The classic European hyperinflations revisited : testing the Cagan model using a cointegrated VAR approach
Year of publication: |
1994
|
---|---|
Authors: | Engsted, Tom |
Published in: |
Economica. - Oxford : Wiley-Blackwell, ISSN 0013-0427, ZDB-ID 1800-4. - Vol. 61.1994, 243, p. 331-343
|
Subject: | Hyperinflation | Rationale Erwartung | Rational expectations | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Europa | Europe | 1921-1944 |
-
Engsted, Tom, (1997)
-
Engsted, Tom, (1998)
-
Ripatti, Antti, (1997)
- More ...
-
Bias-correction in vector autoregressive models: A simulation study
Engsted, Tom, (2014)
-
Rentestrukturen p°a den danske pengemarked
Engsted, Tom, (1994)
-
Engsted, Tom, (1994)
- More ...