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Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs*
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 2003Interest and prices : foundations of a theory of monetary policy1,275 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 1991International Evidence on the Historical Properties of Business Cycles823 cited
  • 1986Forecasting with Bayesian Vector Autoregressions: Five Years of Experience629 cited
  • 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
  • 20124 Two Illustrations of the Quantity Theory of Money479 cited
  • 2007Banking and Interest Rates in Monetary Policy Analysis: A Quantitative Exploration462 cited
  • 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates

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438 cited
  • 1992Is the Fisher effect for real?423 cited
  • Cited by

    • 2009Does Self Help Group Participation Lead to Asset Creation?127 cited
    • 2008Does global liquidity matter for monetary policy in the Euro area?22 cited
    • 2007MONEY GROWTH AND INFLATION IN THE UNITED STATES22 cited
    • 2021A Bootstrap Method to Test Granger-Causality in the Frequency Domain18 cited
    • 2007Testing for Purchasing Power Parity in Cointegrated Panels18 cited