Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time
描述了使卡甘自适应预期模型最优的货币与通胀连续时间随机过程，并分析了离散时点采样数据的行为。
This paper describes the continuous time stochastic process for money and inflation under which Cagan?s adaptive expectations model is optimal. It then analyzes how data formed by sampling money and prices at discrete points in time would behave.