The Conquest of South American Inflation

S-Tier
Journal: Journal of Political Economy
Year: 2009
Volume: 117
Issue: 2
Pages: 211-256

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We infer determinants of Latin American hyperinflations and stabilizations by using the method of maximum likelihood to estimate a hidden Markov model that assigns roles both to fundamentals in the form of government deficits that are financed by money creation and to destabilizing expectations dynamics that can occasionally divorce inflation from fundamentals. Levels and conditional volatilities of monetized deficits drove most hyperinflations and stabilizations, with a notable exception in Peru, where a cosmetic reform of the type emphasized by Marcet and Nicolini occurred. (c) 2009 by The University of Chicago. All rights reserved.

Technical Details

RePEc Handle
repec:ucp:jpolec:v:117:y:2009:i:2:p:211-256
Journal Field
General
Author Count
3
Added to Database
2026-01-29