Predicting the unpredictable: Forecastable bubbles and business cycles under rational expectations
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DOI: 10.5018/economics-ejournal.ja.2012-41
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More about this item
Keywords
rational expectations; efficient markets; financial bubbles; stock markets; booms and crashes; Tobin's q; business cycles; economic rents;All these keywords.
JEL classification:
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Statistics
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