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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- 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.
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3122490, Harvard University Department of Economics.
- John Y. Campbell & Robert J. Shiller, 1988. "Cointegration and Tests of Present Value Models," NBER Working Papers 1885, National Bureau of Economic Research, Inc.
- John Y. Campbell & Robert J. Shiller, 1986. "Cointegration and Tests of Present Value Models," Cowles Foundation Discussion Papers 785, Cowles Foundation for Research in Economics, Yale University.
- 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, 1989.
"Rational Bubbles in Stock Prices?,"
NBER Working Papers
1779, National Bureau of Economic Research, Inc.
- 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.
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