-
1
-
-
0038799263
-
New dogs and old tricks: Do money and interest rates still provide information content for forecasts of output and prices?
-
Black D.C. Corrigan P.R. Dowd M.R. New dogs and old tricks: Do money and interest rates still provide information content for forecasts of output and prices? International Journal of Forecasting 16 2000 191-205
-
(2000)
International Journal of Forecasting
, vol.16
, pp. 191-205
-
-
Black, D.C.1
Corrigan, P.R.2
Dowd, M.R.3
-
3
-
-
0000013567
-
Cointegration and error-correction: Representation, estimation, and testing
-
Engle R.F. Granger C.W.J. Cointegration and error-correction: Representation, estimation, and testing Econometrica 55 1987 251-276
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
4
-
-
0039066423
-
Predicting U.S. recessions: Financial variables as leading indicators
-
Estrella A. Mishkin F.S. Predicting U.S. recessions: Financial variables as leading indicators Review of Economics and Statistics 80 1998 45-61
-
(1998)
Review of Economics and Statistics
, vol.80
, pp. 45-61
-
-
Estrella, A.1
Mishkin, F.S.2
-
5
-
-
0002654984
-
Increasing liquidity and the declining informational content of the paper-bill spread
-
Ferderer J.P. Vogt S.C. Chahil R. Increasing liquidity and the declining informational content of the paper-bill spread Journal of Economics and Business 50 1998 361-377
-
(1998)
Journal of Economics and Business
, vol.50
, pp. 361-377
-
-
Ferderer, J.P.1
Vogt, S.C.2
Chahil, R.3
-
7
-
-
0032372708
-
Indicator properties of the paper-bill spread: Lessons from recent experience
-
Friedman B. Kuttner K. Indicator properties of the paper-bill spread: Lessons from recent experience Review of Economics and Statistics 80 1998 34-44
-
(1998)
Review of Economics and Statistics
, vol.80
, pp. 34-44
-
-
Friedman, B.1
Kuttner, K.2
-
8
-
-
38249000521
-
Comparing interest-rate spreads and money growth as predictors of output growth: Granger causality in the sense Granger intended
-
Hess G.D. Porter R.D. 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 1993 247-268
-
(1993)
Journal of Economics and Business
, vol.45
, pp. 247-268
-
-
Hess, G.D.1
Porter, R.D.2
-
9
-
-
0000158117
-
Estimation and hypothesis testing of cointegration vectors in Gaussian autoregressive models
-
Johansen S. Estimation and hypothesis testing of cointegration vectors in Gaussian autoregressive models Econometrica 59 1991 1551-1580
-
(1991)
Econometrica
, vol.59
, pp. 1551-1580
-
-
Johansen, S.1
-
10
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration: With applications to the demand for money
-
Johansen S. Juselius K. Maximum likelihood estimation and inference on cointegration: With applications to the demand for money Oxford Bulletin of Economics and Statistics 52 1990 169-210
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
11
-
-
0001519332
-
Time to build and aggregate fluctuations
-
Kydland F. Prescott E. Time to build and aggregate fluctuations Econometrica 50 1982 1345-1370
-
(1982)
Econometrica
, vol.50
, pp. 1345-1370
-
-
Kydland, F.1
Prescott, E.2
-
12
-
-
38149146016
-
The macroeconomic effects of distortionary taxation
-
McGratten E. The macroeconomic effects of distortionary taxation Journal of Monetary Economics 33 1994 573-601
-
(1994)
Journal of Monetary Economics
, vol.33
, pp. 573-601
-
-
McGratten, E.1
-
13
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips P.C.B. Perron P. Testing for a unit root in time series regression Biometrika 75 1988 335-346
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
14
-
-
0001721508
-
Comparison of interwar and postwar business cycles: Monetarism reconsidered
-
Sims C. Comparison of interwar and postwar business cycles: Monetarism reconsidered American Economic Review 70 1980 250-257
-
(1980)
American Economic Review
, vol.70
, pp. 250-257
-
-
Sims, C.1
-
15
-
-
0032250755
-
Consumption spending and the paper-bill spread: Theory and evidence
-
Weber C.E. Consumption spending and the paper-bill spread: Theory and evidence Economic Inquiry 36 1998 575-589
-
(1998)
Economic Inquiry
, vol.36
, pp. 575-589
-
-
Weber, C.E.1
|