Testing the currency-substitution model under the German hyperinflation
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Bibliographic InfoArticle provided by Springer in its journal Journal of Economics Zeitschrift für Nationalökonomie.
Volume (Year): 70 (1999)
Issue (Month): 1 (February)
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Web page: http://www.springerlink.com/link.asp?id=108909
currency substitution; expectation; structural time-series modeling; German hyperinflation; C12; C52; E31;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- 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.
- Moosa, Imad A., 2000. "A structural time series test of the monetary model of exchange rates under the German hyperinflation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 213-223, June.
- Imad A. Moosa, 2004. "What Is Wrong with Market-Based Forecasting of Exchange Rates?," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(2), pages 107-121, August.
- Tawadros, George B., 2008. "A structural time series test of the monetary model of exchange rates under four big inflations," Economic Modelling, Elsevier, vol. 25(6), pages 1216-1224, November.
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