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MONEY, COMMODITY PRICES AND INFLATION: SOME SIMPLE TESTS
16 references·5 citing·32 second hop
MONEY, COMMODITY PRICES AND INFLATION: SOME SIMPLE TESTS (1989)MONEY, COMMODITY PRICES AND INFLATION: SO…Monetary policy, global liquidity and commodity price dynamics (2014)Monetary policy, global liqui…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Commodity prices, money and inflation (2010)Commodity prices, money and i…The implementation of inflation targeting in Colombia (2002)The implementation of inflati…Modelling UK inflation, 1875–1991 (2001)Modelling UK inflation, 1875–…What Stopped the Inflation? Unemployment or Commodity Prices? (1986)What Stopped the Inflation? U…The International Transmission of Inflation (1984)The International Transmissio…Monetary Trends in the United States and the United Kingdom (1982)Monetary Trends in the United…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Causality in temporal systems (1977)Causality in temporal systemsMilton Friedman's Monetary Framework (1975)Milton Friedman's Monetary Fr…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYTime Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…The Optimum Quantity of Money: and Other Essays (1971)The Optimum Quantity of Money…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Pitfalls in Financial Model-Building (1968)Pitfalls in Financial Model-B…Effects of Global Liquidity on Commodity and Food Prices (2013)Effects of Global Liquidity o…Inflation before and after central bank independence: The case of Colombia (2005)Inflation before and after ce…Forecasting Inflation in Indonesia (2002)Forecasting Inflation in Indo…Modeling inflation in Poland (2000)Modeling inflation in PolandPRICE AND EXCHANGE RATE DYNAMICS IN KENYA: AN EMPIRICAL INVESTIGATION (1997)PRICE AND EXCHANGE RATE DYNAM…Time Series Analysis: Forecasting and Control (1977)The International Crash of October 1987 (1988)Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand (2003)Granger causality in risk and detection of extreme risk spillover between financial markets (2009)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)No money, no inflation the role of money in the economy (2001)The Econometrics of Macroeconomic Modelling (2005)Chapter 12 Forecasting with Breaks (2006)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)On the Time Consistency of Optimal Policy in a Monetary Economy (1978)Inflation and Welfare (2000)Learning about monetary policy rules (2002)Macroeconomics and Reality (1980)Shareholder value, stakeholder management, and social issues: what's the bottom line? (2001)Do ESG Controversies Matter for Firm Value? Evidence from International Data (2016)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Oil and the Macroeconomy since World War II (1983)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Liquidity, loanable funds, and real activity (1992)Price-level determinacy without control of a monetary aggregate (1995)The Gold Standard as a “Good Housekeeping Seal of Approval” (1996)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1971The Optimum Quantity of Money: and Other Essays1,208 cited
  • 1968Pitfalls in Financial Model-Building1,042 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1977Causality in temporal systems600 cited
  • 2001Modelling UK inflation, 1875–1991155 cited
  • 2010Commodity prices, money and inflation147 cited
  • 1984The International Transmission of Inflation123 cited
  • 1986What Stopped the Inflation? Unemployment or Commodity Prices?95 cited
  • 1975Milton Friedman's Monetary Framework89 cited
  • 2002The implementation of inflation targeting in Colombia86 cited
  • 2014Monetary policy, global liquidity and commodity price dynamics46 cited

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Cited by

  • 2013Effects of Global Liquidity on Commodity and Food Prices98 cited
  • 1997PRICE AND EXCHANGE RATE DYNAMICS IN KENYA: AN EMPIRICAL INVESTIGATION27 cited
  • 2002Forecasting Inflation in Indonesia24 cited
  • 2000Modeling inflation in Poland24 cited
  • 2005Inflation before and after central bank independence: The case of Colombia16 cited