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Volumn 62, Issue 1, 2000, Pages 53-60

Trend breaks in money growth and the money-output relation in the U.S.

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EID: 0040776960     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00159     Document Type: Article
Times cited : (6)

References (14)
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  • 2
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  • 3
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    • Christiano, L. J. and Ljungqvist, L. (1988). 'Money Does Granger-Cause Output in the Bivariate Money-Output Relation,' Journal of Monetary Economics, Vol. 22, pp. 217-35.
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    • Christiano, L.J.1    Ljungqvist, L.2
  • 4
    • 0001460751 scopus 로고
    • Do equilibrium real business cycle theories explain postwar U.S. business cycles?
    • Fischer, S. (ed), MIT Press, Cambridge
    • Eichenbaum, M. S. and Singleton, K. J. (1986). 'Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?,' in Fischer, S. (ed), NBER Macroeconomics Annual, MIT Press, Cambridge.
    • (1986) NBER Macroeconomics Annual
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  • 5
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estiamtes of the variance of United Kingdom inflation
    • Engle, R. F. (1982). 'Autoregressive Conditional Heteroskedasticity with Estiamtes of the Variance of United Kingdom Inflation,' Econometrica, Vol. 50, pp. 987-1007.
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    • Engle, R.F.1
  • 6
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    • Breaking trends and the money-output correlation
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    • Fernandez, D.G.1
  • 7
    • 0001135945 scopus 로고
    • 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
  • 8
    • 0000304188 scopus 로고
    • 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
  • 9
    • 0017846358 scopus 로고
    • On a measure of lack of fit in time-series models
    • Ljung, G. M. and Box, G. E. P. (1978). 'On a Measure of Lack of Fit in Time-Series Models,' Biometrika, Vol. 65, pp. 297-303.
    • (1978) Biometrika , vol.65 , pp. 297-303
    • Ljung, G.M.1    Box, G.E.P.2
  • 10
    • 0000706085 scopus 로고
    • A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W. K. and West, K. D. (1987). 'A Simple Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix,' Econometrica, Vol. 55, pp. 703-8.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 12
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims, C. A. (1980). 'Macroeconomics and Reality,' Econometrica, Vol. 48, pp. 1-48.
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  • 13
    • 0000745315 scopus 로고
    • Inference in linear time series models with some unit roots
    • Sims, C. A., Stock, J. H. and Watson, M. W. (1990). 'Inference in Linear Time Series Models with Some Unit Roots,' Econometrica, Vol. 58, pp. 113-44.
    • (1990) Econometrica , vol.58 , pp. 113-144
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  • 14
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    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.