A Heterogenous Agent Foundation for Tests of Asset Price Bubbles
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References listed on IDEAS
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"Regime Switching as a Test for Exchange Rate Bubbles,"
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KeywordsHeterogenous agents; asset price; bubble; rational; regime switching;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-15 (All new papers)
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