An alternate method of estimating the Cagan money demand function in hyperinflation under rational expectations
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- Marvin Goodfriend, 1979. "An alternative method of estimating the Cagan money demand function in hyperinflation under rational expectations," Working Paper 79-05, Federal Reserve Bank of Richmond.
References listed on IDEAS
- Barro, Robert J, 1970.
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- Thomas J. Sargent, 1976. "The demand for money during hyperinflations under rational expectations: II," Working Papers 60, Federal Reserve Bank of Minneapolis.
Citations
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Cited by:
- Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2011.
"Investor Overconfidence and the Forward Premium Puzzle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(2), pages 523-558.
- Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2010. "Investor Overconfidence and the Forward Premium Puzzle," NBER Working Papers 15866, National Bureau of Economic Research, Inc.
- A. Craig Burnside & Bing Han & David A. Hirshleifer & Tracy Yue Wang, 2010. "Investor Overconfidence and the Forward Premium Puzzle," Working Papers 10-46, Duke University, Department of Economics.
- Peter M. Garber & Robert G. King, 1983. "Deep Structral Excavation? A Critique of Euler Equation Methods," NBER Technical Working Papers 0031, National Bureau of Economic Research, Inc.
- Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005.
"Investor Overconfidence and the Forward Discount Puzzle,"
Working Paper Series
2005-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Tracy Yue Wang & David Hirshleifer & Bing Han, 2010. "Investor Overconfidence and the Forward Discount Puzzle," 2010 Meeting Papers 1201, Society for Economic Dynamics.
- Han, Bing & Hirshleifer, David & Wang, Tracy, 2005. "Investor Overconfidence and the Forward Discount Puzzle," MPRA Paper 6497, University Library of Munich, Germany, revised Dec 2007.
- 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.
- Hartwell, Christopher A & Szybisz, Martin Andres, 2021. "Corralling Expectations: The Role of Institutions in (Hyper)Inflation," MPRA Paper 105612, University Library of Munich, Germany.
- 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.
- Engsted, Tom, 2003.
"Misspecification versus bubbles in hyperinflation data: comment,"
Journal of International Money and Finance, Elsevier, vol. 22(4), pages 441-451, August.
- Engsted, Tom, 2002. "Misspecification versus bubbles in hyperinflation data: Comment," Finance Working Papers 02-2, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Topal, yavuz Han, 2013. "On the tracks of Zimbabwe’s Hyperinflation: A Quantitative Investigation," MPRA Paper 56117, University Library of Munich, Germany.
- Alexei Deviatov, 2019.
"Estimating à Cagan-type Demand Function for Gold: 1561-1913,"
Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 122-136, September.
- Alexei Deviatov & Neil Wallace, 2006. "Estimating a Cagan-type demand function for gold: 1561-1913," Working Papers w0080, New Economic School (NES).
- Neil Wallace & Alexei Deviatov, 2007. "Estimating a Cagan-type demand function for gold: 1561-1913," 2007 Meeting Papers 345, Society for Economic Dynamics.
- 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).
- 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.
- 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.
- Hooker, Mark A., 2003. "Misspecification and bubbles in hyperinflation data: reply to Engsted1," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 453-458, August.
- 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.).
- Jermann, Urban J., 2021. "Cryptocurrencies and Cagan’s model of hyperinflation," Journal of Macroeconomics, Elsevier, vol. 69(C).
- 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.
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