Periodic Reporting for period 1 - NONCAUSALBubble (Noncausal time series models for the forecasting of speculative bubbles)

Exuberant increases in the price of certain goods or financial assets, far beyond what could appear to be a reasonable intrinsic value, are commonly designated as “bubbles”. Such phenomena are not new: the Tulip Mania of the 17th century and the South Sea bubble of 18th...