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Policy regime changes and monetary expectations
16 references·0 citing·38 second hop
Policy regime changes and monetary expectations (1989)Policy regime changes and monetary expect…Modeling the demand for narrow money in the United Kingdom and the United States (1991)Modeling the demand for narro…PRACTITIONERS’ CORNER: Unit Roots and Survey Data* (1989)PRACTITIONERS’ CORNER: Unit R…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements (1985)Monetary Policy Regimes, Expe…Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne (1985)Monetary anticipations and th…Monetary anticipations and the demand for money (1984)Monetary anticipations and th…Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market (1982)Why Money Announcements Move …The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature (1982)The Search for a Stable Money…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The role of money supply shocks in the short-run demand for money (1981)The role of money supply shoc…The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises (1981)The "Rationality" of Money Su…UNANTICIPATED MONEY GROWTH AND OUTPUT FLUCTUATIONS (1979)UNANTICIPATED MONEY GROWTH AN…Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Testing Against General Autor…Specification Tests in Econometrics (1978)Specification Tests in Econom…Unanticipated Money Growth and Unemployment in the United States (1976)Unanticipated Money Growth an…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)A Model of the Demand for Money by Firms (1966)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Money demand in the United States: A quantitative review (1988)Testing superexogeneity and invariance in regression models (1993)Statistical analysis of cointegration vectors (1988)Forecasting in cointegrated systems (1995)APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS (1998)Distributions of error correction tests for cointegration (2002)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate? (1986)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Currency Substitution and the Demand for Money: Some Evidence for Canada (1982)ECONOMETRIC ISSUES IN MACROECONOMIC MODELS WITH GENERATED REGRESSORS (1993)An Operational Measure of Liquidity (2016)Output Effects of Government Purchases (1981)Sectoral Shifts and Cyclical Unemployment (1982)The Federal Funds Rate and the Channels of Monetary Transnission (1990)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Review of international tourism demand models (1997)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
  • 1976Unanticipated Money Growth and Unemployment in the United States840 cited
  • 1982The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature410 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1981The role of money supply shocks in the short-run demand for money163 cited
  • 1981The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises128 cited
  • 1985Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements61 cited
  • 1984Monetary anticipations and the demand for money54 cited
  • 1979UNANTICIPATED MONEY GROWTH AND OUTPUT FLUCTUATIONS42 cited
  • 1985Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne37 cited

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  • 1982Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market32 cited
  • 1989PRACTITIONERS’ CORNER: Unit Roots and Survey Data*29 cited
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