)13 Financial applications of stable distributions (1996)Perspectives on the recent currency crisis literature (1999)Asset Prices in an Exchange Economy (1978)Efficient Capital Markets: II (1991)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84 (1986)Detecting periodically collapsing bubbles: a Markov-switching unit root test (1999)Specification Tests in Econometrics (1978)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 Theory of Rational Bubbles in Stock Prices (1988)On Testing for Speculative Bubbles (1990)CRASHES AS CRITICAL POINTS (2000)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)
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References

  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 1982On the Possibility of Speculation under Rational Expectations959 cited
  • 1985On the Limitations of Government Borrowing: A Framework for Empirical Testing954 cited
  • 1980Market Fundamentals versus Price-Level Bubbles: The First Tests544 cited
  • 1979Speculative bubbles, crashes and rational expectations529 cited
  • 1980The ‘peso problem’ in testing the efficiency of forward exchange markets312 cited
  • 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited
  • 1985The observable implications of self-fulfilling expectations256 cited
  • 1982Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out?253 cited
  • 1985Floating Exchange Rates: Experience and Prospects248 cited
  • 1986Ruling out divergent speculative bubbles146 cited
  • 1982Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation111 cited
  • 1984Rational Bubbles in the Price of Gold

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98 cited
  • 1984Multi-country tests for price level bubbles40 cited
  • Cited by

    • 2012Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets28 cited
    • 2002Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets27 cited
    • 2006Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach18 cited