Rational bubbles during Poland's hyperinflation: Implications and empirical evidence
- 1 June 1994
- journal article
- Published by Elsevier in European Economic Review
- Vol. 38 (6) , 1257-1276
- https://doi.org/10.1016/0014-2921(94)90073-6
Abstract
No abstract availableKeywords
All Related Versions
This publication has 22 references indexed in Scilit:
- Tail Estimates of East European Exchange RatesJournal of Business & Economic Statistics, 1992
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive ModelsEconometrica, 1991
- The Hyperinflation Model of Money Demand RevisitedJournal of Money, Credit and Banking, 1991
- COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING1Oxford Bulletin of Economics and Statistics, 1990
- Asymptotic Properties of Residual Based Tests for CointegrationEconometrica, 1990
- The Great Crash, the Oil Price Shock, and the Unit Root HypothesisEconometrica, 1989
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business CycleEconometrica, 1989
- Bubbles, Fads and Stock Price Volatility Tests: A Partial EvaluationThe Journal of Finance, 1988
- A Specification Test for Speculative BubblesThe Quarterly Journal of Economics, 1987
- Market Fundamentals versus Price-Level Bubbles: The First TestsJournal of Political Economy, 1980