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Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014
16 references·1 citing·36 second hop
Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014 (2019)Changes in the relationship between short…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Reconciling the Return Predictability Evidence (2007)Reconciling the Return Predic…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Has Monetary Policy Become More Effective? (2006)Has Monetary Policy Become Mo…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Warning: Inflation May Be Harmful to Your Growth (1998)Warning: Inflation May Be Har…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Nonlinear Effects of Inflation on Economic Growth (1995)Nonlinear Effects of Inflatio…Inflation and Economic Growth (1995)Inflation and Economic GrowthInterpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Machine learning techniques and data for stock market forecasting: A literature review (2022)Machine learning techniques a…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Estimation and Inference of Impulse Responses by Local Projections (2005)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Stochastic Simulation (1987)How Big Is the Random Walk in GNP? (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)Cointegration and Tests of Present Value Models (1987)Understanding Risk and Return (1993)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Credit Spreads and Business Cycle Fluctuations (2012)Economic Growth in a Cross Section of Countries (1989)A Contribution to the Empirics of Economic Growth (1992)INSTITUTIONS AND ECONOMIC PERFORMANCE: CROSS‐COUNTRY TESTS USING ALTERNATIVE INSTITUTIONAL MEASURES (1995)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Estimating dynamic panel data models: a guide for macroeconomists (1999)Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach (2004)On the Estimation of Security Price Volatilities from Historical Data (1980)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Discretion versus policy rules in practice (1993)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Measuring Uncertainty (2015)Modeling monetary policy as an unobserved variable (1979)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)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
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  • 2006Has Monetary Policy Become More Effective?768 cited
  • 2007Reconciling the Return Predictability Evidence701 cited
  • 1995Nonlinear Effects of Inflation on Economic Growth681 cited
  • 2009Inflation-Gap Persistence in the US

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544 cited
  • 1998Warning: Inflation May Be Harmful to Your Growth463 cited
  • Cited by

    • 2022Machine learning techniques and data for stock market forecasting: A literature review586 cited