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The Dynamic Responses of Crop and Livestock Prices to Money‐Supply Shocks: A Bayesian Analysis Using Long‐Run Identifying Restrictions
16 references·2 citing·42 second hop
The Dynamic Responses of Crop and Livestock Prices to Money‐Supply Shocks: A Bayesian Analysis Using Long‐Run Identifying Restrictions (1996)The Dynamic Responses of Crop and Livesto…When Do Long-Run Identifying Restrictions Give Reliable Results? (1997)When Do Long-Run Identifying …MONETARY IMPACTS ON PRICES IN THE SHORT AND LONG RUN: FURTHER RESULTS FOR THE UNITED STATES (1992)MONETARY IMPACTS ON PRICES IN…‘Interpreting the macroeconomic time series facts: The effects of monetary policy’ (1992)‘Interpreting the macroeconom…A Bayesian View of Nominal Money and Real Output Through a New Classical Macroeconomic Window (1991)A Bayesian View of Nominal Mo…Monetary Impacts on Prices in the Short and Long Run: Some Evidence from New Zealand (1990)Monetary Impacts on Prices in…Identifying Monetary Impacts on Agricultural Prices in VAR Models (1989)Identifying Monetary Impacts …A Traditional Interpretation of Macroeconomic Fluctuations (1989)A Traditional Interpretation …The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Relative Prices and Money: Further Results for the United States (1987)Relative Prices and Money: Fu…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Are Forecasting Models Usable for Policy Analysis? (1986)Are Forecasting Models Usable…Alternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Relative Prices and Money: A Vector Autoregression on Brazilian Data (1984)Relative Prices and Money: A …Agricultural and Financial Market Interdependence in the Short Run (1984)Agricultural and Financial Ma…An investigation of the effect of monetary factors on agriculture (1982)An investigation of the effec…Factors affecting recent food price inflation in the United States (2023)Factors affecting recent food…Exchange Rate Effects on Agricultural Trade (2002)Exchange Rate Effects on Agri…Aggregate Dynamics and Staggered Contracts (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)The federal funds rate and the channels of monetary transmission (1989)Liquidity and interest rates (1990)The Federal Funds Rate and the Channels of Monetary Transnission (1990)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Inflation and Relative Price Variability (1978)The Effects of Monetary Change on Relative Commodity Prices and the Role of Long-Term Contracts (1980)The informational role of commodity prices in formulating monetary policy: a reexamination (2003)Effects of Global Liquidity on Commodity and Food Prices (2013)Forecasting and testing in co-integrated systems (1987)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Macroeconomics and Reality (1980)Monetary Policy Shocks: What Have We Learned and to What End? 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(2007)Credit Rationing in Markets with Imperfect Information (1981)Time to Build and Aggregate Fluctuations (1982)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Unanticipated Money Growth and Unemployment in the United States (1976)Formulating and estimating dynamic linear rational expectations models (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,483 cited
  • 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
  • 1997When Do Long-Run Identifying Restrictions Give Reliable Results?541 cited
  • 1992‘Interpreting the macroeconomic time series facts: The effects of monetary policy’494 cited
  • 1989A Traditional Interpretation of Macroeconomic Fluctuations386 cited
  • 1984Relative Prices and Money: A Vector Autoregression on Brazilian Data129 cited
  • 1984Agricultural and Financial Market Interdependence in the Short Run123 cited
  • 1989Identifying Monetary Impacts on Agricultural Prices in VAR Models119 cited
  • 1982An investigation of the effect of monetary factors on agriculture99 cited
  • 1990Monetary Impacts on Prices in the Short and Long Run: Some Evidence from New Zealand83 cited
  • 1987Relative Prices and Money: Further Results for the United States73 cited
  • 1991A Bayesian View of Nominal Money and Real Output Through a New Classical Macroeconomic Window

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25 cited
  • 1992MONETARY IMPACTS ON PRICES IN THE SHORT AND LONG RUN: FURTHER RESULTS FOR THE UNITED STATES19 cited
  • Cited by

    • 2023Factors affecting recent food price inflation in the United States52 cited
    • 2002Exchange Rate Effects on Agricultural Trade47 cited