Rational and Adaptive Expectations in the Present Value Model of Hyperinflation.

A-Tier
Journal: Review of Economics and Statistics
Year: 1993
Volume: 75
Issue: 3
Pages: 511-14

Authors (3)

Beladi, Hamid (University of Texas-San Antoni...) Choudhary, Munir A S (not in RePEc) Parai, Amar K (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

The authors apply Gregory C. Chow's (1989) technique to the present value model of hyperinflation under rational and adaptive expectation hypotheses. They use the monthly data on price and money supply of Germany (1921:5-1923:8), Hungary (1921:10-1924:2), and Poland (1922:1-1924:1). The authors' test results show that the German data are consistent with the adaptive expectations hypothesis and the Hungarian data are consistent with the rational expectations hypothesis. The Polish data, however, do not support either of the two hypotheses. Copyright 1993 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:75:y:1993:i:3:p:511-14
Journal Field
General
Author Count
3
Added to Database
2026-01-24