SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
12 references·0 citing·44 second hop
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices (2021)Short-Run and Long-Run Causality between …Linear and threshold forecasts of output and inflation using stock and housing prices (2008)Linear and threshold forecast…Is price stability enough (2006)Is price stability enoughShort run and long run causality in time series: inference (2005)Short run and long run causal…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Asset Prices in a Flexible Inflation Targeting Framework (2003)Asset Prices in a Flexible In…Asset price bubbles : the implications for monetary, regulatory, and international policies (2003)Asset price bubbles : the imp…Short Run and Long Run Causality in Time Series: Theory (1998)Short Run and Long Run Causal…ASSET-PRICE BUBBLES AND MONETARY POLICY (1997)ASSET-PRICE BUBBLES AND MONET…Short-Run and Long-Rub Causality in Time Series: Theory (1995)Short-Run and Long-Rub Causal…Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)Causal Relations Among Stock …Macroeconomics and Reality (1980)Macroeconomics and RealityInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Empirical exchange rate models of the seventies (1983)Law and Finance (1998)The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)International diversification: A copula approach (2010)Monetary policy and the global housing bubble (2011)Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010 (2012)Expectations and Exchange Rate Dynamics (1976)Inflation, Rational Valuation and the Market (1979)Financial Fragility and Economic Performance (1990)Recent House Price Developments: The Role of Fundamentals (2006)How to Deal with Real Estate Booms: Lessons from Country Experiences (2011)Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment (2014)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Generalized impulse response analysis in linear multivariate models (1998)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Permanent and Temporary Components of Stock Prices (1988)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship* (2019)Statistical inference in vector autoregressions with possibly integrated processes (1995)A re-examination of the relationship between electricity consumption and economic growth in Malaysia (2008)Short and long run causality measures: Theory and inference (2009)Testing for Granger causality with mixed frequency data (2015)On Stock Market Returns and Monetary Policy (1997)Oil price shocks and stock market activity (1999)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Financial Intermediaries, Financial Stability, and Monetary Policy (2008)Monetary policy after the fall (2010)What Can (Macro-) Prudential Policy do to Support Monetary Policy? (2007)Should Monetary Policy "Lean or Clean"? (2009)The global credit boom: Challenges for macroeconomics and policy (2009)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 1992Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation551 cited
  • 1998Short Run and Long Run Causality in Time Series: Theory290 cited
  • 2003Asset Prices in a Flexible Inflation Targeting Framework259 cited
  • 1997ASSET-PRICE BUBBLES AND MONETARY POLICY250 cited
  • 2003Asset price bubbles : the implications for monetary, regulatory, and international policies237 cited
  • 2006Is price stability enough173 cited
  • 2005Short run and long run causality in time series: inference139 cited
  • 1995Short-Run and Long-Rub Causality in Time Series: Theory29 cited
  • 2008Linear and threshold forecasts of output and inflation using stock and housing prices23 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work