Cagan's Model of Hyperinflation under Rational Expectations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

The monetary dynamics of hyperinflation

1956 • 1,603 citations

Rational Expectations and the Dynamics of Hyperinflation

1973 • 432 citations

Distribution of the Residual Autocorrelations in Multivariate Arma Time Series Models

1981 • 294 citations

The Demand for Money during Hyperinflations under Rational Expectations: I

1977 • 176 citations

Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle

1983 • 129 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models

1979 • 56 citations

Time-Series Analysis of the German Hyperinflation

1978 • 39 citations

Estimation of Parameters in the ARMA Model When the Characteristic Polynomial of the MA Operator Has a Unit Zero

1978 • 9 citations