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Does Anticipated Monetary Policy Matter? An Econometric Investigation
9 references·16 citing·36 second hop
Does Anticipated Monetary Policy Matter? An Econometric Investigation (1982)Does Anticipated Monetary Policy Matter? …Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Investigating Causal Relation…Unanticipated Money, Output, and the Price Level in the United States (1978)Unanticipated Money, Output, …Stabilizing Powers of Monetary Policy under Rational Expectations (1977)Stabilizing Powers of Monetar…Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Long-Term Contracts, Rational…Unanticipated Money Growth and Unemployment in the United States (1976)Unanticipated Money Growth an…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)"Rational" Expectations, the …Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Testing for Serial Correlatio…Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)Phillips Curves, Expectations…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The Effects of Monetary Policy “News” and “Surprises” (2012)The Effects of Monetary Polic…The History of the Phillips Curve: Consensus and Bifurcation (2009)The History of the Phillips C…The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value☆ (2008)The expectation hypothesis of…Regression-Based Tests of the Market Pricing of Accounting Numbers: The Mishkin Test and Ordinary Least Squares (2007)Regression-Based Tests of the…Chapter 15 Staggered price and wage setting in macroeconomics (1999)Chapter 15 Staggered price an…ARE THE OUTPUT EFFECTS OF MONETARY POLICY ASYMMETRIC? EVIDENCE FROM A SAMPLE OF EUROPEAN COUNTRIES (1996)ARE THE OUTPUT EFFECTS OF MON…Inflation and the asymmetric effects of money on output fluctuations (1995)Inflation and the asymmetric …Has futures trading activity caused stock price volatility? (1995)Has futures trading activity …THE PARTISAN MODEL OF MACROECONOMIC CYCLES: MORE THEORY AND EVIDENCE FOR THE UNITED STATES* (1994)THE PARTISAN MODEL OF MACROEC…The real effects of public investment on private investment (1993)The real effects of public in…ECONOMETRIC ISSUES IN MACROECONOMIC MODELS WITH GENERATED REGRESSORS (1993)ECONOMETRIC ISSUES IN MACROEC…Stock market dispersion and unemployment (1990)Stock market dispersion and u…Macroeconomic time-series, business cycles and macroeconomic policies (1985)Macroeconomic time-series, bu…Money, Credit Constraints, and Economic Activity (1983)Money, Credit Constraints, an…An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy (1983)An integrated view of tests o…Monetary Policy and Short‐term Interest Rates: An Efficient Markets‐Rational Expectations Approach (1982)Monetary Policy and Short‐ter…Expectations and the neutrality of money (1972)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Staggered prices in a utility-maximizing framework (1983)Inflation Dynamics and the Great Recession (2011)The Phillips Curve is Alive and Well: Inflation and the NAIRU During the Slow Recovery (2013)Optimal Inflation and the Identification of the Phillips Curve (2020)Econometric policy evaluation: A critique (1976)Alternative Explanations of the Money-Income Correlation (1986)Hysteresis and the European Unemployment Problem (1986)Macroeconomic Policy in a Two-Party System as a Repeated Game (1987)The Role of Monetary Policy (1995)A Program for Monetary Stability. (1961)Long-term contracting, sticky prices, and monetary policy (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Some International Evidence on Output-Inflation Tradeoffs. (1973)Macroeconomics and Reality (1980)The Science of Monetary Policy: A New Keynesian Perspective (1999)Rational expectations and the role of monetary policy (1976)On the Determination of the Public Debt (1979)Financial Structure and Aggregate Economic Activity: An Overview (1988)What have We Learnt from the Convergence Debate? (2003)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Asset Prices in an Exchange Economy (1978)Output Effects of Government Purchases (1981)Sectoral Shifts and Cyclical Unemployment (1982)The Federal Funds Rate and the Channels of Monetary Transnission (1990)DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)Modeling and pricing long memory in stock market volatility (1996)Social Change and Crime Rate Trends: A Routine Activity Approach (1979) (2010)Looking into the Black Box: A Survey of the Matching FunctionEmployment Fluctuations with Equilibrium Wage Stickiness (2005)Nobel Lecture: Monetary Neutrality (1996)Education and Nonmarket Outcomes (2005)Housing IS the Business Cycle (2007)
this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1975"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule2,172 cited
  • 1977Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule1,946 cited
  • 1967Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time1,654 cited
  • 1970Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables1,184 cited
  • 1976Unanticipated Money Growth and Unemployment in the United States840 cited
  • 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods728 cited
  • 1978Unanticipated Money, Output, and the Price Level in the United States668 cited
  • 1977Stabilizing Powers of Monetary Policy under Rational Expectations527 cited

Cited by

  • 2009The History of the Phillips Curve: Consensus and Bifurcation272 cited
  • 1999Chapter 15 Staggered price and wage setting in macroeconomics206 cited
  • 1996ARE THE OUTPUT EFFECTS OF MONETARY POLICY ASYMMETRIC? EVIDENCE FROM A SAMPLE OF EUROPEAN COUNTRIES158 cited
  • 1990Stock market dispersion and unemployment157 cited
  • 1993ECONOMETRIC ISSUES IN MACROECONOMIC MODELS WITH GENERATED REGRESSORS

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146 cited
  • 2007Regression-Based Tests of the Market Pricing of Accounting Numbers: The Mishkin Test and Ordinary Least Squares145 cited
  • 1983Money, Credit Constraints, and Economic Activity143 cited
  • 1993The real effects of public investment on private investment128 cited
  • 1995Has futures trading activity caused stock price volatility?117 cited
  • 1994THE PARTISAN MODEL OF MACROECONOMIC CYCLES: MORE THEORY AND EVIDENCE FOR THE UNITED STATES*113 cited
  • 1983An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy113 cited
  • 2008The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value☆113 cited
  • 1995Inflation and the asymmetric effects of money on output fluctuations101 cited
  • 2012The Effects of Monetary Policy “News” and “Surprises”99 cited
  • 1985Macroeconomic time-series, business cycles and macroeconomic policies99 cited
  • 1982Monetary Policy and Short‐term Interest Rates: An Efficient Markets‐Rational Expectations Approach97 cited