Are we in a bubble? A simple time-series-based diagnostic
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- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Research Discussion Papers 27/2016, Bank of Finland.
- Timo Virtanen & Eero Tölö & Matti Virén & Katja Taipalus, 2017. "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series 45, European Systemic Risk Board.
More about this item
Keywordsacceleration; growth; speculative bubbles; test;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-01-17 (All new papers)
- NEP-ETS-2014-01-17 (Econometric Time Series)
- NEP-URE-2014-01-17 (Urban & Real Estate Economics)
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