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FINANCIAL MARKET VARIABLES DO NOT PREDICT REAL ACTIVITY
15 references·7 citing·38 second hop
FINANCIAL MARKET VARIABLES DO NOT PREDICT REAL ACTIVITY (1998)FINANCIAL MARKET VARIABLES DO NOT PREDICT…A Multivariate STAR Analysis of the Relationship Between Money and Output (1999)A Multivariate STAR Analysis …The information content of the paper-bill spread (1996)The information content of th…The identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…Measuring Monetary Policy (1995)Measuring Monetary PolicyThe Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification (1994)The Dynamic Impacts of Moneta…Business Cycles, Indicators, and Forecasting (1993)Business Cycles, Indicators, …Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…In search of the liquidity effect (1992)In search of the liquidity ef…On the Predictive Power of Interest Rates and Interest Rate Spreads (1990)On the Predictive Power of In…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…Money does Granger-cause output in the bivariate money-output relation (1988)Money does Granger-cause outp…Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…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…Quantitative Easing: Interest Rates and Money in the Measurement of Monetary Policy (2012)Quantitative Easing: Interest…MONEY GROWTH AND INFLATION IN THE UNITED STATES (2007)MONEY GROWTH AND INFLATION IN…Financial Variables and the Simulated Out‐of‐Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach (2004)Financial Variables and the S…Financial Sector Reforms and Monetary Policy in Zambia (2004)Financial Sector Reforms and …Financial variables and real activity in Canada (2003)Financial variables and real …New dogs and old tricks: do money and interest rates still provide information content for forecasts of output and prices? (2000)New dogs and old tricks: do m…Oil and the Macroeconomy Revisited (1999)Oil and the Macroeconomy Revi…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Sectoral job creation and destruction responses to oil price changes (2001)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)Credit Spreads and Business Cycle Fluctuations (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Interpreting the macroeconomic time series facts (1992)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (2001)Banking Globalization and Monetary Transmission (2008)Expansionary Austerity New International Evidence (2011)The Role of Monetary Policy (1995)The Cost Channel of Monetary Transmission (2000)On the dynamic effects of oil price shocks: a study using industry level data (2002)Modest policy interventions (2003)A Monetary History of the United States, 1867-1960 (1964)The Robustness of Identified VAR Conclusions About Money (1998)The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers (2017)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)Costly capital reallocation and the effects of government spending (1998)Inferential Theory for Factor Models of Large Dimensions (2003)How do house prices affect consumption? Evidence from micro data (2006)Convergence empirics across economies with (some) capital mobility (1996)Energy consumption in China: past trends and future directions (2004)Understanding the Evolution of World Business Cycles (2005)Identification and the Liquidity Effect of a Monetary Policy Shock (1991)Understanding the behavior of bank spreads in Latin America (2000)Predictable Financial Crises (2022)What Does Monetary Policy Do? (1996)Oil price shocks and stock market activity (1999)What are the effects of fiscal policy shocks? (2009)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

  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1989NBER macroeconomics annual 1987923 cited
  • 1992Money, Income, Prices and Interest Rates660 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1994The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification435 cited
  • 1993Business Cycles, Indicators, and Forecasting364 cited
  • 1990On the Predictive Power of Interest Rates and Interest Rate Spreads246 cited
  • 1995Measuring Monetary Policy242 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
  • 1988Money does Granger-cause output in the bivariate money-output relation170 cited
  • 1999A Multivariate STAR Analysis of the Relationship Between Money and Output60 cited
  • 1996The information content of the paper-bill spread47 cited

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Cited by

  • 1999Oil and the Macroeconomy Revisited79 cited
  • 2004Financial Variables and the Simulated Out‐of‐Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach34 cited
  • 2004Financial Sector Reforms and Monetary Policy in Zambia32 cited
  • 2003Financial variables and real activity in Canada31 cited
  • 2000New dogs and old tricks: do money and interest rates still provide information content for forecasts of output and prices?24 cited
  • 2007MONEY GROWTH AND INFLATION IN THE UNITED STATES22 cited
  • 2012Quantitative Easing: Interest Rates and Money in the Measurement of Monetary Policy15 cited