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Explosive Target balances of the German Bundesbank
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Explosive Target balances of the German Bundesbank (2014)Explosive Target balances of the German B…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Testing for Speculative Bubbl…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)ECONOMETRIC TESTS OF ASSET PR…Are stationarity and cointegration restrictions really necessary for the intertemporal budget constraint? (2006)Are stationarity and cointegr…The Sustainability of Fiscal Policy in the United States (2005)The Sustainability of Fiscal …The Behavior of U. S. Public Debt and Deficits (1998)The Behavior of U. S. Public …Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…The Sustainability of Budget Deficits in a Stochastic Economy (1995)The Sustainability of Budget …Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…The Sustainability of Government Deficits: Implications of the Present-Value Borrowing Constraint (1989)The Sustainability of Governm…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Common trends, the government's budget constraint, and revenue smoothing (1988)Common trends, the government…On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)On the Limitations of Governm…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)IS THE BUDGET DEFICIT “TOO LARGE?” (1991)Excessive Deficits: Sense and Nonsense in the Treaty of Maastricht (1993)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Cointegration and Tests of Present Value Models (1987)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Ants, Rationality, and Recruitment (1993)Efficient market hypothesis and forecasting (2003)Dating the timeline of financial bubbles during the subprime crisis (2011)On the Determination of the Public Debt (1979)The American Business Cycle (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Economies (2013)Public debt and growth: Heterogeneity and non-linearity (2015)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Corn Cash Price Forecasting (2020)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for Error Correction in Panel Data* (2007)Generational Accounts: A Meaningful Alternative to Deficit Accounting (1991)Sustainability of the Deficit Process With Structural Shifts (1995)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)
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References

  • 1998The Behavior of U. S. Public Debt and Deficits1,579 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
  • 1985On the Limitations of Government Borrowing: A Framework for Empirical Testing954 cited
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  • 1989The Sustainability of Government Deficits: Implications of the Present-Value Borrowing Constraint510 cited
  • 1988Common trends, the government's budget constraint, and revenue smoothing500 cited
  • 2006Are stationarity and cointegration restrictions really necessary for the intertemporal budget constraint?485 cited
  • 2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK*466 cited
  • 1995The Sustainability of Budget Deficits in a Stochastic Economy459 cited

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  • 2011Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods455 cited
  • 2005The Sustainability of Fiscal Policy in the United States272 cited
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