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Uncovering the Relationship between Real Interest Rates and Economic Growth
9 references·2 citing·38 second hop
Uncovering the Relationship between Real Interest Rates and Economic Growth (2014)Uncovering the Relationship between Real …Testing for structural change in conditional models (2000)Testing for structural change…Automatic Lag Selection in Covariance Matrix Estimation (1995)Automatic Lag Selection in Co…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Fertility Choice in a Model of Economic Growth (1989)Fertility Choice in a Model o…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Shaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper) (1974)Shaw, Edward S., Financial De…Money and Capital in Economic Development. (1974)Money and Capital in Economic…The effects of interest rate on economic growth: Further insights from the Gambia (2021)The effects of interest rate …Bayesian nonparametric vector autoregressive models (2018)Bayesian nonparametric vector…Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)What is an Oil Shock? (2000)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Forecasting Stock Returns (2013)Time Series Regression with a Unit Root (1987)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Macroeconomics and Reality (1980)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Impulse response analysis in nonlinear multivariate models (1996)TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES (2022)Bayesian forecasting in economics and finance: A modern review (2023)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)Improving GARCH volatility forecasts with regime-switching GARCH (2002)Prewhitening Bias in HAC Estimation* (2005)Oil price elasticities and oil price fluctuations (2018)From Malthusian Stagnation to Modern Growth (1999)What have We Learnt from the Convergence Debate? (2003)The Wealth of Cities: Agglomeration Economies and Spatial Equilibrium in the United States (2009)Agency for International Development (1978)Finance, entrepreneurship and growth (1993)What matters for financial development? Capital controls, institutions, and interactions (2005)
this work references cited by second hop

References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1974Money and Capital in Economic Development.3,711 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1974Shaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper)3,016 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1989Fertility Choice in a Model of Economic Growth1,094 cited
  • 1995Automatic Lag Selection in Covariance Matrix Estimation481 cited
  • 2000Testing for structural change in conditional models465 cited

Cited by

  • 2018Bayesian nonparametric vector autoregressive models61 cited
  • 2021The effects of interest rate on economic growth: Further insights from the Gambia17 cited

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