Abreu, D. & Brunnermeier, M.K. (2003) Bubbles and crashes. Econometrica 71, 173–204.
Akerlof, G.A. & Shiller, R.J. (2009) Animal Spirits: How Human Psychology Drives the Economy and Why it Matters for Global Capitalism. Princeton University Press.
Bohl, M.T., Kaufmann, P., & Stephan, P.M. (2013) From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks. Energy Economics 37, 40–51.
Blanchard, O.J. (1979) Speculative bubbles, crashes and rational expectations. Economics Letters 3(4), 387–389.
Chen, X. & Funke, M. (2013) Real-time warning signs of emerging and collapsing Chinese house price bubbles. National Institute Economic Review 223(1), R39–R48.
Das, S., Gupta, R., & Kanda, P.T. (2011) International articles: Bubbles in south African house prices and their impact on consumption. Journal of Real Estate Literature 19(1), 69–91.
Diba, B.T. & Grossman, H.I. (1988) Explosive rational bubbles in stock prices? The American Economic Review 78, 520–530.
Etienne, X., Irwin, S.H., & Garcia, P. (2013) Bubbles in food commodity markets: Four decades of evidence. Journal of International Money and Finance 97(1), 65–87.
Fantazzini, D. (2016) The oil price crash in 2014/15: Was there a (negative) financial bubble? Energy Policy 96, 383–396.
Gutierrez, L. (2013) Speculative bubbles in agricultural commodity markets. European Review of Agricultural Economics 40(2), 217–238.
Harvey, D.I., Leybourne, S.J., & Sollis, R. (2015) Recursive right-tailed unit root tests for an explosive asset price bubble. Journal of Financial Econometrics 13, 166–187.
Harvey, D.I., Leybourne, S.J., Sollis, R., & Taylor, R.A. (2016) Tests for explosive financial bubbles in the presence of non-stationary volatility. Journal of Empirical Finance 38, 548–574.
Homm, U. & Breitung, J. (2012) Testing for speculative bubbles in stock markets: A comparison of alternative methods. Journal of Financial Econometrics 10(1), 198–231.
Hu, Y. & Oxley, L. (2017a) Exuberance, Bubbles or Froth: Some Historical Results Using Long Run House Data for Amsterdam, Norway, and Paris. Working paper, University of Waikato.
Hu, Y. & Oxley, L. (2017b) Exuberance in Historical Stock Prices During the Mississippi Bubble and South Sea Bubble Episodes. Working paper, University of Waikato.
Huang, W., Zheng, H., & Chia, W.M. (2010) Financial crises and interacting heterogeneous agents. Journal of Economic Dynamics and Control 34(6), 1105–1122.
Li, W. & Xue, H. (2009) A Bayesian’s bubble. The Journal of Finance 64(6), 2665–2701.
Leybourne, S., Kim, T.-H., & Taylor, A.M.R. (2007) Detecting multiple changes in persistence. Studies in Nonlinear Dynamics and Econometrics 11, 1–32.
Meyer, G. (2013) Commodity Booms, Busts and Bubbles, Financial Times, March 25.
Phillips, P.C.B. (1987) Time series regression with a unit root. Econometrica 55(2), 277–301.
Phillips, P.C.B. (2016) Modeling speculative bubbles with diverse investor expectations. Research in Economics 70(3), 375–387.
Phillips, P.C.B. & Magdalinos, T. (2007a) Limit theory for moderate deviations from a unit root. Journal of Econometrics 136(1), 115–130.
Phillips, P.C.B. & Magdalinos, T. (2007b) Limit theory for moderate deviations from unity under weak dependence. In Phillips, G.D.A. & Tzavalis, E. (eds.), The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis, pp. 123–162. Cambridge University Press
Phillips, P.C.B. & Magdalinos, T. (2009) Unit root and cointegrating limit theory when initialization is in the infinite past. Econometric Theory 25, 1682–1715.
Phillips, P.C.B. & Perron, P. (1988) Testing for a unit root in time series regression. Biometrika 75(2), 335–346.
Phillips, P.C., Shi, S., & Yu, J. (2011) Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior. Singapore Management University Economics and Statistics Working Paper Series, No. 22–2011.
Phillips, P.C.B., Shi, S., & Yu, J. (2014) Specification sensitivity in right-tailed unit root testing for explosive behaviour. Oxford Bulletin of Economics and Statistics 76(3), 315–333.
Phillips, P.C.B., Shi, S., & Yu, J. (2015a) Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500. International Economic Review 56(4), 1043–1078.
Phillips, P.C.B., Shi, S., & Yu, J. (2015b) Testing for multiple bubbles: Limit Theory of Real Time Detectors. International Economic Review 56(4), 1079–1134.
Phillips, P.C.B., Wu, Y., & Yu, J. (2011) Explosive behavior in the 1990s NASDAQ: When did exuberance escalate asset values? International Economic Review 52(1), 201–226.
Phillips, P.C.B, & Yu, J. (2011a) Warning Signs of Future Asset Bubbles, The Straits Times, Singapore, April 26.
Phillips, P.C.B. & Yu, J. (2011b) Dating the timeline of financial bubbles during the subprime crisis. Quantitative Economics 2(3), 455–491.
Phillips, P.C.B & Yu, J. (2013) Bubble or Roller Coaster in World Stock Markets, The Business Times, Singapore, June 28.
Rosser, J.B. (2000) From Catastrophe to Chaos: A General Theory of Economic Discontinuities: Mathematics. Microeconomics and Finance, vol. 1. Springer.
Shi, S. & Song, Y. (2012) Identifying speculative bubbles with an in finite hidden Markov model. Journal of Financial Econometrics 14(1), 159–184.
Yiu, M., Yu, J., & Jin, L. (2013) Detecting bubbles in the Hong Kong residential property market: An explosive-pattern approach. Journal of Asian Economics 28(1), 115–124.