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Finite-time singularity signature of hyperinflation. (2003). Zhou, Wei-Xing ; Zhou, W.-X, ; Takayasu, H ; Sornette, D.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:325:y:2003:i:3:p:492-506.

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Cited: 15

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  1. Corralling Expectations: The Role of Institutions in (Hyper)Inflation. (2021). Hartwell, Christopher ; Szybisz, Martin Andres.
    In: MPRA Paper.
    RePEc:pra:mprapa:105612.

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  2. A simple mechanism for financial bubbles: time-varying momentum horizon. (2019). Schatz, M ; Lin, L ; Sornette, D.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:19:y:2019:i:6:p:937-959.

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  3. Short waves in Hungary, 1923 and 1946: Persistence, chaos, and (lack of) control. (2019). Hartwell, Christopher.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:163:y:2019:i:c:p:532-550.

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  4. Identification and critical time forecasting of real estate bubbles in the USA. (2017). Cauwels, Peter ; Sanadgol, Dorsa ; Ardila, Diego ; Sornette, Didier.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:4:p:613-631.

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  5. Extended nonlinear feedback model for describing episodes of high inflation. (2017). Szybisz, Martin A.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:465:y:2017:i:c:p:91-108.

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  6. Hyperinflation in Brazil, Israel, and Nicaragua revisited. (2017). Szybisz, Martin A.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:465:y:2017:i:c:p:1-12.

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  7. A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon. (2016). Lin, LI ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1661.

    Full description at Econpapers || Download paper

  8. The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals. (2014). Ren, R. E. ; Lin, L. ; Sornette, D..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:210-225.

    Full description at Econpapers || Download paper

  9. Diagnosis and prediction of rebounds in financial markets. (2012). Yan, Wanfeng ; Woodard, Ryan ; Sornette, Didier.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:4:p:1361-1380.

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  10. Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis. (2009). Woodard, Ryan ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:0905.0220.

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  11. Predictability of large future changes in major financial indices. (2006). Zhou, Wei-Xing ; Sornette, Didier.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:1:p:153-168.

    Full description at Econpapers || Download paper

  12. Antibubble and prediction of Chinas stock market and real-estate. (2004). Zhou, Wei-Xing ; Sornette, Didier.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:337:y:2004:i:1:p:243-268.

    Full description at Econpapers || Download paper

  13. Finite-time singularities in the dynamics of Mexican financial crises. (2004). Alvarez-Ramirez, Jose ; Ibarra-Valdez, Carlos .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:331:y:2004:i:1:p:253-268.

    Full description at Econpapers || Download paper

  14. Predictability of large future changes in major financial indices. (2004). Zhou, Wei-Xing ; W. -X. Zhou, ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0304601.

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  15. Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis. (). Woodard, R. ; Sornette, D..
    In: Working Papers.
    RePEc:stz:wpaper:ccss-09-003.

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References

References cited by this document

  1. Cagan, P. The monetary dynamics of hyperinflation. 1956 En : Friedman, M. Studies in the Quantity Theory of Money. University of Chicago Press: Chicago
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  2. D. Sornette, K. Ide, Theory of self-similar oscillatory finite-time singularities in finance, population and rupture, Int. J. Mod. Phys. C 14 (3) (2003), in press.

  3. Froyen, R.T. ; Waud, R.N. The determinants of federal reserve policy actions. 2002 J. Macroecon.. 24 413-428

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  5. Johansen, A. ; Sornette, D. Critical ruptures. 2000 Eur. Phys. J. B. 18 163-181
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  6. Johansen, A. ; Sornette, D. Finite-time singularity in the dynamics of the world population and economic indices. 2001 Physica A. 294 465-502

  7. Mizuno, T. ; Takayasu, M. ; Takayasu, H. The mechanism of double-exponential growth in hyperinflation. 2002 Physica A. 308 411-419

  8. P. de Grauwe, M. Polan, Is inflation always and everywhere a monetary phenomenon? CEPR Discussion Paper 2841, London, Centre for Economic Policy Research, 2001. http://www.cepr.org/pubs/dps/DP2841.asp

  9. Sornette, D. . 2003 Princeton University Press: Princeton
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  10. Sornette, D. ; Andersen, J.V. Scaling with respect to disorder in time-to-failure. 1998 Eur. Phys. J. B. 1 353-357
    Paper not yet in RePEc: Add citation now
  11. Temple, J. Inflation and growth: stories short and tall. 2000 J. Econom. Surveys. 14 395-426

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