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P* Type Models: Evaluation and Forecasts
16 references·1 citing·41 second hop
P* Type Models: Evaluation and Forecasts (1989)P* Type Models: Evaluation and ForecastsA Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…Estimation of Current-Quarter Gross National Product by Pooling Preliminary Labor-Market Data (1990)Estimation of Current-Quarter…P*: Not the Inflation Forecaster's Holy Grail (1989)P*: Not the Inflation Forecas…M2 per unit of potential GNP as an anchor for the price level (1989)M2 per unit of potential GNP …Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Robustness properties of a rule for monetary policy (1988)Robustness properties of a ru…M1 — Velocity and money-demand functions: Do stable relationships exist? (1987)M1 — Velocity and money-deman…LIMITS OF SHORT‐RUN STABILIZATION POLICY PRESIDENTIAL ADDRESS TO THE WESTERN ECONOMIC ASSOCIATION, JULY 3, 1986 (1987)LIMITS OF SHORT‐RUN STABILIZA…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Controlling the Growth of Monetary Aggregates (1987)Controlling the Growth of Mon…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A Monetarist Model for Economic Stabilization (1986)A Monetarist Model for Econom…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…The Stochastic Struc ture of the Velocity of Money (1974)The Stochastic Struc ture of …A Monetarist Model for Economic Stabilization (1970)A Monetarist Model for Econom…A Monetary History of the United States, 1867-1960 (1964)A Monetary History of the Uni…A Modified P*-Model of Inflation Based on M1 (1998)A Modified P*-Model of Inflat…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Program for Monetary Stability (1961)A Program for Monetary Stability. (1961)Econometric policy evaluation: A critique (1976)The case for rules in the conduct of monetary policy: A concrete example (1987)Monetary Policy Evaluation with Noisy Information (1998)Monetary Policy in the Euro Area: Strategy and Decision-Making at the European Central Bank (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Money and Economic Growth (1965)Some International Evidence on Output-Inflation Tradeoffs. (1973)Handbook of monetary economics (1990)The quest for prosperity without inflation (2003)Expectations, learning and macroeconomic persistence (2007)The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Little Science, Big Science (1963)A Monetary History of the United States, 1867-1960 (1964)Rules, discretion and reputation in a model of monetary policy (1983)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Idea gaps and object gaps in economic development (1993)Size and performance of banking firms (1993)A Monetary History of the United States 1867-1960 (1964)Bank Runs, Deposit Insurance, and Liquidity (1983)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Behavior of the money stock (1977)Chapter 21 Rules versus discretion in monetary policy (1990)Optimal Economic Policy and the Problem of Instrument Instability (2016)Assessing forecast performance in a cointegrated system (1996)Survey of Literature on Demand for Money (1999)Some Evidence on Secular Drivers of US Safe Real Rates (2019)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1988Robustness properties of a rule for monetary policy653 cited
  • 1964A Monetary History of the United States, 1867-1960602 cited
  • 1986A Monetarist Model for Economic Stabilization130 cited
  • 1987LIMITS OF SHORT‐RUN STABILIZATION POLICY PRESIDENTIAL ADDRESS TO THE WESTERN ECONOMIC ASSOCIATION, JULY 3, 1986119 cited
  • 1987M1 — Velocity and money-demand functions: Do stable relationships exist?100 cited
  • 1974The Stochastic Struc ture of the Velocity of Money72 cited
  • 1970A Monetarist Model for Economic Stabilization72 cited
  • 1989P*: Not the Inflation Forecaster's Holy Grail63 cited
  • 1990Estimation of Current-Quarter Gross National Product by Pooling Preliminary Labor-Market Data57 cited
  • 1989M2 per unit of potential GNP as an anchor for the price level55 cited

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  • 1987Controlling the Growth of Monetary Aggregates34 cited
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    • 1998A Modified P*-Model of Inflation Based on M111 cited