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Cointegration and tests of a classical model of inflation in Argentina, Bolivia, Brazil, Mexico, and Peru

  • Feliz, Raul Anibal
  • Welch, John H.
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    File URL: http://www.sciencedirect.com/science/article/B6VBV-3SWY0V9-P/2/676371c49d79c604e0d0c3e04e9c49ee
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    Article provided by Elsevier in its journal Journal of Development Economics.

    Volume (Year): 52 (1997)
    Issue (Month): 1 (February)
    Pages: 189-219

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    Handle: RePEc:eee:deveco:v:52:y:1997:i:1:p:189-219
    Contact details of provider: Web page: http://www.elsevier.com/locate/devec

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    1. Shiller, Robert & Campbell, John, 1988. "Interpreting Cointegrated Models," Scholarly Articles 3221492, Harvard University Department of Economics.
    2. Campbell, John Y & Shiller, Robert J, 1987. "Cointegration and Tests of Present Value Models," Journal of Political Economy, University of Chicago Press, vol. 95(5), pages 1062-88, October.
    3. Novaes, Ana Dolores, 1993. "Revisiting the inertial inflation hypothesis for Brazil," Journal of Development Economics, Elsevier, vol. 42(1), pages 89-110, October.
    4. Diba, Behzad T & Grossman, Herschel I, 1988. "Explosive Rational Bubbles in Stock Prices?," American Economic Review, American Economic Association, vol. 78(3), pages 520-30, June.
    5. Basu, Parantap & McLeod, Darryl, 1991. "Terms of trade fluctuations and economic growth in developing economies," Journal of Development Economics, Elsevier, vol. 37(1-2), pages 89-110, November.
    6. Baer, Werner, 1987. "The resurgence of inflation in Brazil, 1974-1986," World Development, Elsevier, vol. 15(8), pages 1007-1034, August.
    7. Rudiger Dornbusch & Sebastian Edwards, 1991. "The Macroeconomics of Populism in Latin America," NBER Books, National Bureau of Economic Research, Inc, number dorn91-1, December.
    8. Gerlach, Stefan & Nadal de Simone, Francisco, 1985. "A money demand equation for Brazil : Comments and additional evidence," Journal of Development Economics, Elsevier, vol. 18(2-3), pages 493-501, August.
    9. Taylor, John B, 1980. "Aggregate Dynamics and Staggered Contracts," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 1-23, February.
    10. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
    11. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    12. Cardoso, Eliana A., 1983. "A money demand equation for Brazil," Journal of Development Economics, Elsevier, vol. 12(1-2), pages 183-193.
    13. 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.
    14. Darrat, Ali F., 1985. "The demand for money in Brazil : Some further results," Journal of Development Economics, Elsevier, vol. 18(2-3), pages 485-491, August.
    15. Liliana Rojas-Suárez, 1992. "Currency Substitution and Inflation in Peru," IMF Working Papers 92/33, International Monetary Fund.
    16. Rudiger Dornbusch & Sebastian Edwards, 1991. "Introduction to "The Macroeconomics of Populism in Latin America"," NBER Chapters, in: The Macroeconomics of Populism in Latin America, pages 1-4 National Bureau of Economic Research, Inc.
    17. Diba, Behzad T. & Grossman, Herschel I., 1988. "Rational inflationary bubbles," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 35-46, January.
    18. Engsted, Tom, 1993. "Cointegration and Cagan's Model of Hyperinflation under Rational Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 350-60, August.
    19. Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
    20. Calomiris, Charles W & Domowitz, Ian, 1989. "Asset Substitution, Money Demand, and the Inflation Process in Brazil," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(1), pages 78-89, February.
    21. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    22. Rossi, JoseW., 1989. "The demand for money in Brazil : What happened in the 1980s?," Journal of Development Economics, Elsevier, vol. 31(2), pages 357-367, October.
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