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The Return of the Liquidity Effect: A Study of the Short-Run Relation Between Money Growth and Interest Rates
14 references·16 citing·47 second hop
The Return of the Liquidity Effect: A Study of the Short-Run Relation Between Money Growth and Interest Rates (1989)The Return of the Liquidity Effect: A Stu…Staggered Wage Setting in a Macro Model (2016)Staggered Wage Setting in a M…4 Two Illustrations of the Quantity Theory of Money (2012)4 Two Illustrations of the Qu…The Role of Monetary Policy (1995)The Role of Monetary PolicyMoney and Interest in a Cash-in-Advance Economy (1985)Money and Interest in a Cash-…On low-frequency estimates of long-run relationships in macroeconomics (1984)On low-frequency estimates of…Money and Interest in Cash-In-Advance Economy (1984)Money and Interest in Cash-In…The Money Supply Announcements Puzzle: Review and Interpretation (1983)The Money Supply Announcement…Long- and short-term interest rates in a risky world (1983)Long- and short-term interest…Monetary Policy and Short‐term Interest Rates: An Efficient Markets‐Rational Expectations Approach (1982)Monetary Policy and Short‐ter…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…A Transactions-Based Model of the Monetary Transmission Mechanism (1982)A Transactions-Based Model of…The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis (1979)The Casual Causal Relationshi…Testing Price Equations for Stability Across Spectral Frequency Bands (1978)Testing Price Equations for S…Band Spectrum Regression (1974)Band Spectrum RegressionENDOGENOUSLY SEGMENTED ASSET MARKET IN AN INVENTORY-THEORETIC MODEL OF MONEY DEMAND (2012)ENDOGENOUSLY SEGMENTED ASSET …Rethinking the liquidity puzzle: Application of a new measure of the economic money stock (2010)Rethinking the liquidity puzz…Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland (2007)Money growth, output gaps and…The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations (2006)The Liquidity Effect in the F…Bond Yields and the Federal Reserve (2005)Bond Yields and the Federal R…The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract (2003)The link between monetary pol…The Fed and Interest Rates: A High-Frequency Identification (2002)The Fed and Interest Rates: A…The Fed and Interest Rates—A High-Frequency Identification (2002)The Fed and Interest Rates—A …The Federal Reserve’s operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect (2001)The Federal Reserve’s operati…The identification of liquidity effects in the EMS: Italy 1991–1992 (1996)The identification of liquidi…A model of the federal funds market (1996)A model of the federal funds …The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions (1995)The liquidity effect: Identif…The identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…Does the federal reserve affect asset prices? (1995)Does the federal reserve affe…The Effects of Money Growth on Inflation and Interest Rates Across Spectral Frequency Bands (1994)The Effects of Money Growth o…Modeling the Liquidity Effect of a Money Shock (1991)Modeling the Liquidity Effect…A RECONSIDERATION OF THE MICROFOUNDATIONS OF MONETARY THEORY (1967)Interest rates and currency prices in a two-country world (1982)Optimal fiscal and monetary policy in an economy without capital (1983)A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy (1994)Nominal price rigidity, money supply endogeneity, and business cycles (1996)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some International Evidence on Output-Inflation Tradeoffs. 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(2005)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)Some recent development in a concept of causality (1988)Consciousness and Complexity (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)The federal funds rate and the channels of monetary transmission (1989)Inference in Linear Time Series Models with some Unit Roots (1990)Interpreting the macroeconomic time series facts (1992)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Discretion versus policy rules in practice (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What does the yield curve tell us about GDP growth? (2005)Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics (2007)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)A Survey of Contemporary Economics (1949)A Program for Monetary Stability (1961)Econometric policy evaluation: A critique (1976)From Principles of Political Economy (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)Business Cycles and the Exchange Rate System: Some International Evidence (1988)The Band Pass Filter (1999)Location Matters: An Examination of Trading Profits (2001)
this work references cited by second hop

References

  • 1995The Role of Monetary Policy3,848 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 2016Staggered Wage Setting in a Macro Model958 cited
  • 1985Money and Interest in a Cash-in-Advance Economy599 cited
  • 1984Money and Interest in Cash-In-Advance Economy582 cited
  • 20124 Two Illustrations of the Quantity Theory of Money479 cited
  • 1974Band Spectrum Regression351 cited
  • 1982A Transactions-Based Model of the Monetary Transmission Mechanism253 cited
  • 1979The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis250 cited
  • 1983The Money Supply Announcements Puzzle: Review and Interpretation212 cited
  • 1983Long- and short-term interest rates in a risky world183 cited
  • 1984On low-frequency estimates of long-run relationships in macroeconomics142 cited
  • 1978Testing Price Equations for Stability Across Spectral Frequency Bands99 cited
  • 1982Monetary Policy and Short‐term Interest Rates: An Efficient Markets‐Rational Expectations Approach97 cited

Cited by

  • 2005Bond Yields and the Federal Reserve557 cited

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

  • 2002The Fed and Interest Rates—A High-Frequency Identification477 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 2006The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations91 cited
  • 1991Modeling the Liquidity Effect of a Money Shock77 cited
  • 2002The Fed and Interest Rates: A High-Frequency Identification75 cited
  • 1995The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions69 cited
  • 2007Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland65 cited
  • 2001The Federal Reserve’s operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect60 cited
  • 2012ENDOGENOUSLY SEGMENTED ASSET MARKET IN AN INVENTORY-THEORETIC MODEL OF MONEY DEMAND44 cited
  • 1996A model of the federal funds market35 cited
  • 2010Rethinking the liquidity puzzle: Application of a new measure of the economic money stock33 cited
  • 1994The Effects of Money Growth on Inflation and Interest Rates Across Spectral Frequency Bands32 cited
  • 1995Does the federal reserve affect asset prices?26 cited
  • 2003The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract25 cited
  • 1996The identification of liquidity effects in the EMS: Italy 1991–199220 cited