On interest rate innovations and anticipated monetary policy

Economics Letters

Volumn 28, Issue 2, 1988, Pages 177-180

  Sephton, Peter S ^a  

^a UNIVERSITY OF NEW BRUNSWICK   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 45549117481     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(88)90110-3     Document Type: Article

References (17)

1. Interest rate innovations and the business cycle
2. Causality analysis and multivariate autoregressive modelling with an application to supermarket sales analysis
3. Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflations
4. An empirical analysis of the markets for goods money and credit
5. Price inertia and policy ineffectiveness in the United States 1890–1980
6. Autoregressive modelling and money-income causality detection
7. On the observation inequivalence of classical and keynesian models
8. Macroeconimics after a decade of rational expectations: Some critical issues
9. A reconsidertion of Sims' evidence concerning monetarism
10. On ‘real’ and ‘sticky-price’ theories of the business cycle
11. Does anticipated monetary policy matter? Another look
12. Does anticipated monetary policy matter? An econometric investigation
13. Does anticipated aggregate demand policy matter?: Further econometric results
14. Causality tests and functional form sensitivity
15. Lag-length selection and tests of Granger causality between money and income