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Rtadf: Testing for Bubbles with EViews

Citations

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Cited by:

  1. Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
  2. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
  3. Caspi, Itamar & Graham, Meital, 2018. "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, vol. 26(C), pages 89-94.
  4. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
  5. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018. "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, vol. 70(C), pages 582-587.
  6. Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2020. "A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns," JRFM, MDPI, vol. 13(2), pages 1-10, February.
  7. Verena Monschang & Bernd Wilfling, 2021. "Sup-ADF-style bubble-detection methods under test," Empirical Economics, Springer, vol. 61(1), pages 145-172, July.
  8. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers 15-04, Eastern Mediterranean University, Department of Economics.
  9. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2019. "Property heterogeneity and convergence club formation among local house prices," Journal of Housing Economics, Elsevier, vol. 43(C), pages 1-13.
  10. Giulio Cifarelli and Paolo Paesani, 2021. "Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
  11. Zhenxi Chen & Stefan Reitz, 2020. "Dynamics of the European sovereign bonds and the identification of crisis periods," Empirical Economics, Springer, vol. 58(6), pages 2761-2781, June.
  12. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018. "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-33.
  13. Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018. "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, vol. 76(C), pages 495-503.
  14. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers 201445, University of Pretoria, Department of Economics.
  15. Prüser, Jan & Schmidt, Torsten, 2020. "Regional composition of national house price cycles in the US," Ruhr Economic Papers 853, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  16. Laurie Binge & Willem H Boshoff, 2016. "Modelling South African Art Prices: An analysis of post-2000 price behaviour," Working Papers 18/2016, Stellenbosch University, Department of Economics.
  17. Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.
  18. Coskun Yener & Jadevicius Arvydas, 2017. "Is there a Housing Bubble in Turkey?," Real Estate Management and Valuation, Sciendo, vol. 25(1), pages 48-73, March.
  19. Pedro Antonio Martin-Cervantes & Salvador Cruz-Rambaud, 2020. "Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches," Economics Bulletin, AccessEcon, vol. 40(2), pages 1475-1485.
  20. Christos Floros & Georgios Galyfianakis, 2020. "Bubbles in Crude Oil and Commodity Energy Index: New Evidence," Energies, MDPI, vol. 13(24), pages 1-11, December.
  21. Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.
  22. Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016. "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(4), pages 646-660, September.
  23. Itamar Caspi, 2015. "Testing for a Housing Bubble at the National and Regional Level: The Case of Israel," Bank of Israel Working Papers 2015.05, Bank of Israel.
  24. Nicole Storp & Tobias Kordsmeyer, 2019. "Zeitreihenanalyse zu den Target-Forderungen der Deutschen Bundesbank und mögliche Zusammenhänge mit der expansiven Geldpolitik der EZB," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 72(06), pages 26-28, March.
  25. Jeanne Diesteldorf & Sarah Meyer & Jan Voelzke, 2016. "New evidence for explosive behavior of commodity prices," CQE Working Papers 5016, Center for Quantitative Economics (CQE), University of Muenster.
  26. Caramugan, Karlo Martin & Bayacag, Purisima, 2016. "Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller," MPRA Paper 74807, University Library of Munich, Germany.
  27. Thomas Theobald & Silke Tober & Ruben Tarne, 2020. "Makroprudenzielle Politik: Kurzfristig expansiv bleiben, mittelfristig straffen," IMK Report 162-2020, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  28. Bago, Jean-Louis & Souratié, Wamadini M. & Ouédraogo, Moussa & Ouédraogo, Ernest & Dembélé, Alou, 2019. "Financial Bubbles : New Evidence from South Africa’s Stock Market," MPRA Paper 95685, University Library of Munich, Germany.
  29. Hu, Yang & Oxley, Les, 2018. "Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?," Economics Letters, Elsevier, vol. 162(C), pages 131-134.
  30. Mikhail Stolbov, 2019. "Was there a bubble in the ICO market?," Economics Bulletin, AccessEcon, vol. 39(4), pages 2448-2456.
  31. Durmuş Çağrı Yıldırım & Seda Yıldırım & Seyfettin Erdoğan & Işıl Demirtaş & Gualter Couto & Rui Alexandre Castanho, 2021. "Time-Varying Convergences of Environmental Footprint Levels between European Countries," Energies, MDPI, vol. 14(7), pages 1-15, March.
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