The dynamics of hyperinflation episodes is studied by applying a theoretical approach based on collective “adaptive inflation expectations” with positive nonlinear feedback. In such a model proposed a few years ago it is assumed that the velocity of the growthrate r(t) of log-price p(t) obeys a power law leading to a finite-time singularity at a critical time t_c, which is a signature for an economic crash. In the present version of the model p(t) is written explicitly in terms of the parameters introduced along the formulation avoiding any combination of them used in the original paper. This procedure allows to examine simultaneously the time series of the growth rate r(t) and the log-price p(t) and to perform a linked error analysis of the determined parameters. The historical hyperinflations occurred in Weimar Germany (1920-1923) and Brazil (1969-1990) may be very well interpreted in terms of this description. In this report we also include an analysis of the hyperinflation spiral recently developed in Zimbabwe. According to our results, an economic crash in the latter country is predicted for the time being. The study is completed with a comparison of the most severe hyperinflation regimes.