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An alternate method of estimating the Cagan money demand function in hyperinflation under rational expectations

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  • Goodfriend, Marvin S.

Abstract

This paper contains a description and implementation of a new strategy for estimating the Cagan money demand function under rational expectations.

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File URL: http://www.sciencedirect.com/science/article/B6VBW-46HN2H0-4/2/2cbef38dcbc918c728a21d9506f9eb76
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 9 (1982)
Issue (Month): 1 ()
Pages: 43-57

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Handle: RePEc:eee:moneco:v:9:y:1982:i:1:p:43-57

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Web page: http://www.elsevier.com/locate/inca/505566

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References

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  1. Barro, Robert J., 1970. "Inflation, the Payments Period, and the Demand for Money," Scholarly Articles 3451392, Harvard University Department of Economics.
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Citations

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Cited by:
  1. Peter M. Garber & Robert G. King, 1983. "Deep Structral Excavation? A Critique of Euler Equation Methods," NBER Technical Working Papers 0031, National Bureau of Economic Research, Inc.
  2. Chan, Hing Lin & Lee, Shu Kam & Woo, Kai-Yin, 2003. "An empirical investigation of price and exchange rate bubbles during the interwar European hyperinflations," International Review of Economics & Finance, Elsevier, vol. 12(3), pages 327-344.
  3. Topal, yavuz Han, 2013. "On the tracks of Zimbabwe’s Hyperinflation: A Quantitative Investigation," MPRA Paper 56117, University Library of Munich, Germany.
  4. Han, Bing & Hirshleifer, David & Wang, Tracy, 2005. "Investor Overconfidence and the Forward Discount Puzzle," MPRA Paper 6497, University Library of Munich, Germany, revised Dec 2007.
  5. 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.).
  6. Dimitris Georgoutsos & Georgios Kouretas, 2004. "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor & Francis Journals, vol. 14(1), pages 29-41.
  7. Alexei Deviatov & Neil Wallace, 2006. "Estimating a Cagan-type demand function for gold: 1561-1913," Working Papers w0080, Center for Economic and Financial Research (CEFIR).

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