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Money, income, and sunspots: Measuring economic relationships and the effects of differencing
9 references·16 citing·42 second hop
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this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1960A Theory of the Consumption Function2,232 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1958A Theory of the Consumption Function817 cited
  • 2016INNOVATIONS IN INTEREST RATE POLICY442 cited
  • 1974Band Spectrum Regression351 cited
  • 1977Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates307 cited
  • 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited
  • 1966On the Long-Run and Short-Run Demand for Money233 cited

Cited by

  • 1992The "Austrian" School of Strategy611 cited
  • 2010An Introduction to Long-Memory Time Series Models and Fractional Differencing464 cited
  • 1993Testing the Predictive Power of Dividend Yields376 cited
  • 1989Business Cycles, Financial Crises, and Stock Volatility367 cited
  • 2013Driving Online and Offline Sales: The Cross-Channel Effects of Traditional, Online Display, and Paid Search Advertising296 cited
  • 2008The relationship between product and international diversification: the effects of short‐run constraints and endogeneity

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239 cited
  • 1999Security Returns and the Value Relevance of Accounting Data212 cited
  • 1992Long-run trends in 26 primary commodity prices211 cited
  • 1985Trends, random walks, and tests of the permanent income hypothesis205 cited
  • 1983Pitfalls in the use of Time as an Explanatory Variable in Regression204 cited
  • 2006Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?202 cited
  • 1987The optimal collection of seigniorage178 cited
  • 1987The Optimal Collection of Seigniorage: Theory and Evidence164 cited
  • 2014Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars156 cited
  • 1992RACE AND CRIME IN POSTWAR AMERICA: DETERMINANTS OF AFRICAN‐AMERICAN AND WHITE RATES, 1957–1988*151 cited
  • 1989ARE THE TWIN DEFICITS REALLY RELATED?147 cited