PITFALLS IN TESTING FOR EXPLOSIVE BUBBLES IN ASSET PRICES

[1] A NEW APPROACH TO DECOMPOSITION OF ECONOMIC TIME-SERIES INTO PERMANENT AND TRANSITORY COMPONENTS WITH PARTICULAR ATTENTION TO MEASUREMENT OF THE BUSINESS-CYCLE [J]. JOURNAL OF MONETARY ECONOMICS, 1981, 7 (02) : 151 - 174

[2] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[3] Blanchard O., 1982, CRISES EC FINANCIAL, P295

[4] THE SOLUTION OF LINEAR DIFFERENCE MODELS UNDER RATIONAL-EXPECTATIONS [J]. ECONOMETRICA, 1980, 48 (05) : 1305 - 1311

[5] SPECULATIVE BUBBLES, CRASHES AND RATIONAL-EXPECTATIONS [J]. ECONOMICS LETTERS, 1979, 3 (04) : 387 - 389

[6] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[7] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) : 1062 - 1088

[8] RATIONAL INFLATIONARY BUBBLES [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 21 (01) : 35 - 46

[9] THE THEORY OF RATIONAL BUBBLES IN STOCK-PRICES [J]. ECONOMIC JOURNAL, 1988, 98 (392) : 746 - 754

[10] DIBA BT, 1988, AM ECON REV, V78, P520

[1] A NEW APPROACH TO DECOMPOSITION OF ECONOMIC TIME-SERIES INTO PERMANENT AND TRANSITORY COMPONENTS WITH PARTICULAR ATTENTION TO MEASUREMENT OF THE BUSINESS-CYCLE [J]. JOURNAL OF MONETARY ECONOMICS, 1981, 7 (02) : 151 - 174

[2] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[3] Blanchard O., 1982, CRISES EC FINANCIAL, P295

[4] THE SOLUTION OF LINEAR DIFFERENCE MODELS UNDER RATIONAL-EXPECTATIONS [J]. ECONOMETRICA, 1980, 48 (05) : 1305 - 1311

[5] SPECULATIVE BUBBLES, CRASHES AND RATIONAL-EXPECTATIONS [J]. ECONOMICS LETTERS, 1979, 3 (04) : 387 - 389

[6] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[7] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) : 1062 - 1088

[8] RATIONAL INFLATIONARY BUBBLES [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 21 (01) : 35 - 46

[9] THE THEORY OF RATIONAL BUBBLES IN STOCK-PRICES [J]. ECONOMIC JOURNAL, 1988, 98 (392) : 746 - 754

[10] DIBA BT, 1988, AM ECON REV, V78, P520