Do 18th Century 'Bubbles' Survive the Scrutiny of 21st Century Time Series Econometrics?
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- Hu, Yang & Oxley, Les, 2018. "Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?," Economics Letters, Elsevier, vol. 162(C), pages 131-134.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2019.
"Property heterogeneity and convergence club formation among local house prices,"
Journal of Housing Economics, Elsevier, vol. 43(C), pages 1-13.
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"Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s,"
Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 89-95.
- Yang Hu & Les Oxley, 2017. "Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s," Working Papers in Economics 17/20, University of Waikato.
- Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2020. "Gold as a Financial Instrument," MPRA Paper 102782, University Library of Munich, Germany.
More about this item
Keywordsexuberance; GSADF test; bubble; South Sea Company; Mississippi Company;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- N2 - Economic History - - Financial Markets and Institutions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-HIS-2017-10-08 (Business, Economic & Financial History)
- NEP-ORE-2017-10-08 (Operations Research)
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