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Citations for "Rational Expectations and the Dynamics of Hyperinflation"

by Sargent, Thomas J & Wallace, Neil

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  1. Pekarski, Sergey, 2011. "Budget deficits and inflation feedback," Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 1-11, February.
  2. Stanley Fischer & Ratna Sahay & Carlos A. Végh, 2002. "Modern Hyper- and High Inflations," Journal of Economic Literature, American Economic Association, vol. 40(3), pages 837-880, September.
  3. I A Venetis & I Paya & D Peel, 2009. "ESTAR model with multiple fixed points. Testing and Estimation," Working Papers 599093, Lancaster University Management School, Economics Department.
  4. Eckstein, Zvi & Leiderman, Leonardo, 1992. "Seigniorage and the welfare cost of inflation: Evidence from an intertemporal model of money and consumption," Journal of Monetary Economics, Elsevier, vol. 29(3), pages 389-410, June.
  5. Burdekin, Richard C.K. & Whited, Hsin-hui I.H., 2005. "Exporting hyperinflation: The long arm of Chiang Kai-shek," China Economic Review, Elsevier, vol. 16(1), pages 71-89.
  6. 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.
  7. Alexandre Sokic, 2008. "Monetary Hyperinflations, Speculative Hyperinflations and Modeling the Use of Money," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 51-70, August.
  8. Harashima, Taiji, 2007. "Hyperinflation, disinflation, deflation, etc.: A unified and micro-founded explanation for inflation," MPRA Paper 3836, University Library of Munich, Germany.
  9. repec:hal:wpaper:halshs-01364814 is not listed on IDEAS
  10. Simonsen, Mario Henrique, 1986. "Um paradoxo em expectativas racionais," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 40(1), January.
  11. repec:sbe:breart:v:17:y:1997:i:2:a:2867 is not listed on IDEAS
  12. Juan Carlos Cuestas & Estefanía Mourelle, 2009. "Inflation persistence and asymmetries: evidence for African countries," Working Papers 2009/2, Nottingham Trent University, Nottingham Business School, Economics Division.
  13. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
  14. Caplan, B., 2002. "How does war shock the economy?," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 145-162, April.
  15. 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.
  16. Jr., Luiz R. de Mello & Carneiro, Francisco G., 2000. "Consumption Behaviour and Persistently High Inflation: Evidence from Latin America," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 54(2), April.
  17. Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777.
  18. Jean-Claude Maswana, 2005. "Assessing the Money, Exchange Rate, Price Links during Hyperinflationary Episodes in the Democratic Republic of the Congo," Economics Bulletin, AccessEcon, vol. 15(19), pages 1-10.
  19. Ruge-Murcia, Francisco J., 1999. "Government expenditure and the dynamics of high inflation," Journal of Development Economics, Elsevier, vol. 58(2), pages 333-358, April.
  20. 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.
  21. Dimitris Georgoutsos & Georgios Kouretas, 2004. "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor & Francis Journals, vol. 14(1), pages 29-41.
  22. Nielsen, Bent, 2008. "On the Explosive Nature of Hyper-Inflation Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 2, pages 1-29.
  23. Petia Ivanova, 2007. "The Fiscal Theory for the Cost Level and Monetarism," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 60-79.
  24. Aurélien Goutsmedt & Erich Pinzon-Fuchs & Matthieu Renault & Francesco Sergi, 2015. "Criticizing the Lucas Critique: Macroeconometricians' Response to Robert Lucas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01179114, HAL.
  25. Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2009. "Anticipated fiscal policy and adaptive learning," Journal of Monetary Economics, Elsevier, vol. 56(7), pages 930-953, October.
  26. Ellison, Martin & Pearlman, Joseph, 2011. "Saddlepath learning," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1500-1519, July.
  27. Zhang, Lingxiang, 2013. "Modeling China's inflation dynamics: An MRSTAR approach," Economic Modelling, Elsevier, vol. 31(C), pages 440-446.
  28. repec:lan:wpaper:2372 is not listed on IDEAS
  29. Topal, yavuz Han, 2013. "On the tracks of Zimbabwe’s Hyperinflation: A Quantitative Investigation," MPRA Paper 56117, University Library of Munich, Germany.
  30. repec:lan:wpaper:2595 is not listed on IDEAS
  31. Gerunov, Anton, 2014. "Критичен Преглед На Основните Подходи За Моделиране На Икономическите Очаквания
    [A Critical Review of Major Approaches for Modeling Economic Expectations]
    ," MPRA Paper 68797, University Library of Munich, Germany.
  32. Joseph Bisignano & Kevin D. Hoover, 1982. "Monetary and fiscal impacts on exchange rates," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 19-36.
  33. Harashima, Taiji, 2008. "A Microfounded Mechanism of Observed Substantial Inflation Persistence," MPRA Paper 10668, University Library of Munich, Germany.
  34. Chen, Shyh-Wei & Hsu, Chi-Sheng, 2016. "Threshold, smooth transition and mean reversion in inflation: New evidence from European countries," Economic Modelling, Elsevier, vol. 53(C), pages 23-36.
  35. Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle, 2011. "Is there asymmetric behaviour in African inflation? A non-linear approach," NCID Working Papers 03/2011, Navarra Center for International Development, University of Navarra.
  36. Moffatt, P. G. & Salies, E., 2003. "A note on the modelling of hyper-inflations," Working Papers 03/02, Department of Economics, City University London.
  37. 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.
  38. Robert P. Flood & Robert J. Hodrick & Paul Kaplan, 1986. "An Evaluation of Recent Evidence on Stock Market Bubbles," NBER Working Papers 1971, National Bureau of Economic Research, Inc.
  39. Matheny, K. J., 1998. "Equilibrium beliefs in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 393-413, November.
  40. 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.
  41. M. Fase, 2007. "Notes and Communications," De Economist, Springer, vol. 155(2), pages 221-238, June.
  42. Bennett T. McCallum & Edward Nelson, 2005. "Monetary and Fiscal Theories of the Price Level: The Irreconcilable Differences," Oxford Review of Economic Policy, Oxford University Press, vol. 21(4), pages 565-583, Winter.
  43. Imad Moosa, 1999. "Testing the currency-substitution model under the German hyperinflation," Journal of Economics, Springer, vol. 70(1), pages 61-78, February.
  44. Albert Marcet & Thomas J. Sargent, 1992. "Speed of convergence of recursive least squares learning with ARMA perceptions," Economics Working Papers 15, Department of Economics and Business, Universitat Pompeu Fabra.
  45. Gail E. Makinen & G. Thomas Woodward, 1988. "The Transition from Hyperinflation to Stability: Some Evidence," Eastern Economic Journal, Eastern Economic Association, vol. 14(1), pages 19-26, Jan-Mar.
  46. Salemi, Michael K & Sargent, Thomas J, 1979. "The Demand for Money during Hyperinflation under Rational Expectations: II," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 741-758, October.
  47. 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.
  48. Lars Peter Hansen & Thomas J. Sargent, 1993. "Recursive linear models of dynamic economies," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  49. repec:ebl:ecbull:v:15:y:2005:i:19:p:1-10 is not listed on IDEAS
  50. Gbaguidi, David, 2012. "La courbe de Phillips : temps d’arbitrage et/ou arbitrage de temps," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(1), pages 87-119, mars.
  51. 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.
  52. 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.
  53. Chappell, David & Peel, David A., 1998. "A note on some properties of the ESTAR model," Economics Letters, Elsevier, vol. 60(3), pages 311-315, September.
  54. Pierre L. Siklos, 1990. "The Transition from Hyperinflation to Price Stability: Further Evidence," Eastern Economic Journal, Eastern Economic Association, vol. 16(1), pages 65-69, Jan-Mar.
  55. Gérard Kremer & Ali Bouhaili, 1992. "Modèles monétaristes de l'hyperinflation," Revue Tiers Monde, Programme National Persée, vol. 33(129), pages 113-136.
  56. Jani Beko, 2002. "Foreign trade flows and economic activity in Slovenia - causality patterns from a transition episode," IWE Working Papers 132, Institute for World Economics - Centre for Economic and Regional Studies- Hungarian Academy of Sciences.
  57. Azam, Jean-Paul, 1999. "Dollars for Sale: Exchange Rate Policy and Inflation in Africa," World Development, Elsevier, vol. 27(10), pages 1843-1859, October.
  58. 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.
  59. Constantinos Alexiou & Persefoni Tsaliki & Lefteris Tsoulfidis, 2008. "The Greek Hyperinflation Revisited," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 11(1), pages 19-34, Summer.
  60. Dai, Meixing, 1998. "Les effets stabilisants de la zone-cible du taux d’inflation
    [The stabilising effects of inflation-targeting zone]
    ," MPRA Paper 13856, University Library of Munich, Germany, revised Nov 2001.
  61. Pedro Garcia Duarte, 2005. "A FEASIBLE AND OBJECTIVE CONCEPT OF OPTIMALITY: THE QUADRATIC LOSS FUNCTION AND U. S. MONETARY POLICY IN THE 1960's," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 016, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  62. Binder, Carola Conces, 2016. "Estimation of historical inflation expectations," Explorations in Economic History, Elsevier, vol. 61(C), pages 1-31.
  63. Ashra, Sunil & Chattopadhyay, Saumen & Chaudhuri, Kausik, 2004. "Deficit, money and price: the Indian experience," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 289-299, April.
  64. Rolando Gonzales Martínez, 2013. "Modeling Hyperinflation Phenomenon: A Bayesian Approach," Documentos de Investigación - Research Papers 8, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  65. 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.
  66. Lawrence J. Christiano, 1980. "The term structure of interest rates and the aliasing identification problem," Working Papers 165, Federal Reserve Bank of Minneapolis.
  67. Albert Makochekanwa, 2007. "A Dynamic Enquiry into the Causes of Hyperinflation in Zimbabwe," Working Papers 200710, University of Pretoria, Department of Economics.
  68. Chemla, Gilles & Hennessy, Christopher, 2016. "The Paradox of Policy-Relevant RCTs and Natural Experiments," CEPR Discussion Papers 11361, C.E.P.R. Discussion Papers.
  69. repec:lan:wpaper:2453 is not listed on IDEAS
  70. Diehl, Markus, 1993. "Stabilization without crisis: The case of Vietnam," Kiel Working Papers 578, Kiel Institute for the World Economy (IfW).
  71. repec:lan:wpaper:2374 is not listed on IDEAS
  72. Peter Moffatt & Evens Salies, 2006. "Inaccurate Approximation in the Modelling of Hyperinflations," Quality & Quantity: International Journal of Methodology, Springer, vol. 40(6), pages 1055-1060, December.
  73. 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.
  74. Aurélien Goutsmedt & Erich Pinzon-Fuchs & Matthieu Renault & Francesco Sergi, 2016. "Criticizing the Lucas Critique: Macroeconometricians’ Response to Robert Lucas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01364814, HAL.
  75. Baydur, Cem Mehmet & Suslu, Bora, 2004. "The view of Sargent and Wallace on monetary policy: tight monetary policy does not stop inflation: an evaluation of CBRT's monetary policy for 1987-2002," Journal of Policy Modeling, Elsevier, vol. 26(2), pages 191-208, February.
  76. Petrovic, Pavle & Vujosevic, Zorica, 1996. "The monetary dynamics in the Yugoslav hyperinflation of 1991-1993: The Cagan money demand," European Journal of Political Economy, Elsevier, vol. 12(3), pages 467-483, November.
  77. Tolar, Martin Michael, 1997. "A behavioral model of nondurable consumption expenditure," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(3), pages 291-302.
  78. Sumru Altug, 2004. "Notes on Hyperinflations," Working Papers 2004/10, Turkish Economic Association.
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