-
1
-
-
0001959632
-
On the predictive power of interest rates and interest rate spreads
-
November/December
-
Bernanke, B.S. (1990) On the predictive power of interest rates and interest rate spreads. England Economic Review, November/December, 51-68.
-
(1990)
England Economic Review
, pp. 51-68
-
-
Bernanke, B.S.1
-
2
-
-
85016834058
-
The federal funds rate and the channels of monetary transmissions
-
Bernanke, B.S. and Blinder, A.S. (1992) The federal funds rate and the channels of monetary transmissions. American Economic Review 82, 901-921.
-
(1992)
American Economic Review
, vol.82
, pp. 901-921
-
-
Bernanke, B.S.1
Blinder, A.S.2
-
3
-
-
84936220056
-
Cointegration and test of present-value models
-
Campbell, J. and Shiller, R.J. (1987) Cointegration and test of present-value models. Journal of Political Economy 95, 1063-1088.
-
(1987)
Journal of Political Economy
, vol.95
, pp. 1063-1088
-
-
Campbell, J.1
Shiller, R.J.2
-
4
-
-
0011021742
-
EMS interest rate differentials and fiscal policy: A model with an empirical application to Italy
-
Federal Reserve Board of Governors
-
Craig, S.R. (1991) EMS interest rate differentials and fiscal policy: A model with an empirical application to Italy. Federal Reserve Board of Governors, International Finance Discussion Papers, No. 405.
-
(1991)
International Finance Discussion Papers
, vol.405
-
-
Craig, S.R.1
-
5
-
-
0010954647
-
Who will join EMU? Impact of the Maastricht convergence criteria on economy policy choice and performance
-
Federal Reserve Board of Governors
-
Craig, S.R. (1994) Who will join EMU? Impact of the Maastricht convergence criteria on economy policy choice and performance, Federal Reserve Board of Governors, International Finance Discussion Papers, No. 480.
-
(1994)
International Finance Discussion Papers
, vol.480
-
-
Craig, S.R.1
-
9
-
-
84977702570
-
The term structure as a predictor of real economic activity
-
Estrella, A. and Hardouvelis, G.A. (1991) The term structure as a predictor of real economic activity. Journal of Finance 46, 555-576.
-
(1991)
Journal of Finance
, vol.46
, pp. 555-576
-
-
Estrella, A.1
Hardouvelis, G.A.2
-
10
-
-
0000091158
-
Money, income, prices and interest rates
-
Friedman, B.M. and Kuttner, K.N. (1992) Money, income, prices and interest rates. American Economic Review 82, 472-492.
-
(1992)
American Economic Review
, vol.82
, pp. 472-492
-
-
Friedman, B.M.1
Kuttner, K.N.2
-
13
-
-
0000471946
-
A cointegration analysis of treasury bill yields
-
Hall, A.D., Anderson, H.M. and Granger, C.W.J. A cointegration analysis of Treasury bill yields. Review of Economics and Statistics 74, 116-126.
-
Review of Economics and Statistics
, vol.74
, pp. 116-126
-
-
Hall, A.D.1
Anderson, H.M.2
Granger, C.W.J.3
-
14
-
-
84977386035
-
A long-run view of German dominance and the degree of policy convergence in the EMS
-
Hafer, R.W. and Kutan, A.M. (1994) A long-run view of German dominance and the degree of policy convergence in the EMS. Economic Inquiry 32, 684-695.
-
(1994)
Economic Inquiry
, vol.32
, pp. 684-695
-
-
Hafer, R.W.1
Kutan, A.M.2
-
17
-
-
38249000521
-
Comparing interest-rate spreads and money growth as predictors of output growth: Granger causality in the sense Granger intended
-
Hess, G.D. and Porter, R.D. (1993) Comparing interest-rate spreads and money growth as predictors of output growth: Granger causality in the sense Granger intended. Journal of Economics and Business 45, 247-268.
-
(1993)
Journal of Economics and Business
, vol.45
, pp. 247-268
-
-
Hess, G.D.1
Porter, R.D.2
-
18
-
-
84980249910
-
Deficits, bailout and free riders
-
Horstmann, W. and Schneider, F. (1994) Deficits, bailout and free riders. Kyklos 47, 355-383.
-
(1994)
Kyklos
, vol.47
, pp. 355-383
-
-
Horstmann, W.1
Schneider, F.2
-
21
-
-
44049114825
-
Testing weak exogeneity and the order of cointegration in UK money demand data
-
Johansen, S. (1992) Testing weak exogeneity and the order of cointegration in UK money demand data. Journal of Policy Modeling 14, 313-334.
-
(1992)
Journal of Policy Modeling
, vol.14
, pp. 313-334
-
-
Johansen, S.1
-
22
-
-
58149362602
-
Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model
-
Juseluis, K. (1995) Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model. Journal of Econometrics 69, 211-240.
-
(1995)
Journal of Econometrics
, vol.69
, pp. 211-240
-
-
Juseluis, K.1
-
23
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration - With applications to the demand for money
-
Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inference on cointegration - with applications to the demand for money. Oxford Bulletin of Economics and Statistics 52, 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
24
-
-
0001074167
-
Interest rate linkages within the European monetary system: A time series analysis
-
Karfakis, C.J. and Moschos, D.M. (1990) Interest rate linkages within the European monetary system: A time series analysis. Journal of Money, Credit and Banking 22, 388-394.
-
(1990)
Journal of Money, Credit and Banking
, vol.22
, pp. 388-394
-
-
Karfakis, C.J.1
Moschos, D.M.2
-
26
-
-
0000631178
-
A note with quantites of the asymptotic distribution of some important maximum likelihood cointegration test rank statistics
-
Osterwald-Lenum, M. (1992) A note with quantites of the asymptotic distribution of some important maximum likelihood cointegration test rank statistics. Oxford Bulletin of Economics and Statistics 54, 461-472.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
27
-
-
0001638116
-
Exchange rates, policy convergence and the European Monetary System
-
MacDonald, R. and Taylor, M.P. (1991) Exchange rates, policy convergence and the European Monetary System. Review of Economics and Statistics 73, 553-558.
-
(1991)
Review of Economics and Statistics
, vol.73
, pp. 553-558
-
-
MacDonald, R.1
Taylor, M.P.2
-
30
-
-
0002814040
-
Effects of model specification on tests for unit roots in macroeconomic data
-
Schwert, G.W. (1987) Effects of model specification on tests for unit roots in macroeconomic data. Journal of Monetary Economics 20, 73-103.
-
(1987)
Journal of Monetary Economics
, vol.20
, pp. 73-103
-
-
Schwert, G.W.1
-
31
-
-
0000076932
-
New indexes of coincident and leading economic indicators
-
eds O. Blanchard and S. Fischer, MIT Press, MA, Cambridge
-
Stock, J.H. and Watson, M.W. (1989) New indexes of coincident and leading economic indicators. In NBER Macroeconomics Annual, eds O. Blanchard and S. Fischer, pp. 351-394. MIT Press, MA, Cambridge.
-
(1989)
NBER Macroeconomics Annual
, pp. 351-394
-
-
Stock, J.H.1
Watson, M.W.2
-
32
-
-
0003052768
-
International financial market integration and linkages of national interest rates
-
Throop, A. (1994) International financial market integration and linkages of national interest rates. Federal Reserve Bank of San Francisco Economic Review 3, 3-18.
-
(1994)
Federal Reserve Bank of San Francisco Economic Review
, vol.3
, pp. 3-18
-
-
Throop, A.1
|