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Rethinking the liquidity puzzle: Application of a new measure of the economic money stock
16 references·3 citing·43 second hop
Rethinking the liquidity puzzle: Application of a new measure of the economic money stock (2010)Rethinking the liquidity puzzle: Applicat…Social Choice, Welfare, and Ethics (2006)Social Choice, Welfare, and E…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach* (2005)Measuring the Effects of Mone…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Retail Sweep Programs and Bank Reserves, 1994-1999 (2001)Retail Sweep Programs and Ban…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Measuring the Liquidity Effect (1996)Measuring the Liquidity EffectThe identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…In search of the liquidity effect (1992)In search of the liquidity ef…Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (1985)Money, Real Interest Rates, a…Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (1983)Money, Real Interest Rates, a…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered (1980)Comparison of Interwar and Po…General competitive analysis (1971)General competitive analysisWavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality (2017)Wavelet Multiresolution Analy…MONEY AND MONETARY POLICY IN THE EUROZONE: AN EMPIRICAL ANALYSIS DURING CRISES (2016)MONEY AND MONETARY POLICY IN …THE QUANTITY THEORY REVISITED: A NEW STRUCTURAL APPROACH (2013)THE QUANTITY THEORY REVISITED…Money and Business Cycles (1963)MONEY, INCOME, AND CAUSALITY (1972)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Imperfect Common Knowledge and the Effects of Monetary Policy (2021)A Monetary History of the United States 1867-1960 (1964)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Economics and Information Theory (1967)Exact and superlative index numbers (1976)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Introduction to measurement with theory (2010)The Liquidity Premium of Near-Money Assets* (2016)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)The federal funds rate and the channels of monetary transmission (1989)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Inference in Linear Time Series Models with some Unit Roots (1990)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Macro Factors in Bond Risk Premia (2009)A new index of financial conditions (2014)The Quarterly Journal of Economics (2024)Equity, envy, and efficiency (1974)Economic Analysis of Social Interactions (2000)The Economics and Psychology of Personality Traits (2008)The Financial Accelerator and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1971General competitive analysis2,942 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*681 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered410 cited
  • 1992In search of the liquidity effect237 cited
  • 1983Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data236 cited
  • 1985Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data229 cited
  • 2006Social Choice, Welfare, and Ethics166 cited
  • 2001

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Retail Sweep Programs and Bank Reserves, 1994-1999
123 cited
  • 1996Measuring the Liquidity Effect121 cited
  • Cited by

    • 2016MONEY AND MONETARY POLICY IN THE EUROZONE: AN EMPIRICAL ANALYSIS DURING CRISES32 cited
    • 2017Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality19 cited
    • 2013THE QUANTITY THEORY REVISITED: A NEW STRUCTURAL APPROACH17 cited