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Money demand during hyperinflation: Cointegration, rational expectations, and the importance of money demand shocks
16 references·3 citing·41 second hop
Money demand during hyperinflation: Cointegration, rational expectations, and the importance of money demand shocks (1998)Money demand during hyperinflation: Coint…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…International Capital Mobility Amongst the Major Industrialised Countries: Too Little or Too Much? (1995)International Capital Mobilit…Nonstationary Time Series Analysis and Cointegration (1994)Nonstationary Time Series Ana…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Long-Run Economic Relationships (1991)Long-Run Economic Relationshi…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Present value tests of an intertemporal model of the current account (1990)Present value tests of an int…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…The observable implications of self-fulfilling expectations (1985)The observable implications o…Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out? (1983)Speculative Hyperinflations i…Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Market Fundamentals versus Pr…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…The Stability of Models of Money and Growth with Perfect Foresight (1973)The Stability of Models of Mo…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…Cagan’s paradox and money demand in hyperinflation: Revisited at daily frequency (2010)Cagan’s paradox and money dem…On the Explosive Nature of Hyper-Inflation Data (2008)On the Explosive Nature of Hy…Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach (2006)Bubbles detection for inter-w…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? 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this work references cited by second hop

References

  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1957Studies in the Quantity Theory of Money.825 cited
  • 1991Long-Run Economic Relationships760 cited
  • 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices685 cited
  • 1980Market Fundamentals versus Price-Level Bubbles: The First Tests544 cited
  • 1973The Stability of Models of Money and Growth with Perfect Foresight322 cited
  • 1994Nonstationary Time Series Analysis and Cointegration284 cited
  • 1995International Capital Mobility Amongst the Major Industrialised Countries: Too Little or Too Much?282 cited
  • 1985The observable implications of self-fulfilling expectations256 cited
  • 1983Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out?

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240 cited
  • 1990Present value tests of an intertemporal model of the current account234 cited
  • Cited by

    • 2010Cagan’s paradox and money demand in hyperinflation: Revisited at daily frequency22 cited
    • 2006Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach18 cited
    • 2008On the Explosive Nature of Hyper-Inflation Data16 cited