Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach

Keyphrases

• Hyperinflation 100%
• Interwar 100%
• Bubble Detection 100%
• Threshold Cointegration 100%
• Cointegration Model 100%
• Monte Carlo Simulation 50%
• Regime Shift 50%
• Germany 50%
• Hungary 50%
• Poland 50%
• Great Powers 50%
• Finite Sample 50%
• Residual-based 50%
• Threshold Cointegration Test 50%
• Caner 50%
• Regime-switching Process 50%
• Demand Dynamics 50%
• Stationary Regime 50%
• Periodically Collapsing Bubbles 50%
• Cointegration Test 50%
• Multiple Regimes 50%
• Money Demand 50%

Economics, Econometrics and Finance

• Regime Switching 100%
• Monte Carlo Simulation 100%
• Money Demand 100%