Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

The monetary dynamics of hyperinflation

1956 • 1,603 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

A Tract on Monetary Reform

1923 • 1,043 citations

Determining the Order of Differencing in Autoregressive Processes

2002 • 526 citations

INFLATION, LAGS IN COLLECTION, AND THE REAL VALUE OF TAX REVENUE

1977 • 251 citations

The Demand for Money during Hyperinflations under Rational Expectations: I

1977 • 176 citations

The Hyperinflation Model of Money Demand Revisited

1991 • 130 citations

Exchange Rates, Policy Convergence, and the European Monetary System

1991 • 90 citations

Black-market exchange-rate expectations and the domestic demand for money

1978 • 53 citations

Testing for rational bubbles with exogenous or endogenous fundamentals

1989 • 50 citations