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The Effect of Monetary Changes on Interest Rates: Box-Jenkins Approach
11 references·7 citing·33 second hop
The Effect of Monetary Changes on Interest Rates: Box-Jenkins Approach (1979)The Effect of Monetary Changes on Interes…The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis (1979)The Casual Causal Relationshi…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Causality in temporal systems (1977)Causality in temporal systemsApplied Time Series Analysis for Managerial Forecasting. (1974)Applied Time Series Analysis …The Channels of Monetary Effects on Interest Rates. (1973)The Channels of Monetary Effe…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Interest Rates and the Demand for Money (1966)Interest Rates and the Demand…Determinants and Effects of Changes in the Stock of Money, 1875–1960 (1965)Determinants and Effects of C…Friedman on the Lag in Effect of Monetary Policy (1960)Friedman on the Lag in Effect…The Demand for Money: Some Theoretical and Empirical Results (1959)The Demand for Money: Some Th…The Interest-Elasticity of Transactions Demand For Cash (1956)The Interest-Elasticity of Tr…Export instability, income terms of trade instability and growth: causal analyses (1999)Export instability, income te…A STUDY OF INTERNATIONAL FINANCIAL MARKET INTEGRATION: AN EXAMINATION OF THE U.S., HONG KONG AND SINGAPORE MARKETS (1990)A STUDY OF INTERNATIONAL FINA…The optimal lag selection and transfer function analysis in Granger causality tests (1989)The optimal lag selection and…Time series analysis of the causal relationships between U.S. energy and employment (1987)Time series analysis of the c…Macroeconomic Conditions and Fluctuations of Presidential Popularity: The Question of Lagged Effects (1983)Macroeconomic Conditions and …The Choice Among Monetary Aggregates as Targets and Guides for Monetary Policy (1982)The Choice Among Monetary Agg…Money and the Production Function: A Reply to Boyes and Kavanaugh (1981)Money and the Production Func…MONEY, INCOME, AND CAUSALITY (1972)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)Time Series Analysis: Forecasting and Control (1977)Is There Really Granger Causality between Energy Use and Output? (2013)Economic growth, energy consumption and sustainable development: The case of the Union for the Mediterranean countries (2014)A novel approach to predict CO2 emission in the agriculture sector of Iran based on Inclusive Multiple Model (2020)Econometric policy evaluation: A critique (1976)Markup Pricing in a Dynamic Model of the Food Industry (1980)Granger Causality and the Times Series Analysis of Political Relationships (1983)Causality in the freedom–growth relationship (2003)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Comments on the Critics (1972)A Macroeconomics Reader (1997)How central bankers learned to love financialization: The Fed, the Bank, and the enlisting of unfettered markets in the conduct of monetary policy (2019)Does fiscal policy matter? (1973)Does fiscal policy matter? (1976)EQUILIBRIUM IN A PURE CURRENCY ECONOMY (1980)The Physical Environment of the School: A Review of the Research (1979)Federal Taxes and Homeownership: Evidence from Time Series (1980)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)A Theoretical Framework for Monetary Analysis (1970)BANKING PANICS AND BUSINESS CYCLES * (1988)Monetary Theory and Policy (1999)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)Generalized autoregressive conditional heteroskedasticity (1986)Federal Policy, Banking Market Structure, and Capital Mobilization in the United States, 1863–1913 (1969)The Shoe That Didn't Drop: Explaining Banking Stability During the Great Depression (1994)The global credit boom: Challenges for macroeconomics and policy (2009)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1956The Interest-Elasticity of Transactions Demand For Cash1,489 cited
  • 1977Causality in temporal systems600 cited
  • 1959The Demand for Money: Some Theoretical and Empirical Results579 cited
  • 1974Applied Time Series Analysis for Managerial Forecasting.326 cited
  • 1979The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis250 cited
  • 1965Determinants and Effects of Changes in the Stock of Money, 1875–1960144 cited
  • 1966Interest Rates and the Demand for Money94 cited
  • 1973The Channels of Monetary Effects on Interest Rates.79 cited
  • 1960Friedman on the Lag in Effect of Monetary Policy49 cited

Cited by

  • 1987Time series analysis of the causal relationships between U.S. energy and employment100 cited
  • 1983Macroeconomic Conditions and Fluctuations of Presidential Popularity: The Question of Lagged Effects73 cited
  • 1982The Choice Among Monetary Aggregates as Targets and Guides for Monetary Policy37 cited
  • 1990A STUDY OF INTERNATIONAL FINANCIAL MARKET INTEGRATION: AN EXAMINATION OF THE U.S., HONG KONG AND SINGAPORE MARKETS

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37 cited
  • 1989The optimal lag selection and transfer function analysis in Granger causality tests31 cited
  • 1981Money and the Production Function: A Reply to Boyes and Kavanaugh16 cited
  • 1999Export instability, income terms of trade instability and growth: causal analyses13 cited