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Tests of rationality, neutrality and market efficiency
16 references·4 citing·32 second hop
Tests of rationality, neutrality and market efficiency (1984)Tests of rationality, neutrality and mark…A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models (1985)A rational expectations appro…Exchange rates and international macroeconomics (1984)Exchange rates and internatio…Does Anticipated Monetary Policy Matter? An Econometric Investigation (1982)Does Anticipated Monetary Pol…Econometric Implications of the Rational Expectations Hypothesis (1980)Econometric Implications of t…Does Anticipated Monetary Policy Matter? An Econometric Investigation (1980)Does Anticipated Monetary Pol…Aggregate Dynamics and Staggered Contracts (1980)Aggregate Dynamics and Stagge…Unanticipated Money, Output, and the Price Level in the United States (1978)Unanticipated Money, Output, …Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Estimation of Dynamic Labor D…What Economics Is Most Important to Teach: The Hansen Committee Report (1977)What Economics Is Most Import…Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Long-Term Contracts, Rational…Foundations of Finance. (1977)Foundations of Finance.Unanticipated Money Growth and Unemployment in the United States (1976)Unanticipated Money Growth an…Rational expectations and the role of monetary policy (1976)Rational expectations and the…Some International Evidence on Output-Inflation Tradeoffs. (1973)Some International Evidence o…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …A Bayesian View of Nominal Money and Real Output Through a New Classical Macroeconomic Window (1991)A Bayesian View of Nominal Mo…Testing short-run neutrality (1986)Testing short-run neutralityDoes the potency of monetary policy vary with capacity utilization? (1986)Does the potency of monetary …The Impact of News and Alternative Theories of Exchange Rate Determination (1985)The Impact of News and Altern…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Firing Costs and Labour Demand: How Bad is Eurosclerosis? (1990)Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data (1999)Panel Data Econometrics (2003)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Macroeconomic determinants of growth: Cross-country evidence (1985)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)The Role of Monetary Policy (1995)What have We Learnt from the Convergence Debate? (2003)Econometric policy evaluation: A critique (1976)Alternative Explanations of the Money-Income Correlation (1986)Hysteresis and the European Unemployment Problem (1986)Macroeconomic Policy in a Two-Party System as a Repeated Game (1987)A Theory of the Consumption Function (1960)Trends and random walks in macroeconmic time series (1982)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Output Effects of Government Purchases (1981)Sectoral Shifts and Cyclical Unemployment (1982)The Federal Funds Rate and the Channels of Monetary Transnission (1990)Time to Build and Aggregate Fluctuations (1982)Staggered prices in a utility-maximizing framework (1983)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)On the Determination of the Public Debt (1979)Financial Structure and Aggregate Economic Activity: An Overview (1988)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1980Aggregate Dynamics and Staggered Contracts2,464 cited
  • 1973Some International Evidence on Output-Inflation Tradeoffs.2,448 cited
  • 1977Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule1,946 cited
  • 1977Foundations of Finance.1,128 cited
  • 1976Rational expectations and the role of monetary policy972 cited
  • 1976Unanticipated Money Growth and Unemployment in the United States840 cited
  • 1978Unanticipated Money, Output, and the Price Level in the United States668 cited
  • 1978Estimation of Dynamic Labor Demand Schedules under Rational Expectations604 cited
  • 1980Econometric Implications of the Rational Expectations Hypothesis424 cited
  • 1977What Economics Is Most Important to Teach: The Hansen Committee Report373 cited
  • 1984Exchange rates and international macroeconomics370 cited
  • 1982Does Anticipated Monetary Policy Matter? An Econometric Investigation316 cited
  • 1980Does Anticipated Monetary Policy Matter? An Econometric Investigation289 cited

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  • 1985A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models270 cited
  • Cited by

    • 1985The Impact of News and Alternative Theories of Exchange Rate Determination43 cited
    • 1991A Bayesian View of Nominal Money and Real Output Through a New Classical Macroeconomic Window25 cited
    • 1986Does the potency of monetary policy vary with capacity utilization?20 cited
    • 1986Testing short-run neutrality18 cited