24-036/III - A Novel Test for the Presence of Local Explosive Dynamics

  • Authors
    F. Blasques, Vrije Universiteit Amsterdam; S.J. Koopman, Vrije Universiteit Amsterdam; G. Mingoli, Vrije Universiteit Amsterdam; S. Telg, Vrije Universiteit Amsterdam
  • Publication date
    May 30, 2024
  • Keywords
    noncausality, bubbles, testing, date-stamping, risk assessment
  • JEL
    C22, E31, E37
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