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The monetary model of the exchange rate under hyperinflation: New encouraging evidence. (1996). Engsted, Tom.
In: Economics Letters.
RePEc:eee:ecolet:v:51:y:1996:i:1:p:37-44.

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Cited: 16

Citations received by this document

Cites: 17

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Cocites: 28

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Coauthors: 0

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Citations

Citations received by this document

  1. Assignats or death: The politics and dynamics of hyperinflation in revolutionary France. (2023). Ingber, Joshua S ; Rouanet, Louis ; Cutsinger, Bryan P.
    In: European Economic Review.
    RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001393.

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  2. Money demand and seignorage maximization before the end of the Zimbabwean dollar. (2020). NDHLELA, THANDINKOSI ; Miller, Stephen Matteo.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419300539.

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  3. Exchange Rate Pass-Through and the Frequency of Price Adjustment across Different Inflation Regimes. (2015). Mladenovi, Zorica.
    In: Panoeconomicus.
    RePEc:voj:journl:v:62:y:2015:i:4:p:409-427.

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  4. On the tracks of Zimbabwe’s Hyperinflation: A Quantitative Investigation. (2013). Topal, yavuz Han .
    In: MPRA Paper.
    RePEc:pra:mprapa:56117.

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  5. Cagans paradox and money demand in hyperinflation: Revisited at daily frequency. (2010). Mladenovic, Zorica .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1369-1384.

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  6. The role of income in money demand during hyper-inflation: the case of Yugoslavia. (2009). Nielsen, Bent ; Mladenovic, Zorica .
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:2009-w02.

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  7. The role of income in money demand during hyper-inflation: the case of Yugoslavia. (2009). Nielsen, Bent ; Mladenovic, Zorica .
    In: Economics Papers.
    RePEc:nuf:econwp:0902.

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  8. On the Explosive Nature of Hyper-Inflation Data. (2008). Nielsen, Bent.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:7334.

    Full description at Econpapers || Download paper

  9. On the Explosive Nature of Hyper-Inflation Data. (2008). Nielsen, Bent.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:7210.

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  10. Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach. (2006). Woo, Kai ; Chan, Hing .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:30:y:2006:i:2:p:169-185.

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  11. Money demand in the Yugoslavian hyperinflation 1991-1994. (2004). Nielsen, Bent.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:2004-w31.

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  12. An empirical investigation of price and exchange rate bubbles during the interwar European hyperinflations. (2003). Chan, Hing Lin ; LEE, SHU KAM ; Woo, Kai-Yin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:3:p:327-344.

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  13. Misspecification versus bubbles in hyperinflation data: comment. (2003). Engsted, Tom.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:4:p:441-451.

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  14. Measures of Fit for Rational Expectations Models.. (2002). Engsted, Tom.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:16:y:2002:i:3:p:301-55.

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  15. A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION. (2001). Kouretas, Georgios ; Georgoutsos, Dimitris.
    In: Working Papers.
    RePEc:crt:wpaper:0001.

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  16. Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks. (1998). Engsted, Tom.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:20:y:1998:i:3:p:533-552.

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References

References cited by this document

  1. Abel, A. ; Dornbusch, R. ; Huizinga, J. ; Marcus, A. Money demand during hyperinflation. 1979 Journal of Monetary Economics. 5 97-104

  2. Cagan, P. The monetary dynamics of hyperinflation. 1956 En : Friedman, M. Studies in the quantity theory of money. University of Chicago Press: Chicago, IL
    Paper not yet in RePEc: Add citation now

  3. Campbell, J.Y. ; Shiller, R.J. Cointegration and test of present value models. 1987 Journal of Political Economy. 95 1062-1088

  4. Engsted, T. Cointegration and Cagan's model of hyperinflation under rational expectations. 1994 Journal of Money, Credit, and Banking. 25 350-360

  5. Engsted, T. The classic European hyperinflations revisited: Testing the Cagan model using a cointegrated VAR approach. 1994 Economica. 61 331-341

  6. Evans, P. Time series and structural analysis of the German hyperinflation. 1978 International Economic Review. 19 195-209

  7. Flood, R.P. ; Garber, P.M. Market fundamentals versus price-level bubbles: The first test. 1980 Journal of Political Economy. 88 745-770

  8. Frenkel, J.A. A monetary approach to the exchange rate: Doctrinal aspects and empirical evidence. 1976 Scandinavian Journal of Economics. 78 200-224

  9. Haldrup, N. The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables. 1994 Journal of Econometrics. 63 153-181

  10. Hamilton, J. ; Whitemann, C. The observable implications of self-fulfilling expectations. 1985 Journal of Monetary Economics. 16 353-373

  11. Keil, M.W. ; Symons, J.S.V. Speculative efficiency during the German hyperinflation. 1991 University of Essex and University College: London
    Paper not yet in RePEc: Add citation now

  12. MacDonald, R. ; Taylor, M.P. Exchange rate economics: A survey. 1992 IMF Staff Papers. 39 1-57

  13. McNown, R. ; Wallace, M.S. Cointegration tests of the monetary exchange rate model for three high-inflation economies. 1994 Journal of Money, Credit, and Banking. 26 398-411

  14. Meese, R. Currency fluctuations in the post-Bretton Woods era. 1990 Journal of Economic Perspectives. 4 117-134

  15. Petrovic, P. Demand for money and exchange rate determination in hyperinflation: Conceptual issues and evidence. 1995 University of Belgrade: Yugoslavia
    Paper not yet in RePEc: Add citation now
  16. Petrovic, P. ; Vujosevic, Z. The Cagan money demand in Yugoslav hyperinflation 1991–1993. 1995 University of Belgrade: Yugoslavia
    Paper not yet in RePEc: Add citation now

  17. Taylor, M.P. The hyperinflation model of money demand revisited. 1991 Journal of Money, Credit, and Banking. 23 327-351

Cocites

Documents in RePEc which have cited the same bibliography

  1. The political economy of hyperinflation in Venezuela. (2021). Morelli, Pierluigi ; Seghezza, Elena ; Pittaluga, Giovanni B.
    In: Public Choice.
    RePEc:kap:pubcho:v:186:y:2021:i:3:d:10.1007_s11127-019-00766-5.

    Full description at Econpapers || Download paper

  2. Expectations in an open economy hyperinflation: Evidence from Germany 1921–23. (2020). Seghezza, Elena ; Reghezza, Alessio ; Thornton, John.
    In: Economics Letters.
    RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301336.

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  3. Monetary targeting for price stability in Bangladesh: How stable is its money demand function and the linkage between money supply growth and inflation?. (2010). Hossain, Akhand.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:6:p:564-578.

    Full description at Econpapers || Download paper

  4. The role of income in money demand during hyper-inflation: the case of Yugoslavia. (2009). Nielsen, Bent ; Mladenovic, Zorica .
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:2009-w02.

    Full description at Econpapers || Download paper

  5. The role of income in money demand during hyper-inflation: the case of Yugoslavia. (2009). Nielsen, Bent ; Mladenovic, Zorica .
    In: Economics Papers.
    RePEc:nuf:econwp:0902.

    Full description at Econpapers || Download paper

  6. On the Explosive Nature of Hyper-Inflation Data. (2008). Nielsen, Bent.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:7334.

    Full description at Econpapers || Download paper

  7. On the Explosive Nature of Hyper-Inflation Data. (2008). Nielsen, Bent.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:7210.

    Full description at Econpapers || Download paper

  8. A structural time series test of the monetary model of exchange rates under four big inflations. (2008). Tawadros, George B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:6:p:1216-1224.

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  9. Money demand in the Yugoslavian hyperinflation 1991-1994. (2004). Nielsen, Bent.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:2004-w31.

    Full description at Econpapers || Download paper

  10. Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000. (2003). Slavova, Stefka.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:11:p:1303-1316.

    Full description at Econpapers || Download paper

  11. An empirical investigation of price and exchange rate bubbles during the interwar European hyperinflations. (2003). Chan, Hing Lin ; LEE, SHU KAM ; Woo, Kai-Yin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:3:p:327-344.

    Full description at Econpapers || Download paper

  12. Nominal and real disturbances and money demand in the Chinese hyperinflation. (2002). Wang, Ping ; Tallman, Ellis.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-4.

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  13. The Stability of the Demand for Broad Money in Argentina in the Post-Financial Liberalization Period. (2001). Bellot, Jovis Wolfe.
    In: Fordham Economics Dissertations.
    RePEc:frd:theses:2002.2.

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  14. Stock returns during the German hyperinflation. (2000). Tang, D. P. ; Lee, S. R. ; Wong, Matthew K..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:40:y:2000:i:3:p:375-386.

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  15. Testing the currency-substitution model under the German hyperinflation. (1999). Moosa, Imad.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:70:y:1999:i:1:p:61-78.

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  16. Another visit to the Cagan model of money demand: the latest Russian experience. (1998). Choudhry, T..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:2:p:355-376.

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  17. The monetary dynamics in the Yugoslav hyperinflation of 1991-1993: The Cagan money demand. (1996). Vujosevic, Zorica.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:12:y:1996:i:3:p:467-483.

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  18. Hyperinflation, the exchange rate and endogenous money: post-World War I Germany revisited. (1996). Burdekin, Richard ; Burkett, Paul.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:15:y:1996:i:4:p:599-621.

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  19. The monetary model of the exchange rate under hyperinflation: New encouraging evidence. (1996). Engsted, Tom.
    In: Economics Letters.
    RePEc:eee:ecolet:v:51:y:1996:i:1:p:37-44.

    Full description at Econpapers || Download paper

  20. Cointegration Test for Money Demand : The Case for Turkey and Israel. (1995). Kogar, Cigdem.
    In: Discussion Papers.
    RePEc:tcb:dpaper:9514.

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  21. The relative importance of inflation and currency depreciation in the demand for money: an application of the estimation by simulation method to the German hyperinflation. (1995). Vázquez, Jesús.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:19:y:1995:i:2:p:269-289.

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  22. Money demand and the relative price of capital goods in hyperinflations. (1995). Wang, Ping ; Tallman, Ellis.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:36:y:1995:i:2:p:375-404.

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  23. High inflation rates and the long-run money demand function: Evidence from cointegration tests. (1995). Choudhry, Taufiq.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:17:y:1995:i:1:p:77-91.

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  24. Currency Substitution. (1992). Giovannini, Alberto ; Turtelboom, Bart.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4232.

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  25. Asset Markets, Exchange Rates and the Balance of Payments. (1984). Frenkel, Jacob A. ; Mussa, Michael L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1287.

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  26. Exchange Rates, Money and Relative Prices: The Dollar-Pound in the 1920s. (1980). Clements, Kenneth ; Frenkel, Jacob A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0429.

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  27. On the Use of Local Currency When Less Inflationary Currencies are Available: An Overlapping Generations Model. (1980). Eden, Benjamin.
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:187.

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  28. Further Evidence On Expectations And The Demand for Money During the German Hyperinflation. (1978). Frenkel, Jacob A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0289.

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