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Market Fundamentals versus Price-Level Bubbles: The First Tests
5 references·16 citing·35 second hop
Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Market Fundamentals versus Price-Level Bu…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION (1977)THE FORWARD EXCHANGE RATE, EX…Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates (1976)Rational Expectations and the…Some International Evidence on Output-Inflation Tradeoffs. (1973)Some International Evidence o…Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Rational Expectations, the Re…Financialization: What It Is and Why It Matters (2013)Financialization: What It Is …Bubbles, Financial Crises, and Systemic Risk (2013)Bubbles, Financial Crises, an…ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (2010)ASSET PRICE BUBBLES IN INCOMP…Allowance price drivers in the first phase of the EU ETS (2009)Allowance price drivers in th…Detecting periodically collapsing bubbles: a Markov-switching unit root test (1999)Detecting periodically collap…Chapter 6 Indeterminacy and sunspots in macroeconomics (1999)Chapter 6 Indeterminacy and s…On Testing for Speculative Bubbles (1990)On Testing for Speculative Bu…Intrinsic Bubbles: The Case of Stock Prices (1989)Intrinsic Bubbles: The Case o…BUBBLES AND FADS IN ASSET PRICES (1989)BUBBLES AND FADS IN ASSET PRI…The Theory of Rational Bubbles in Stock Prices (1988)The Theory of Rational Bubble…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…On non-uniqueness in rational expectations models (1983)On non-uniqueness in rational…Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out? (1982)Speculative Hyperinflations i…On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)On Non-Uniqueness in Rational…Speculative bubbles, crashes and rational expectations (1979)Speculative bubbles, crashes …Theory of the Consumption Function (1957)Rational Expectations and the Theory of Price Movements (1961)The Solution of Linear Difference Models under Rational Expectations (1980)A linear algebraic procedure for solving linear perfect foresight models (1985)Asset Prices in an Exchange Economy (1978)On the Possibility of Speculation under Rational Expectations (1982)Asset Bubbles and Overlapping Generations (1985)Bubbles and Volatility of Stock Prices: Effect of Mimetic Contagion (1991)Expectations and bubbles in asset pricing experiments (2007)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Options, Futures and Other Derivatives (2003)Carbon price drivers: Phase I versus Phase II equilibrium? (2011)“Options, Futures, and Other Derivatives” (2016)Optimal production and carbon emission reduction level under cap-and-trade and low carbon subsidy policies (2017)Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)A Theory of the Consumption Function (1960)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)The Role of Monetary Policy (1995)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Continuous Auctions and Insider Trading (1985)Chapter 13 Consumption-based asset pricing (2003)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)Money and Economic Growth (1965)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Sectoral Shifts and Cyclical Unemployment (1982)Near-Rational Wage and Price Setting and the Long-Run Phillips Curve (2000)CRASHES AS CRITICAL POINTS (2000)Econometric Implications of the Rational Expectations Hypothesis (1980)Dividend Innovations and Stock Price Volatility (1988)The Formation of Expectations, Inflation, and the Phillips Curve (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1973Some International Evidence on Output-Inflation Tradeoffs.2,448 cited
  • 1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment533 cited
  • 1976Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates428 cited
  • 1977THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION269 cited

Cited by

  • 1979Speculative bubbles, crashes and rational expectations529 cited
  • 1981On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective483 cited
  • 2009Allowance price drivers in the first phase of the EU ETS441 cited
  • 1983On non-uniqueness in rational expectations models432 cited
  • 1988The Theory of Rational Bubbles in Stock Prices397 cited
  • 1989Intrinsic Bubbles: The Case of Stock Prices388 cited
  • 1990On Testing for Speculative Bubbles385 cited
  • 2013Bubbles, Financial Crises, and Systemic Risk378 cited
  • 1999Chapter 6 Indeterminacy and sunspots in macroeconomics314 cited
  • 2013Financialization: What It Is and Why It Matters299 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1989BUBBLES AND FADS IN ASSET PRICES294 cited
  • 1985The observable implications of self-fulfilling expectations256 cited
  • 1982Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out?253 cited
  • 1999Detecting periodically collapsing bubbles: a Markov-switching unit root test251 cited
  • 1983Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out?240 cited
  • 2010ASSET PRICE BUBBLES IN INCOMPLETE MARKETS235 cited