Financial market variables do not predict real activity: Further evidence

Economic Inquiry

Volumn 40, Issue 1, 2002, Pages 80-90

  Weber, Christian E ^a  

^a SEATTLE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035993079     PISSN: 00952583     EISSN: None     Source Type: Journal    
DOI: 10.1093/ei/40.1.80     Document Type: Review

References (26)

1. On the predictive power of interest rates and interest rate spreads
2. The federal funds rate and the channels of monetary transmission
3. A new approach to decomposition of economic time series into permanent and temporary components with particular attention to measurement of the 'business cycle'
4. The dynamic effects of aggregate supply and demand disturbances
5. Permanent and transitory components in macroeconomic fluctuations
6. The cyclical component of U.S. economic activity
7. Money, income, prices, and interest rates
8. Why does the paper-bill spread predict real economic activity?
9. Another look at the evidence on money-income causality
10. More evidence on the money-output relationship
11. Post-war business cycles: An empirical investigation
12. Monetary policy and credit conditions: Evidence from the composition of external finance
13. Stochastic trends and economic fluctuations
14. Major changes in cyclical behavior
15. Does monetary policy matter? A new test in the spirit of Friedman and Schwartz
16. Money, income, and causality
17. Comparison of interwar and postwar business cycles: Monetarism reconsidered
18. New indexes of coincident and leading economic indicators
19. Interpreting the evidence on money-income causality
20. Financial market variables do not predict real activity
21. Money and economic growth
22. Univariate detrending methods with stochastic trends
23. Is cyclical real GNP really more persistent than the trend?
24. Consumption spending and the paper-bill spread: Theory and evidence