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On Testing for Self-fulfilling Speculative Price Bubbles

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  • Hamilton, James D

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  • Hamilton, James D, 1986. "On Testing for Self-fulfilling Speculative Price Bubbles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(3), pages 545-552, October.
  • Handle: RePEc:ier:iecrev:v:27:y:1986:i:3:p:545-52
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    Cited by:

    1. Refet S. Gürkaynak, 2008. "Econometric Tests Of Asset Price Bubbles: Taking Stock ," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 166-186, February.
    2. Drobyshevsky Sergey & Narkevich Sergey & E. Pikulina & D. Polevoy, 2009. "Analysis Of a Possible Bubble On the Russian Real Estate Market," Research Paper Series, Gaidar Institute for Economic Policy, issue 128.
    3. Vyacheslav Mikhed & Petr Zemčík, 2009. "Testing for Bubbles in Housing Markets: A Panel Data Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 38(4), pages 366-386, May.
    4. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland, number 2012_047, November.
    5. Ozan Hatipoglu & Onur Uyar, 2012. "Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S5), pages 64-75, November.
    6. Rappoport, Peter & White, Eugene N., 1993. "Was There a Bubble in the 1929 Stock Market?," The Journal of Economic History, Cambridge University Press, vol. 53(03), pages 549-574, September.
    7. José Francisco Bellod Redondo, 2011. "Detección de burbujas inmobiliarias: el caso español," Contribuciones a la Economía, Grupo Eumed.net (Universidad de Málaga), issue 2011-05, May.
    8. Munir Quddus & Charles Becker, 2000. "Speculative Price Bubbles in the Rice Market and the 1974 Bangladesh Famine," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 25(2), pages 155-175, December.
    9. repec:agr:journl:v:4(605):y:2015:i:4(605):p:275-290 is not listed on IDEAS
    10. Alberto Madrid & Luis A. Hierro, 2015. "Burbujas especulativas: el estado de una cuestión poco estudiada," Cuadernos de Economía - Spanish Journal of Economics and Finance, ELSEVIER, vol. 38(108), pages 123-138, Septiembr.
    11. Itamar Caspi, 2016. "Testing for a housing bubble at the national and regional level: the case of Israel," Empirical Economics, Springer, vol. 51(2), pages 483-516, September.
    12. Grossman, Herschel I., 1991. "Monetary economics : A review essay," Journal of Monetary Economics, Elsevier, vol. 28(2), pages 323-345, October.
    13. Eugene N. White & Peter Rappoport, 1994. "The New York Stock Market in the 1920s and 1930s: Did Stock Prices Move Together Too Much?," NBER Working Papers 4627, National Bureau of Economic Research, Inc.
    14. Hans Joachim Voth, 2000. "With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression," Economics Working Papers 516, Department of Economics and Business, Universitat Pompeu Fabra.
    15. Voth, Hans-Joachim, 2002. "Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period," CEPR Discussion Papers 3254, C.E.P.R. Discussion Papers.
    16. He, Qing & Qian, Zongxin & Fei, Zhe & Chong, Terence Tai Leung, 2016. "Do Speculative Bubbles Migrate in the Chinese Stock Market?," MPRA Paper 80575, University Library of Munich, Germany.
    17. Su-Ling TSAI & Hsien-Hung KUNG & Kai-yin Allison HAGA, 2015. "Testing for Multiple Bubbles in the 35 Large and Medium Cities of Real Estate Price in China," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(605), W), pages 275-290, Winter.
    18. Hing Chan & Kai Woo, 2006. "Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(2), pages 169-185, June.
    19. Ozan Hatipoglu & Onur Uyar, 2012. "Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(S5), pages 64-75, November.
    20. Taipalus, Katja, 2006. "Bubbles in the Finnish and US equities markets," Scientific Monographs, Bank of Finland, number 35/2006, November.

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