Cointegration and tests of a classical model of inflation in Argentina, Bolivia, Brazil, Mexico, And Peru
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Bibliographic InfoPaper provided by Federal Reserve Bank of Dallas in its series Research Paper with number 9210.
Date of creation: 1992
Date of revision:
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- John Y. Campbell & Robert J. Shiller, 1986.
"Cointegration and Tests of Present Value Models,"
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1885, National Bureau of Economic Research, Inc.
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- Campbell, John & Shiller, Robert, 1987. "Cointegration and Tests of Present Value Models," Scholarly Articles 3122490, Harvard University Department of Economics.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Behzad T. Diba & Herschel I. Grossman, 1987.
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87-20, Federal Reserve Bank of Philadelphia.
- Casella, Alessandra, 1989. "Testing for rational bubbles with exogenous or endogenous fundamentals : The German hyperinflation once more," Journal of Monetary Economics, Elsevier, vol. 24(1), pages 109-122, July.
- Hamilton, James D. & Whiteman, Charles H., 1985. "The observable implications of self-fulfilling expectations," Journal of Monetary Economics, Elsevier, vol. 16(3), pages 353-373, November.
- Rudiger Dornbusch & Sebastian Edwards, 1989. "Macroeconomic Populism in Latin America," NBER Working Papers 2986, National Bureau of Economic Research, Inc.
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