The Factors Affecting Credit Bubbles: The Case Of Turkey
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- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
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More about this item
KeywordsBubbles; Sup Test; Explosive Root; Logit Model;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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