-
1
-
-
0001443292
-
Unanticipated money growth and unemployment in the United States
-
Barro, R. J. (1977). 'Unanticipated Money Growth and Unemployment in the United States', American Economic Review, Vol. 67, pp. 101-115.
-
(1977)
American Economic Review
, vol.67
, pp. 101-115
-
-
Barro, R.J.1
-
3
-
-
77957060687
-
Why does money affect output? A survey
-
Friedman, M. and Hahn, F. H. (eds.), North-Holland, Amsterdam
-
Blanchard, O. J. (1990). 'Why Does Money Affect Output? A Survey', in Friedman, M. and Hahn, F. H. (eds.), Handbook of Monetary Economics, Vol. 2, North-Holland, Amsterdam.
-
(1990)
Handbook of Monetary Economics
, vol.2
-
-
Blanchard, O.J.1
-
4
-
-
0000467517
-
Money does Granger-cause output in the bivariate money-output relation
-
Christiano, L. and Ljungqvist, L. (1988). 'Money Does Granger-Cause Output in the Bivariate Money-Output Relation', Journal of Monetary Economics, Vol. 22, pp. 217-36.
-
(1988)
Journal of Monetary Economics
, vol.22
, pp. 217-236
-
-
Christiano, L.1
Ljungqvist, L.2
-
5
-
-
0000555995
-
What do the VARs mean? Measuring the output effects of monetary policy
-
Cochrane, J. H. (1998). 'What Do the VARs Mean? Measuring the Output Effects of Monetary Policy', Journal of Monetary Economics, Vol. 41, pp. 277-300.
-
(1998)
Journal of Monetary Economics
, vol.41
, pp. 277-300
-
-
Cochrane, J.H.1
-
6
-
-
84872374847
-
Asymmetric effects of positive and negative money-supply shocks
-
Cover, J. P. (1992). 'Asymmetric Effects of Positive and Negative Money-Supply Shocks', Quarterly Journal of Economics, Vol. 4, pp. 1261-282.
-
(1992)
Quarterly Journal of Economics
, vol.4
, pp. 1261-1282
-
-
Cover, J.P.1
-
7
-
-
0030356207
-
Efficient tests for an autoregressive unit root
-
Elliott, G., Rothenberg, T. J. and Stock, J. H. (1996). 'Efficient Tests for an Autoregressive Unit Root', Econometrica, Vol. 64, pp. 813-36.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
Rothenberg, T.J.2
Stock, J.H.3
-
8
-
-
0000051984
-
Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation
-
Engle, R. F. (1982). 'Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of UK Inflation', Econometrica, Vol. 50, pp. 987-1008.
-
(1982)
Econometrica
, vol.50
, pp. 987-1008
-
-
Engle, R.F.1
-
9
-
-
0039769055
-
-
International Finance Discussion Papers 1998-610, Board of Governors of the Federal Reserve System
-
Faust, J. (1998). 'The Robustness of Identified VAR Conclusions about Money', International Finance Discussion Papers 1998-610, Board of Governors of the Federal Reserve System.
-
(1998)
The Robustness of Identified VAR Conclusions about Money
-
-
Faust, J.1
-
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, Vol. 82, pp. 472-492.
-
(1992)
American Economic Review
, vol.82
, pp. 472-492
-
-
Friedman, B.M.1
Kuttner, K.N.2
-
11
-
-
0001135945
-
Another look at the evidence on money-income causality
-
Friedman, B. M. and Kuttner, K. N. (1993). 'Another Look at the Evidence on Money-Income Causality', Journal of Econometrics, Vol. 57, pp. 189-203.
-
(1993)
Journal of Econometrics
, vol.57
, pp. 189-203
-
-
Friedman, B.M.1
Kuttner, K.N.2
-
13
-
-
21344459751
-
Credit rationing and threshold effects in the relation between money and output
-
Galbraith, J. W. (1996). 'Credit Rationing and Threshold Effects in the Relation between Money and Output', Journal of Applied Econometrics, Vol. 11, pp. 419-29.
-
(1996)
Journal of Applied Econometrics
, vol.11
, pp. 419-429
-
-
Galbraith, J.W.1
-
14
-
-
0011046885
-
Testing for causality - A personal viewpoint
-
Granger, C. W. J. (1980). 'Testing for Causality - A Personal Viewpoint', Journal of Economic Dynamic and Control, Vol. 2, pp. 329-52.
-
(1980)
Journal of Economic Dynamic and Control
, vol.2
, pp. 329-352
-
-
Granger, C.W.J.1
-
15
-
-
0346208190
-
Wholesale and retail prices: Bivariate time series modeling with forecastable error variances
-
Besley, D. and Kuh, E. (eds.), MIT Press, Cambridge
-
Granger, C. W. J., Robins, R. P. and Engle, R. F. (1984). 'Wholesale and Retail Prices: Bivariate Time Series Modeling with Forecastable Error Variances', in Besley, D. and Kuh, E. (eds.), Model Reliability, MIT Press, Cambridge.
-
(1984)
Model Reliability
-
-
Granger, C.W.J.1
Robins, R.P.2
Engle, R.F.3
-
16
-
-
84993898560
-
The effect of monetary shocks on interest rates in the presence of conditional heteroskedasticity
-
Grier, K. B. and Perry, M. J. (1993). 'The Effect of Monetary Shocks on Interest Rates in the Presence of Conditional Heteroskedasticity', Journal of Finance, Vol. 48, pp. 1445-455.
-
(1993)
Journal of Finance
, vol.48
, pp. 1445-1455
-
-
Grier, K.B.1
Perry, M.J.2
-
17
-
-
0000158117
-
Estimation and hypothesis testing of cointegration vectors in Gaussian Vector autoregressive models
-
Johansen, S. (1991). 'Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models', Econometrica, Vol. 59, pp. 1551-580.
-
(1991)
Econometrica
, vol.59
, pp. 1551-1580
-
-
Johansen, S.1
-
18
-
-
0000900588
-
The impact of stochastic and deterministic trends on money-output causality: A multy-country investigation
-
Krol, R. and Ohanian, L. E. (1990). 'The Impact of Stochastic and Deterministic Trends on Money-Output Causality: A Multy-Country Investigation', Journal of Econometrics, Vol. 45, pp. 291-308.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 291-308
-
-
Krol, R.1
Ohanian, L.E.2
-
19
-
-
0000304188
-
Money, real interest rates, and output: A reinterpretation of postwar U.S. data
-
Litterman, R. and Weiss, L. (1985). 'Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data', Econometrica, Vol. 53, pp. 129-56.
-
(1985)
Econometrica
, vol.53
, pp. 129-156
-
-
Litterman, R.1
Weiss, L.2
-
20
-
-
49649131398
-
Expectations and the neutrality of money
-
Lucas, R. E. Jr. (1972). 'Expectations and the Neutrality of Money', Journal of Economic Theory, Vol. 4, pp. 103-24.
-
(1972)
Journal of Economic Theory
, vol.4
, pp. 103-124
-
-
Lucas, R.E.1
-
21
-
-
0000483605
-
Nobel lecture: Monetary neutrality
-
Lucas, R. E. Jr. (1996). 'Nobel Lecture: Monetary Neutrality', Journal of Political Economy, Vol. 104, pp. 661-82.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 661-682
-
-
Lucas, R.E.1
-
23
-
-
21844494956
-
Inflation and the asymmetric effects of money on output fluctuations
-
Rhee, W. and Rich, R. W. (1995). 'Inflation and the Asymmetric Effects of Money on Output Fluctuations', Journal of Macroeconomics, Vol. 17, pp. 683-702.
-
(1995)
Journal of Macroeconomics
, vol.17
, pp. 683-702
-
-
Rhee, W.1
Rich, R.W.2
-
24
-
-
0030163054
-
Expectations and the nonneutrality of Lucas
-
Sargent, T. (1996). 'Expectations and the Nonneutrality of Lucas', Journal of Monetary Economics, Vol. 37, pp. 535-48.
-
(1996)
Journal of Monetary Economics
, vol.37
, pp. 535-548
-
-
Sargent, T.1
-
25
-
-
0001462080
-
Money, income, and causality
-
Sims, C. A. (1972). 'Money, Income, and Causality', American Economic Review, Vol. 62, pp. 540-52.
-
(1972)
American Economic Review
, vol.62
, pp. 540-552
-
-
Sims, C.A.1
-
26
-
-
0000997472
-
Macroeconomics and reality
-
Sims, C. A. (1980). 'Macroeconomics and Reality', Econometrica, Vol. 48, pp. 1-48.
-
(1980)
Econometrica
, vol.48
, pp. 1-48
-
-
Sims, C.A.1
-
27
-
-
44049115762
-
Interpreting the macroeconomic time series facts: The effects of monetary policy
-
Sims, C. A. (1992). 'Interpreting the Macroeconomic Time Series Facts: the Effects of Monetary Policy', European Economic Review, Vol. 36, pp. 975-1000.
-
(1992)
European Economic Review
, vol.36
, pp. 975-1000
-
-
Sims, C.A.1
-
28
-
-
84950430713
-
Estimating continuous time process subject to time deformation
-
Stock, J. H. (1988). 'Estimating Continuous Time Process Subject to Time Deformation', Journal of the American Statistical Association, Vol. 83, pp. 77-85.
-
(1988)
Journal of the American Statistical Association
, vol.83
, pp. 77-85
-
-
Stock, J.H.1
-
29
-
-
0000246372
-
Interpreting the evidence on money-income causality
-
Stock, J. H. and Watson, M. W. (1989). 'Interpreting the Evidence on Money-Income Causality', Journal of Econometrics, Vol. 40, pp. 161-81.
-
(1989)
Journal of Econometrics
, vol.40
, pp. 161-181
-
-
Stock, J.H.1
Watson, M.W.2
-
30
-
-
0012895336
-
Monetary policy during a transition to rational expectations
-
Taylor, J. B. (1975). 'Monetary Policy during a Transition to Rational Expectations', Journal of Political Economy, Vol. 83, pp. 1009-1022.
-
(1975)
Journal of Political Economy
, vol.83
, pp. 1009-1022
-
-
Taylor, J.B.1
-
31
-
-
0000583204
-
Subsample instability and asymmetries in money-income causality
-
Thoma, M. A. (1994). 'Subsample Instability and Asymmetries in Money-Income Causality', Journal of Econometrics, Vol. 64, pp. 279-306.
-
(1994)
Journal of Econometrics
, vol.64
, pp. 279-306
-
-
Thoma, M.A.1
|