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Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence
16 references·3 citing·38 second hop
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References

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  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
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  • 1991

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The Hyperinflation Model of Money Demand Revisited
131 cited

Cited by

  • 2006Speculative Hyperinflations: when Can We Rule Them Out?21 cited
  • 2006Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach18 cited
  • 2002An empirical investigation of price and exchange rate bubbles during the interwar European hyperinflations17 cited