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Comparing interest-rate spreads and money growth as predictors of output growth: Granger causality in the sense Granger intended
16 references·0 citing·37 second hop
Comparing interest-rate spreads and money growth as predictors of output growth: Granger causality in the sense Granger intended (1993)Comparing interest-rate spreads and money…Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Monetary Policy and Credit Co…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…The Credit Crunch (1991)The Credit CrunchInference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Testing for Common Trends (1988)Testing for Common TrendsTesting for Common Trends (1988)Testing for Common TrendsInterpreting Evidence on Money-Income Causality (1987)Interpreting Evidence on Mone…Econometric Evaluation of Linear Macro-Economic Models (1986)Econometric Evaluation of Lin…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…The Demand for Money: Some Theoretical and Empirical Results (1959)The Demand for Money: Some Th…Essays in Positive Economics. (1954)Essays in Positive Economics.Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Credit Rationing in Markets with Imperfect Information (1981)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)The Financial Accelerator and the Flight to Quality (1996)Monetary Theory and Policy (1999)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)The role of capital in financial institutions (1995)Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States (2000)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)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)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1988Testing for Common Trends1,894 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1992Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance1,488 cited
  • 1991The Credit Crunch1,340 cited
  • 1989NBER macroeconomics annual 1987923 cited
  • 1986Econometric Evaluation of Linear Macro-Economic Models601 cited
  • 1959The Demand for Money: Some Theoretical and Empirical Results579 cited
  • 1987Interpreting Evidence on Money-Income Causality559 cited
  • 1954Essays in Positive Economics.471 cited
  • 1988Testing for Common Trends

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