Real Time Monitoring of Asset Markets: Bubbles and Crisis

ADF | Estimate the ADF statistic |

ADFres | Estimate the ADF model under the null |

cvPSYmc | Simulate the finite sample critical values for the PSY test. |

cvPSYwmboot | Conduct the new composite bootstrapping for the PSY test. |

disp | Generate a table with identified bubble/crisis periods |

locate | Locate bubble/crisis periods |

pipe | Pipe operator |

PSY | Estimate PSY's BSADF sequence of test statistics |

psymonitor-package | psymonitor: Real Time Monitoring of Asset Markets: Bubbles... |

snp | S&P 500 price to dividend ratio |

spread | Credit risk in the European sovereign sector |

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