This repository hosts the code conducting bubble testing based on Phillips, Shi and Yu (2015) and the MultipleBubbles package. A brief note will be included.
The result can be presented in the following way (this example uses weekly S&P 500 price index data):
Phillips, P. C., Shi, S., & Yu, J. (2015). Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500. International Economic Review, 56(4), 1043-1078.
Pedro Araujo Gustavo Lacerda, Peter C.B. Phillips, Shu-Ping Shi (2018), MultipleBubbles: Test and Detection of Explosive Behaviors for Time Series, R package version 0.1.0, https://CRAN.R-project.org/package=MultipleBubbles