Andersen, T., Bollerslev, T., Diebold, F.X., and Labys, P., 2003. “Modeling and Forecasting Realized Volatility,†Econometrica, 71, 579-625.
Baillie, R., Bollerslev, T. and Redfrearn, M.R., 1993. “Bear Squeezes, Volatility Spillovers and Speculative Attacks in the Hyperinflation 1920's Foreign Exchange, Journal of International Money and Finance, 12, 511-521.
Baker, S.R. and Bloom, N., 2013. “Does Uncertainty Reduce Growth? Using Disasters as Natural Experiments.†NBER Working Paper 19475.
Balderston, T., 1989. “War Finance and Inflation in Britain and Germany, 1914-1918,†Economic History Review 42(2): 222–44.
Barnichon, R. and Brownlees, C., 2017. “Impulse Response Estimation by Smooth Local Projections,†Manuscript, Federal Reserve Bank of San Francisco.
- Boemeke, Manfred F., Gerald D. Feldman, Gerald D. and Elisabeth Glaser (editors). 1998. Versailles: A Reassessment after 75 Years. Cambridge University Press.
Paper not yet in RePEc: Add citation now
- Bogart, E.L. .1920. Direct and Indirect Costs of the Great World War. New York: Oxford University Press.
Paper not yet in RePEc: Add citation now
Bordo, M.D. and MacDonald, R., 2003. “The Interwar Gold Exchange Standard: Credibility and Monetary Independence,†Journal of International Money and Finance, 22, 1-32.
Bordo, M.D. and Siklos, P.L., 2014. “Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective,†NBER Working Paper #20693.
Bordo, M.D. and Siklos, P.L., 2015. “Central Bank Credibility: An Historical and Quantitative Exploration,†NBER Working Paper #20824.
Broadberry, S. and Harrison, M., 2005. “Introduction,†The Economics of World War. Cambridge: Cambridge University Press, pp. 3-40.
- Cagan, P., 1956. “The Monetary Dynamics of Hyperinflation†in Friedman, M. (ed.), Studies in the Quantity Theory of Money. Chicago: University of Chicago Press.
Paper not yet in RePEc: Add citation now
Caggiano, G., Castelnuovo, E. and Groshenny, N., 2014. “Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions,†Journal of Monetary Economics, 6778 -92.
Carriero, A., Clark, T.E., and Marcellino, M., 2018. “Endogenous Uncertainty,†Federal Reserve Bank of Cleveland Working Paper #2018-05 Cole, H.L. and Kehoe, T.J., 1996. “A Self-Fulfilling Model of Mexico’s 1994-1995 Debt Crisis,†Journal of International Economics, 41, 309-330.
Cole, H.L. and Kehoe, T.J., 2000. “Self-Fulfilling Debt Crises,†Review of Economic Studies, 67, 91-116. Commercial and Financial Chronicle (various years).
Danielsson, J., Valenzuela, M. and Zer, I., 2018. “Learning from History: Volatility and Financial Crises,†Review of Financial Studies, forthcoming.
- Dornbusch, R., 1982. “Monetary Problems of Post-Communism: Lessons from the End of the Austro-Hungarian Empire,†Weltwirtschaftliches Archiv, 128, 391–424.
Paper not yet in RePEc: Add citation now
- Dumberry, P., 2007. State Succession to International Responsibility. Brill Publishing.
Paper not yet in RePEc: Add citation now
- Durand, E D., 1922. “Public Finance of Poland.†United States Department of Commerce, Supplement to Commerce Reports, Trade Information Bulletin No.32, Washington, D.C. Eichengreen, B., 1992. Golden Fetters: The Gold Standard and the Great Depression, New York: Oxford University Press.
Paper not yet in RePEc: Add citation now
- Einzig, P., 1937. The Theory of Forward Exchange. London: MacMillan.
Paper not yet in RePEc: Add citation now
- Ferguson, Adam. 1975. When Money Dies: the Nightmare of the Weimar Collapse. London: William Kimber.
Paper not yet in RePEc: Add citation now
- Frankel, J.A., 1977. “The Forward Exchange Rate, Expectations, and the Demand for Money: The German Hyperinflation,†American Economic Review, 67, 653-670.
Paper not yet in RePEc: Add citation now
- Frankel, J.A., 1980. “The Forward Exchange Rate, Expectations, and the Demand for Money: The German Hyperinflation: Reply,†American Economic Review, 70, 771775.
Paper not yet in RePEc: Add citation now
- Graham, Frank D. 1930. Exchange, Pries, and Production in Hyperinflation: Germany, 1920-23. New York: Russell and Russell.
Paper not yet in RePEc: Add citation now
Jonas, Paul. 2016. “The Economic Consequences of Trianon,†Hungarianhistory.com http://www.hungarianhistory.com/lib/tria/tria40.htm Jurado, K., Ludvigson, S.C., and Ng, S., 2015. “Measuring Uncertainty,†American Economic Review, 105, 1177-1216.
Kydland, Finn E., and Edward C. Prescott. 1977.“Rules Rather than Discretion: The Inconsistency of Optimal Plans.†Journal of Political Economy 85(3): 473–92.
- League of Nations. 1937. Monetary Review, Money and Banking 1936/37, Volume 1, Geneva: League of Nations. League of Nations. Monthly Bulletin of Statistics. Geneva: League of Nations.
Paper not yet in RePEc: Add citation now
- League of Nations. 1938. Report on Exchange Control. Geneva: League of Nations. League of Nations. various years. Yearbook. Geneva: League of Nations.
Paper not yet in RePEc: Add citation now
Leduc, S. and Liu, Z., 2016. “Uncertainty Shocks are Aggregate Demand Shocks,†Journal of Monetary Economics, 55, 1113-1128.
- Ludvigson, S., Ma, S., and Ng., S., 2018. “Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?†Manuscript, Columbia University.
Paper not yet in RePEc: Add citation now
McCallum, Bennett T. and Edward Nelson. 2005. Oxford Review of Economic Policy 21(4), Fiscal Policy (Winter), 565-583.
Obstfeld, Maurice, and Rogoff, Kenneth. 1983. “Speculative hyperinflations in maximizing models: Can we rule them out? Journal of Political Economy 91 (August): 675-87.
Obstfeld, Maurice, Jay Shambaugh and Alan M. Taylor. 2004. “Monetary Sovereignty, Exchange Rates and Capital Controls: The Trilemma in the Interwar Period,†IMF Staff Papers 51 (special issue).
Paredes, J., Pérez, J.J., and Perez-Quiros, G. 2015. “Fiscal Targets: A Guide to Forecasters?†European Central Bank Working Paper #1834.
- Peel, D.A. and Spiru, A.M., 2015. “Consistency of Two Major Data Sources for Exchange Rates in the Interwar Period and Evidence on the Behavior of Exchange Rates during Hyperinflation: The Case of Germany,†Manuscript, Lancaster University Management School.
Paper not yet in RePEc: Add citation now
- Prochnik, Edgar L.G. 1922. “Possibilities of the Economic and Financial Reconstruction of Austria,†The Annals of the American Academy of Political and Social Science, 102 (July), 20-26.
Paper not yet in RePEc: Add citation now
Ramey, Valarie. 2016. “Macroeconomic Shocks and their Propagation,†Handbook of Macroeconomics, Volume 2A, 71-162.
Reinhart, Carmen M and Kenneth Rogoff. 2009. This Time is Different. Princeton University Press.
Ritschl, Albrecht and Tobias Straumann. 2010. “Business cycles and economic policy, 1914– 1945.†In Stephen Broadberry and Kevin H. O’Rourke The Cambridge Economic History of Modern Europe, Volume 2, 1870 to the Present, pp.156-80.
Salemi, M.K. 1980. “The Forward Exchange Rate, Expectations, and the Demand for Money: The German Hyperinflation: Comment,†American Economic Review, 70, 763-770.
Sargent, Thomas. 1982. “The Ends of Four Big Inflations†in Hall, R.E., ed. Inflation: Causes and Effects. Chicago: NBER, 41-98. Statistiches Handbuch der Weltwirtschaft. various years. Verlag für Sozialpolitik, Wirtschaft und Statistik Paul Schmidt, Berlin.
Vavra, J., 2014. “Inflation Dynamics and Time-Varying Volatility: New Evidence and an S-s Interpretation,†Quarterly Journal of Economics, 129, 215-258.
Webb, S.B. 1986. “Fiscal News and Inflationary Expectations in Germany after World War I,†Journal of Economic History, 46, 769-794.
Woodford, M., 1995. “Price Level Determinacy without Control of a Monetary Aggregate,†Carnegie-Rochester Conference Series on Public Policy, 43, 1-46.
- Young, J.P, 1925. European Currency and Finance: Commission of the Gold and Silver Inquiry, United States Senate (Volumes 1 and 2). Washington, D.C., Government Printing Office.
Paper not yet in RePEc: Add citation now