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Can Global Liquidity Forecast Asset Prices?
15 references·3 citing·47 second hop
Can Global Liquidity Forecast Asset Prices? (2010)Can Global Liquidity Forecast Asset Price…Irrational Exuberance (2015)Irrational ExuberanceThe Need to Return to a Monetary Framework (2009)The Need to Return to a Monet…Does Global Liquidity Help to Forecast U.S. Inflation? (2009)Does Global Liquidity Help to…Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices? (2008)Sowing the seeds for the subp…Liquidity, Monetary Policy, and Financial Cycles (2008)Liquidity, Monetary Policy, a…The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)The Macroeconomic Effects of …Global Liquidity and Asset Prices in a Cointegrated VAR (2007)Global Liquidity and Asset Pr…What is global excess liquidity, and does it matter? (2006)What is global excess liquidi…Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (2006)Output Fluctuations in the Un…Global monetary policy shocks in the G5: A SVAR approach (2006)Global monetary policy shocks…The global saving glut and the U.S. current account deficit (2005)The global saving glut and th…Modelling UK inflation, 1875–1991 (2001)Modelling UK inflation, 1875–…Constructing Historical Euro‐zone Data (2001)Constructing Historical Euro‐…Global Liquidity and Asset Prices (1999)Global Liquidity and Asset Pr…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Global liquidity transmission to emerging market economies, and their policy responses (2017)Global liquidity transmission…Global Liquidity and Financial Stress: Evidence from Major Emerging Economies (2016)Global Liquidity and Financia…The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model (2015)The effects of global excess …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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)No money, no inflation the role of money in the economy (2001)The Econometrics of Macroeconomic Modelling (2005)Chapter 12 Forecasting with Breaks (2006)Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)The emergence of the euro as an international currency (1998)Monetary Policy and Asset Price Volatility (2000)Global excess liquidity and asset prices in emerging countries: A PVAR approach (2012)US monetary policy and sectoral commodity prices (2015)Exact and superlative index numbers (1976)Multilateral Comparisons of Output, Input, and Productivity Using Superlative Index Numbers (1982)The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity (1982)A small estimated euro area model with rational expectations and nominal rigidities (2003)Background studies for the ECB's evaluation of its monetary policy strategy (2003)The monetary transmission mechanism in the euro area: evidence from VAR analysis (2003)Discretion versus policy rules in practice (1993)Should Central Banks Respond to Movements in Asset Prices? (2001)Developments in repo markets during the financial turmoil (2008)Risk, Uncertainty and Monetary Policy (2012)Leveraged network-based financial accelerator (2013)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Diversification in Banking: Is Noninterest Income the Answer? (2004)Macroeconomics and Reality (1980)Estimating long-run relationships from dynamic heterogeneous panels (1995)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Effects of Global Liquidity on Commodity and Food Prices (2013)Does global liquidity drive commodity prices? (2014)The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis (2021)Oil and the Macroeconomy since World War II (1983)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Oil prices, exchange rates and emerging stock markets (2011)The role of energy in economic growth (2011)What is an Oil Shock? (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Journal of monetary economics (1987)Foreign Capital and Economic Growth (2007)The Missing Wealth of Nations: Are Europe and the U.S. net Debtors or net Creditors?* (2013)Housing and the Monetary Transmission Mechanism (2007)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)US Monetary Policy and the Global Financial Cycle (2015)
this work references cited by second hop

References

  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2015Irrational Exuberance887 cited
  • 2007The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?866 cited
  • 2005The global saving glut and the U.S. current account deficit663 cited
  • 2006Output Fluctuations in the United States: What Has Changed Since the Early 1980s?597 cited
  • 2001Constructing Historical Euro‐zone Data158 cited
  • 2001Modelling UK inflation, 1875–1991155 cited
  • 2008Liquidity, Monetary Policy, and Financial Cycles141 cited
  • 1999Global Liquidity and Asset Prices103 cited
  • 2006Global monetary policy shocks in the G5: A SVAR approach79 cited
  • 2009Does Global Liquidity Help to Forecast U.S. Inflation?79 cited
  • 2006What is global excess liquidity, and does it matter?62 cited
  • 2009The Need to Return to a Monetary Framework43 cited
  • 2007Global Liquidity and Asset Prices in a Cointegrated VAR37 cited
  • 2008Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices?30 cited

Cited by

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  • 2015The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model41 cited
  • 2017Global liquidity transmission to emerging market economies, and their policy responses37 cited
  • 2016Global Liquidity and Financial Stress: Evidence from Major Emerging Economies26 cited