On Testing for Self-Fulfilling Speculative Price Bubbles

Forecasting Economic Time Series

2000 • 1,898 citations

The Present-Value Relation: Tests Based on Implied Variance Bounds

1981 • 1,402 citations

On the Possibility of Speculation under Rational Expectations

1982 • 971 citations

Market Fundamentals versus Price-Level Bubbles: The First Tests

1980 • 539 citations

Speculative bubbles, crashes and rational expectations

1979 • 532 citations

Bubbles, Rational Expectations and Financial Markets

1982 • 384 citations

The ‘peso problem’ in testing the efficiency of forward exchange markets

1980 • 315 citations

Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?

1986 • 268 citations

The observable implications of self-fulfilling expectations

1985 • 262 citations

Floating Exchange Rates: Experience and Prospects

1985 • 253 citations

Ruling out divergent speculative bubbles

1986 • 129 citations

Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation

1982 • 110 citations

Multi-country tests for price level bubbles

1984 • 43 citations

On the equivalence of solutions in rational expectations models

1983 • 39 citations

Inflation and Currency Reform

1985 • 24 citations

Bursting bubbles

1984 • 16 citations

The Impossibility of Rational Bubbles

1985 • 6 citations

Ruling Out Nonstationary Speculative Bubbles

1985 • 4 citations