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Interest Rates and Output in the Long-Run
16 references·1 citing·40 second hop
Interest Rates and Output in the Long-Run (2005)Interest Rates and Output in the Long-RunINTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Forecasting Output and Inflation: The Role of Asset Prices (2001)Forecasting Output and Inflat…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Monetary Theory and Policy (1999)Monetary Theory and PolicyError‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Nobel Lecture: Monetary Neutrality (1996)Nobel Lecture: Monetary Neutr…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Testing Long Run Neutrality (1992)Testing Long Run NeutralityTesting for parameter instability in linear models (1992)Testing for parameter instabi…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)"Rational" Expectations, the …MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYOptimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Optimal Choice of Monetary Po…Monetary Policy and Corporate Behavior in India (2005)Monetary Policy and Corporate…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Testing for Error Correction in Panel Data* (2007)A Contribution to the Theory of Economic Growth (1956)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Inflation targeting as a monetary policy rule (1999)Term structure evidence on interest rate smoothing and monetary policy inertia (2002)A Unified Framework for Monetary Theory and Policy Analysis (2005)Some International Evidence on Output-Inflation Tradeoffs. (1973)Macroeconomics and Reality (1980)Staggered prices in a utility-maximizing framework (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Testing for a Unit Root in Time Series Regression (1988)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Time Series Regression with a Unit Root (1987)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Central Banking in Theory and Practice (1998)Asset prices and central bank policy (2000)To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1975"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule2,172 cited
  • 1999Monetary Theory and Policy1,690 cited
  • 1970Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model1,297 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 1992Money, Income, Prices and Interest Rates660 cited
  • 1996Nobel Lecture: Monetary Neutrality541 cited
  • 2001Forecasting Output and Inflation: The Role of Asset Prices478 cited

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  • 1992Testing Long Run Neutrality314 cited
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    • 2005Monetary Policy and Corporate Behavior in India14 cited