Money and prices in models of bounded rationality in high inflation economies

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  • dc.contributor.author Marcet, Albertca
  • dc.contributor.author Nicolini, Juan Pabloca
  • dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
  • dc.date.accessioned 2017-07-26T10:50:19Z
  • dc.date.available 2017-07-26T10:50:19Z
  • dc.date.issued 2005-01-01
  • dc.date.modified 2017-07-23T02:09:41Z
  • dc.description.abstract This paper studies the short run correlation of inflation and money growth. We study whether a model of learning can do better than a model of rational expectations, we focus our study on countries of high inflation. We take the money process as an exogenous variable, estimated from the data through a switching regime process. We find that the rational expectations model and the model of learning both offer very good explanations for the joint behavior of money and prices.
  • dc.format.mimetype application/pdfca
  • dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=875
  • dc.identifier.citation Review of Economic Dynamics 8 (2005) 452 - 479
  • dc.identifier.uri http://hdl.handle.net/10230/859
  • dc.language.iso eng
  • dc.relation.ispartofseries Economics and Business Working Papers Series; 875
  • dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
  • dc.rights.accessRights info:eu-repo/semantics/openAccess
  • dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
  • dc.subject.keyword inflation and money growth
  • dc.subject.keyword switching regimes
  • dc.subject.keyword quasi-rationality
  • dc.subject.keyword Macroeconomics and International Economics
  • dc.title Money and prices in models of bounded rationality in high inflation economiesca
  • dc.type info:eu-repo/semantics/workingPaper