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Vector Autoregression Evidence on Monetarism: Another Look at the Robustness Debate
11 references·15 citing·41 second hop
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this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1964A Monetary History of the United States 1867-19602,110 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1971The Optimum Quantity of Money: and Other Essays1,208 cited
  • 1985Atheoretical macroeconometrics: A critique714 cited
  • 2002Vector Autoregressions and Reality413 cited
  • 1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered410 cited
  • 1987Vector Autoregressions and Reality242 cited
  • 1986Temporal Aggregation and Structural Inference in Macroeconomics149 cited
  • 1987[Vector Autoregressions and Reality]: Reply82 cited
  • 1983A reconsideration of Sims' evidence concerning monetarism81 cited

Cited by

  • 1994Understanding the price puzzle64 cited
  • 1995Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia35 cited
  • 1994Determinants of the inflation rate in the United States: A VAR investigation27 cited
  • 2002Determinants of United States' trade balance with Australia27 cited
  • 2013

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Percieved Relationship between Exchange Rate, Interest Rate and Economic Growth in Nigeria: 1970-2010
24 cited
  • 1994Shocks24 cited
  • 2004Dynamic modelling of fiscal and exchange rates policy effects in a developing country22 cited
  • 1996Monetary vs. fiscal policy: Some evidence from vector autoregression for India22 cited
  • 2013Percieved Relationship between Exchange Rate, Interest Rate and Economic Growth in Nigeria: 1970-201021 cited
  • 1994The Federal Funds Rate as an Indicator of Monetary Policy: Evidence from the 1980s20 cited
  • 2004Money, interest, and prices: Some international evidence18 cited
  • 1992Macroeconometric modelling and Pakistan's economy18 cited
  • 1992Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy17 cited
  • 2002Detrending and the Money-Output Link: International Evidence16 cited
  • 1996INCOME PERSISTENCE AND MACRO‐POLICY FEEDBACKS IN THE US*14 cited