Testing for rational bubbles with exogenous or endogenous fundamentals : The German hyperinflation once more
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 24 (1989)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/inca/505566
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- Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, School of Economics and Management, University of Aarhus.
- Mark A. Hooker, 1997. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Finance and Economics Discussion Series 1997-49, Board of Governors of the Federal Reserve System (U.S.).
- Fernando de Holanda Barbosa & Tito Nícias Teixeira da Silva Filho, 2008. "Testing Hyperinflation Theories Using the Inflation Tax Curve: A Case Study," Working Papers Series 166, Central Bank of Brazil, Research Department.
- Hooker, Mark A., 2000. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 583-600, August.
- Raul Anibal Feliz & John H. Welch, 1992. "Cointegration and tests of a classical model of inflation in Argentina, Bolivia, Brazil, Mexico, And Peru," Research Paper 9210, Federal Reserve Bank of Dallas.
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