IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "The demand for money during hyperinflations under rational expectations: II"

by Thomas J. Sargent

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Tallman, Ellis W. & Wang, Ping, 1993. "Money demand and relative prices during episodes of hyperinflation," Working Papers 9307, Federal Reserve Bank of Dallas.
  2. Lars Peter Hansen & Thomas J. Sargent, 1981. "A note on Wiener-Kolmogorov prediction formulas for rational expectations models," Staff Report 69, Federal Reserve Bank of Minneapolis.
  3. Bordo, Michael D., 1986. "Explorations in monetary history: A survey of the literature," Explorations in Economic History, Elsevier, vol. 23(4), pages 339-415, October.
  4. Hooker, Mark A., 2000. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 583-600, August.
  5. Jacob A. Frenkel, 1978. "Further Evidence On Expectations And The Demand for Money During the German Hyperinflation," NBER Working Papers 0289, National Bureau of Economic Research, Inc.
  6. Ruge-Murcia, F.J., 1995. "Government Expenditure and the Dynamics of High Inflation," Cahiers de recherche 9529, Universite de Montreal, Departement de sciences economiques.
  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).
  8. Sargent, Thomas, 1976. "Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations : A note," Journal of Monetary Economics, Elsevier, vol. 2(4), pages 511-521, November.
  9. 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.).
  10. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
  11. Ellis W. Tallman & Ping Wang, 1991. "Money demand and relative prices in the German hyperinflation," FRB Atlanta Working Paper 91-8, Federal Reserve Bank of Atlanta.
  12. Thomas J. Sargent, 1982. "The Ends of Four Big Inflations," NBER Chapters, in: Inflation: Causes and Effects, pages 41-98 National Bureau of Economic Research, Inc.
  13. Alexandre Sokic, 2007. "Monetary hyperinflations, speculative hyperinflations and modelling the use of money," Working Papers of BETA 2007-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  14. Almeida Neto, Heitor Vieira de & Bonomo, Marco Antônio Cesar, 1999. "Optimal state-dependent rules, credibility, and inflation inertia," Economics Working Papers (Ensaios Economicos da EPGE) 349, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  15. Atanas Christev, 2007. "Learning Hyperinflations," Money Macro and Finance (MMF) Research Group Conference 2006 126, Money Macro and Finance Research Group.
  16. Nielsen, Bent, 2008. "On the Explosive Nature of Hyper-Inflation Data," Economics Discussion Papers 2008-9, Kiel Institute for the World Economy (IfW).
  17. Dimitris Georgoutsos & George Kouretas, 2000. "A Multivariate I(2) Cointegration Analysis Of German Hyperinflation," Working Papers 0001, University of Crete, Department of Economics, revised 00 Jul 2001.
  18. Octávio A. F. Tourinho, 2015. "The Demand and Supply of Money Under High Inflation: Brazil 1974/94," Discussion Papers 0068, Instituto de Pesquisa Econômica Aplicada - IPEA.
  19. Robert L. Hetzel, 1984. "A monetarist money demand function," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 15-19.
  20. Steven N. Durlauf & Robert E. Hall, 1989. "Bounds on the Variances of Specification Errors in Models with Expectations," NBER Working Papers 2936, National Bureau of Economic Research, Inc.
  21. Rolando Gonzales Martínez, 2013. "Modeling Hyperinflation Phenomenon: A Bayesian Approach," Documentos de Investigación - Research Papers 8, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  22. Engsted, Tom, 1998. "Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks," Journal of Macroeconomics, Elsevier, vol. 20(3), pages 533-552, July.
  23. 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.
  24. Choudhry, T., 1998. "Another visit to the Cagan model of money demand: the latest Russian experience," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 355-376, April.
  25. repec:fip:feddrp:9307 is not listed on IDEAS
  26. George, Donald A.R. & Oxley, Les, 2008. "Money and inflation in a nonlinear model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 257-265.
  27. Erwin W. Heri, 1986. "Irrationales rational gesehen: Eine Übersicht über die Theorie der "Bubbles"," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 163-186, June.
  28. Lawrence J. Christiano, 1980. "The term structure of interest rates and the aliasing identification problem," Working Papers 165, Federal Reserve Bank of Minneapolis.
  29. María-José Gutiérrez & Jesús Vázquez, 2004. "Explosive Hyperinflation, Inflation-Tax Curve, and Modeling the Use of Money," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 160(2), pages 311-, June.
  30. Grant Kirkpatrick, 1982. "Real factor prices and German manufacturing employment: A time series analysis, 1960I–1979IV," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 118(1), pages 79-103, March.
  31. Lawrence J. Christiano, 1981. "Rational expectations, hyperinflation, and the demand for money," Working Papers 163, Federal Reserve Bank of Minneapolis.
  32. Gérard Kremer & Ali Bouhaili, 1992. "Modèles monétaristes de l'hyperinflation," Revue Tiers Monde, Programme National Persée, vol. 33(129), pages 113-136.
  33. Peter Zadrozny, 1997. "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Economic Change and Restructuring, Springer, vol. 30(2), pages 221-238, May.
  34. Jesús Vazquez, 1995. "The relative importance of inflation and currency depreciation in the demand for money: an application of the estimation by simulation method to the German hyperinflation," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 269-289, May.
  35. RUGE-MURCIA, Francisco J., 1997. "Credibility and Signaling in Disinflation- a Cross Country Examination," Cahiers de recherche 9712, Universite de Montreal, Departement de sciences economiques.
  36. Gutiérrez Huerta, María José & Vázquez Pérez, Jesús, 2002. "Explosive Hyperinflation, Inflation Tax Laffer Curve and Modelling the use of Money," DFAEII Working Papers 2002-27, University of the Basque Country - Department of Foundations of Economic Analysis II.
  37. Mehmet Özcan, 2016. "Economical Expectation Theories with Quantitative Aspects: Case of Turkey and Kazakhstan," Eurasian Academy Of Sciences Social Sciences Journal, Eurasian Academy Of Sciences, vol. 7(7), pages 50-73, January.
  38. Sargent, Thomas & Surico, Paolo, 2008. "Monetary policies and low-frequency manifestations of the quantity theory," Discussion Papers 26, Monetary Policy Committee Unit, Bank of England.
  39. Robert P. Flood & Peter M. Garber & Louis O. Scott, 1982. "Two Notes on Indeterminacy Problems," NBER Working Papers 0841, National Bureau of Economic Research, Inc.
  40. Thomas J. Sargent & Neil Wallace, 1985. "Identification and estimation of a model of hyperinflation with a continuum of "sunspot" equilibrium," Working Papers 280, Federal Reserve Bank of Minneapolis.
  41. Robert L. Hetzel, 1988. "The monetary responsibilities of a central bank," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 19-31.
  42. Atıcı, Ferhan M. & Ekiz, Funda & Lebedinsky, Alex, 2014. "Cagan type rational expectation model on complex discrete time domains," European Journal of Operational Research, Elsevier, vol. 237(1), pages 148-151.
  43. Ruge-Murcia, Francisco J, 1995. "Credibility and Changes in Policy Regime," Journal of Political Economy, University of Chicago Press, vol. 103(1), pages 176-208, February.
  44. Chemla, Gilles & Hennessy, Christopher, 2016. "The Paradox of Policy-Relevant RCTs and Natural Experiments," CEPR Discussion Papers 11361, C.E.P.R. Discussion Papers.
  45. Topal, yavuz Han, 2013. "On the tracks of Zimbabwe’s Hyperinflation: A Quantitative Investigation," MPRA Paper 56117, University Library of Munich, Germany.
  46. Neil Wallace & Alexei Deviatov, 2007. "Estimating a Cagan-type demand function for gold: 1561-1913," 2007 Meeting Papers 345, Society for Economic Dynamics.
  47. Zorica Mladenovic & Bent Nielsen, 2009. "The role of income in money demand during hyper-inflation: the case of Yugoslavia," Economics Papers 2009-W02, Economics Group, Nuffield College, University of Oxford.
  48. Pillai N., Vijayamohanan, 2008. "In Quest of Truth: The War of Methods in Economics," MPRA Paper 8866, University Library of Munich, Germany.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.