Money, Income and Dynamic Lag Patterns

Southern Economic Journal

Volumn 64, Issue 1, 1997, Pages 97-103

  Lee, Jim ^a  

^a FORT HAYS STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031481681     PISSN: 00384038     EISSN: None     Source Type: Journal    
DOI: 10.2307/1061040     Document Type: Article

References (11)

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3. Friedman, Benjamin M. and Kenneth N. Kuttner, "Money, Income, Prices, and Interest Rates." American Economic Review, June 1992, 472-92.
4. _, "Another Look at the Evidence on Money-Income Causality." Journal of Econometrics, March 1993, 189-203.
5. Hafer, Rik and Richard G. Sheehan, "Policy Inference Using VAR Models: The Effects of Alternative Lag Structures." Working Paper, Washington University in St. Louis, February 1987.
6. Hsiao, Cheng, "Autoregressive Modelling and Monetary-Income Causality Detection." Journal of Monetary Economics, January 1981, 85-106.
7. Litterman, Robert B. and Lawrence Weiss, "Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data." Econometrica, January 1985, 129-56.
8. Sims, Christopher A., "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered." American Economic Review, May 1980, 250-57.
9. Stock, James H. and Mark W. Watson, "Interpreting the Evidence on Money-Income Causality." Journal of Econometrics, January 1989, 161-81.
10. Thoma, Mark A., "Subsample Instability and Asymmetries in Money-Income Causality." Journal of Econometrics, September 1994, 279-306.
11. Webb, Roy H. "Forecasts of Inflation From VAR Models." Working Paper, Federal Reserve Bank of Richmond, July 1994.