Asian Crisis

Chen, Yen-Hsiao and Quan, Lianfeng (2013) Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles. Journal of Asset Management, 14 (3). pp. 195-208. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/jam.2013.13)

Five-Year Plan

Chen, Yen-Hsiao, Quan, Lianfeng and Liu, Yang (2013) An empirical investigation on the temporal properties of China's GDP. China Economic Review, 27. pp. 69-81. ISSN 1043-951X (doi:10.1016/j.chieco.2013.07.007)

Japanese asset price bubble

Chen, Yen-Hsiao and Quan, Lianfeng (2013) Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles. Journal of Asset Management, 14 (3). pp. 195-208. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/jam.2013.13)

Output gap

Chen, Yen-Hsiao, Quan, Lianfeng and Liu, Yang (2013) An empirical investigation on the temporal properties of China's GDP. China Economic Review, 27. pp. 69-81. ISSN 1043-951X (doi:10.1016/j.chieco.2013.07.007)

Present value model

Chen, Yen-Hsiao and Quan, Lianfeng (2013) Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles. Journal of Asset Management, 14 (3). pp. 195-208. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/jam.2013.13)

Price-dividend ratio

Chen, Yen-Hsiao and Quan, Lianfeng (2013) Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles. Journal of Asset Management, 14 (3). pp. 195-208. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/jam.2013.13)

State space model

Chen, Yen-Hsiao, Quan, Lianfeng and Liu, Yang (2013) An empirical investigation on the temporal properties of China's GDP. China Economic Review, 27. pp. 69-81. ISSN 1043-951X (doi:10.1016/j.chieco.2013.07.007)

Stationarity

Chen, Yen-Hsiao and Quan, Lianfeng (2013) Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles. Journal of Asset Management, 14 (3). pp. 195-208. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/jam.2013.13)

Structural break

Chen, Yen-Hsiao, Quan, Lianfeng and Liu, Yang (2013) An empirical investigation on the temporal properties of China's GDP. China Economic Review, 27. pp. 69-81. ISSN 1043-951X (doi:10.1016/j.chieco.2013.07.007)

Unobserved components

Chen, Yen-Hsiao, Quan, Lianfeng and Liu, Yang (2013) An empirical investigation on the temporal properties of China's GDP. China Economic Review, 27. pp. 69-81. ISSN 1043-951X (doi:10.1016/j.chieco.2013.07.007)