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Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence
11 references·14 citing·32 second hop
Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence (1993)Money Demand, the Cagan Model and the Inf…The Hyperinflation Model of Money Demand Revisited (1991)The Hyperinflation Model of M…Exchange Rates, Policy Convergence, and the European Monetary System (1991)Exchange Rates, Policy Conver…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Demand for Money during Hyperinflations under Rational Expectations: I (1977)The Demand for Money during H…INFLATION, LAGS IN COLLECTION, AND THE REAL VALUE OF TAX REVENUE (1977)INFLATION, LAGS IN COLLECTION…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…A Tract on Monetary Reform (1924)A Tract on Monetary ReformThe political economy of hyperinflation in Venezuela (2020)The political economy of hype…Cagan’s paradox and money demand in hyperinflation: Revisited at daily frequency (2010)Cagan’s paradox and money dem…Monetary Policy in Russia: Identifying exchange rate shocks (2009)Monetary Policy in Russia: Id…The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) (2007)The Monetary Transmission Mec…Effect of S&P500's return on emerging markets: Turkish experience (2005)Effect of S&P500's return on …Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000 (2003)Money demand during hyperinfl…Optimal state-dependent rules, credibility, and inflation inertia (2002)Optimal state-dependent rules…Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence (2000)Misspecification versus bubbl…Money demand during hyperinflation: Cointegration, rational expectations, and the importance of money demand shocks (1998)Money demand during hyperinfl…Another visit to the Cagan model of money demand: the latest Russian experience (1998)Another visit to the Cagan mo…Cointegration and tests of a classical model of inflation in Argentina, Bolivia, Brazil, Mexico, and Peru (1997)Cointegration and tests of a …The monetary dynamics in the Yugoslav hyperinflation of 1991–1993: The Cagan money demand (1996)The monetary dynamics in the …Money demand and inflation in Yugoslavia 1980–1989 (1993)Money demand and inflation in…International comparisons of money demand (1992)International comparisons of …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1924A Tract on Monetary Reform1,287 cited
  • 1977INFLATION, LAGS IN COLLECTION, AND THE REAL VALUE OF TAX REVENUE250 cited
  • 1977The Demand for Money during Hyperinflations under Rational Expectations: I174 cited
  • 1991The Hyperinflation Model of Money Demand Revisited131 cited
  • 1991Exchange Rates, Policy Convergence, and the European Monetary System88 cited

Cited by

  • 2009Monetary Policy in Russia: Identifying exchange rate shocks64 cited
  • 1998Another visit to the Cagan model of money demand: the latest Russian experience41 cited
  • 1993Money demand and inflation in Yugoslavia 1980–198938 cited
  • 2005Effect of S&P500's return on emerging markets: Turkish experience

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36 cited
  • 2003Money demand during hyperinflation and stabilization: Bulgaria, 1991-200031 cited
  • 2020The political economy of hyperinflation in Venezuela30 cited
  • 2007The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)30 cited
  • 1998Money demand during hyperinflation: Cointegration, rational expectations, and the importance of money demand shocks24 cited
  • 1996The monetary dynamics in the Yugoslav hyperinflation of 1991–1993: The Cagan money demand24 cited
  • 2002Optimal state-dependent rules, credibility, and inflation inertia23 cited
  • 2010Cagan’s paradox and money demand in hyperinflation: Revisited at daily frequency22 cited
  • 1997Cointegration and tests of a classical model of inflation in Argentina, Bolivia, Brazil, Mexico, and Peru22 cited
  • 2000Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence21 cited
  • 1992International comparisons of money demand19 cited