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On interest rate innovations and anticipated monetary policy
16 references·1 citing·36 second hop
On interest rate innovations and anticipated monetary policy (1988)On interest rate innovations and anticipa…On "Real" and "Sticky-Price" Theories of the Business Cycle (1986)On "Real" and "Sticky-Price" …On "Real" and "Sticky-Price" Theories of the Business Cycle (1986)On "Real" and "Sticky-Price" …Lag-Length Selection and Tests of Granger Causality Between Money and Income (1985)Lag-Length Selection and Test…Does Anticipated Monetary Policy Matter?: Another Look (1985)Does Anticipated Monetary Pol…Causality tests and functional form sensitivity (1985)Causality tests and functiona…An Empirical Analysis of the Markets for Goods, Money, and Credit (1985)An Empirical Analysis of the …Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Lag-Length Selection and Test…A reconsideration of Sims' evidence concerning monetarism (1983)A reconsideration of Sims' ev…Price Inertia and Policy Ineffectiveness in the United States, 1890-1980 (1982)Price Inertia and Policy Inef…Does Anticipated Monetary Policy Matter? An Econometric Investigation (1982)Does Anticipated Monetary Pol…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Price Inertia and Policy Ineffectiveness in the United States, 1890-1980 (1981)Price Inertia and Policy Inef…Does Anticipated Aggregate Demand Policy Matter? Further Econometric results. (1981)Does Anticipated Aggregate De…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Does Anticipated Monetary Policy Matter? An Econometric Investigation (1980)Does Anticipated Monetary Pol…On the Observational Inequivalence of Classical and Keynesian Models (1979)On the Observational Inequiva…Have budget deficits and money growth caused changes in interest rates and exchange rates in Canada? (1991)Have budget deficits and mone…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)A Tale of Two Currencies: British and French Finance During the Napoleonic Wars (1991)FACTS AND ARTIFACTS: CALIBRATION AND THE EMPIRICAL ASSESSMENT OF REAL-BUSINESS-CYCLE MODELS (1995)On the Welfare Effects of Eliminating Business Cycles (1999)Rational Expectations and the Theory of Price Movements (1961)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)ARE THE OUTPUT EFFECTS OF MONETARY POLICY ASYMMETRIC? EVIDENCE FROM A SAMPLE OF EUROPEAN COUNTRIES (1996)Chapter 15 Staggered price and wage setting in macroeconomics (1999)The History of the Phillips Curve: Consensus and Bifurcation (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)A note on the causal relationship between energy and GDP in Taiwan (2000)DOES FOREIGN DIRECT INVESTMENT PROMOTE ECONOMIC GROWTH? EVIDENCE FROM EAST ASIA AND LATIN AMERICA (2001)Causal Relationship between Energy Consumption and GDP Growth Revisited: A Dynamic Panel Data Approach (2008)The theory and practice of econometrics (1986)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach (1997)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship* (2019)Aggregate Dynamics and Staggered Contracts (1980)Output and unemployment dynamics in the United States: 1950–1985 (1989)The source of fluctuations in money (1992)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Quantity Theory of Money (1989)Partisan theory after fifteen years (1992)The Phillips Curve is Alive and Well: Inflation and the NAIRU During the Slow Recovery (2013)Money, Credit Constraints, and Economic Activity (1983)Staggered Price and Wage Setting in Macroeconomics (1998)The Changing Cyclical Variability of Economic Activity in the United States (1984)The Phillips Curve, the Persistence of Inflation, and the Lucas Critique: Evidence from Exchange-Rate Regimes: Comment (2000)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
  • 1982Does Anticipated Monetary Policy Matter? An Econometric Investigation316 cited
  • 1980Does Anticipated Monetary Policy Matter? An Econometric Investigation289 cited
  • 1985Lag-Length Selection and Tests of Granger Causality Between Money and Income285 cited
  • 1982Price Inertia and Policy Ineffectiveness in the United States, 1890-1980210 cited
  • 1981Price Inertia and Policy Ineffectiveness in the United States, 1890-1980171 cited
  • 1986On "Real" and "Sticky-Price" Theories of the Business Cycle118 cited
  • 1986On "Real" and "Sticky-Price" Theories of the Business Cycle88 cited
  • 1983A reconsideration of Sims' evidence concerning monetarism81 cited
  • 1981Does Anticipated Aggregate Demand Policy Matter? Further Econometric results.51 cited
  • 1985An Empirical Analysis of the Markets for Goods, Money, and Credit50 cited
  • 1979On the Observational Inequivalence of Classical and Keynesian Models48 cited
  • 1985

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Causality tests and functional form sensitivity
46 cited
  • 1985Does Anticipated Monetary Policy Matter?: Another Look29 cited
  • Cited by

    • 1991Have budget deficits and money growth caused changes in interest rates and exchange rates in Canada?11 cited