On testing for bubbles during hyperinflations

DOI10.1515/snde-2022-0014MaRDI QIDQ6645224

Rubens Morita, Martin Sola, Patricio Yunis, Zacharias Psaradakis

Publication date: 28 November 2024

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

zbMATH Keywords

bootstrapbubblesunit-root testexplosivenessMarkov-switching autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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