Hyperinflation and the Dynamics of the Demand for Money in China, 1945-1949.

This paper is to study the demand for money during the Chinese inflation of 1945-49. Based on the Chinese experience, the results confirm the hypothesis that during hyperinflation the expected rate of change in prices is the most important variable in the demand function for money. The estimated va...

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Publicado en:Journal of Political Economy Vol. 79; no. 1; pp. 186 - 196
Autor principal: Teh-wei Hu
Formato: Artículo
Publicado: University of Chicago Press Jan/Feb71
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Acceso en línea:Ver este registro en EBSCOhost
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        atl: Hyperinflation and the Dynamics of the Demand for Money in China, 1945-1949.
      aug:
        au: Teh-wei Hu
      su:
        Demand for money
        Price inflation
        China
      sug:
        subj:
          China
          Demand for money
          Price inflation
      ab: This paper is to study the demand for money during the Chinese inflation of 1945-49. Based on the Chinese experience, the results confirm the hypothesis that during hyperinflation the expected rate of change in prices is the most important variable in the demand function for money. The estimated value of the coefficient of cash balances adjustment close is close to one. Thus, the assumption that the desired level of real cash balances tends to equal the actual level during hyperinflation is supported. This study, based on the Chinese experience, confirms the hypothesis that, during hyperinflation the expected rate of change in prices is the most important variable in the demand function for money (Cagan 1956). Although the velocity of money increased during the hyperinflation, the demand function for money is predictable if the model includes the variable of the expected rate of change in prices. Furthermore, the magnitudes of the parameters in the estimated demand function indicate that the hyperinflation in China was not self-generating, that is, independent of money supply. This study has also investigated the assumption of a lag in the adjustment of real cash balances through the process of hyperinflation. The empirical findings suggest that the value of the coefficient of adjustment is close to one. Thus, the assumption that the desired level of real cash balances tends to equal the actual level during hyperinflation is supported.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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          year: 1971
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