TIME-SERIES ANALYSIS OF GERMAN HYPER-INFLATION

[1] ANDERSON TW, 1971, STATISTICAL ANALYSIS

[2] Box George E. P, 1970, J AM STAT ASS

[3] CAGAN P, 1956, STUDIES QUANTITY THE

[4] EDEN B, 1974, SPECIFICATION DEMAND

[5] FRIEDMAN M, 1968, AM ECON REV, V58, P1

[6] Granger C.W.J., 1974, J ECONOMETRICS, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]

[7] CHECKING INDEPENDENCE OF 2 COVARIANCE-STATIONARY TIME-SERIES - UNIVARIATE RESIDUAL CROSS-CORRELATION APPROACH [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 378 - 385

[8] RATIONAL-EXPECTATIONS AND THE THEORY OF PRICE MOVEMENTS [J]. ECONOMETRICA, 1961, 29 (03) : 315 - 335

[9] Sargent T.J., 1973, INT ECON REV, V14, P328

[10] Zellner A., 1974, J ECONOMETRICS, V2, P17, DOI [10.1016/0304-4076(74)90028-1, DOI 10.1016/0304-4076(74)90028-1]

[1] ANDERSON TW, 1971, STATISTICAL ANALYSIS

[2] Box George E. P, 1970, J AM STAT ASS

[3] CAGAN P, 1956, STUDIES QUANTITY THE

[4] EDEN B, 1974, SPECIFICATION DEMAND

[5] FRIEDMAN M, 1968, AM ECON REV, V58, P1

[6] Granger C.W.J., 1974, J ECONOMETRICS, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]

[7] CHECKING INDEPENDENCE OF 2 COVARIANCE-STATIONARY TIME-SERIES - UNIVARIATE RESIDUAL CROSS-CORRELATION APPROACH [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 378 - 385

[8] RATIONAL-EXPECTATIONS AND THE THEORY OF PRICE MOVEMENTS [J]. ECONOMETRICA, 1961, 29 (03) : 315 - 335

[9] Sargent T.J., 1973, INT ECON REV, V14, P328

[10] Zellner A., 1974, J ECONOMETRICS, V2, P17, DOI [10.1016/0304-4076(74)90028-1, DOI 10.1016/0304-4076(74)90028-1]