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Causality between the Money Supply and Share Prices: A VAR Investigation
16 references·16 citing·44 second hopsampled
Causality between the Money Supply and Share Prices: A VAR Investigation (1993)Causality between the Money Supply and Sh…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates (1985)A VARMA Analysis of the Causa…Stock Prices and Economic News (1984)Stock Prices and Economic NewsPolicy Analysis with Econometric Models (1982)Policy Analysis with Economet…Autoregressive modeling and causal ordering of economic variables (1982)Autoregressive modeling and c…The Adjustment of Stock Prices to Information About Inflation (1981)The Adjustment of Stock Price…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Macroeconomics and Reality (1980)Macroeconomics and RealityAutoregressive Modeling of Canadian Money and Income Data (1979)Autoregressive Modeling of Ca…STOCK RETURNS, MONEY SUPPLY AND THE DIRECTION OF CAUSALITY (1977)STOCK RETURNS, MONEY SUPPLY A…Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Long-Term Contracts, Rational…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Money and Business Cycles (1963)Money and Business CyclesThe Lag in Effect of Monetary Policy (1961)The Lag in Effect of Monetary…Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries (2020)Fundamental and behavioural d…Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada (2019)Macroeconomic variables and s…Evolution of corporate governance in India and its impact on the growth of the financial market: an empirical analysis (1995-2014) (2019)Evolution of corporate govern…The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching (2016)The impact of macroeconomic a…Comparison of Prediction Performances of Artificial Neural Network (ANN) and Vector Autoregressive (VAR) Models by Using the Macroeconomic Variables of Gold Prices, Borsa Istanbul (BIST) 100 Index and US Dollar-Turkish Lira (USD/TRY) Exchange Rates (2015)Comparison of Prediction Perf…Measuring relative development level of stock markets: Capacity and effort of countries (2014)Measuring relative developmen…The Impact of Stock Market Development on Inflation and Economic Growth of 16 Asian Countries: A Panel VAR Approach (2013)The Impact of Stock Market De…Impact of Macroeconomic Variables on the Stock Market Prices of the Stockholm Stock Exchange (OMXS30) (2013)Impact of Macroeconomic Varia…Effects of Fiscal Policy and Monetary Policy on the Stock Market in Poland (2013)Effects of Fiscal Policy and …Macroeconomic Variables and Malaysian Islamic Stock Market: A Time Series Analysis (2012)Macroeconomic Variables and M…The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications (2011)The Stock Market and Macroeco…Dynamic analysis between the US stock returns and the macroeconomic variables (2007)Dynamic analysis between the …Economic variables and stock market returns: evidence from the Athens stock exchange (2006)Economic variables and stock …Effects of macroeconomic variables on Istanbul stock exchange indexes (2005)Effects of macroeconomic vari…Macroeconomic variables and the Malaysian equity market (2003)Macroeconomic variables and t…Interrelationships among regional stock indices (2002)Interrelationships among regi…MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered (1980)Markups and the Business Cycle (1991)Monetary Policy Strategy: Lessons from the Crisis (2011)A Monetary History of the United States, 1867-1960 (2017)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Econometric policy evaluation: A critique (1976)Alternative Explanations of the Money-Income Correlation (1986)Hysteresis and the European Unemployment Problem (1986)Macroeconomic Policy in a Two-Party System as a Repeated Game (1987)The Role of Monetary Policy (1995)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A note on the causal relationship between energy and GDP in Taiwan (2000)DOES FOREIGN DIRECT INVESTMENT PROMOTE ECONOMIC GROWTH? EVIDENCE FROM EAST ASIA AND LATIN AMERICA (2001)Causal Relationship between Energy Consumption and GDP Growth Revisited: A Dynamic Panel Data Approach (2008)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Targets, instruments, and indicators of monetary policy (1976)Behavioral Macroeconomics and Macroeconomic Behavior (2002)The future of monetary aggregates in monetary policy analysis (2003)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)Energy shocks and financial markets (1996)Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1977Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule1,946 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1982Policy Analysis with Econometric Models681 cited
  • 1963Money and Business Cycles623 cited
  • 1961The Lag in Effect of Monetary Policy421 cited
  • 1981The Adjustment of Stock Prices to Information About Inflation387 cited
  • 1984Stock Prices and Economic News380 cited
  • 1979Autoregressive Modeling of Canadian Money and Income Data366 cited
  • 1982Autoregressive modeling and causal ordering of economic variables205 cited
  • 1985A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates136 cited

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1977
STOCK RETURNS, MONEY SUPPLY AND THE DIRECTION OF CAUSALITY
133 cited

Cited by

  • 2007Dynamic analysis between the US stock returns and the macroeconomic variables256 cited
  • 2003Macroeconomic variables and the Malaysian equity market248 cited
  • 2002Interrelationships among regional stock indices157 cited
  • 2006Economic variables and stock market returns: evidence from the Athens stock exchange119 cited
  • 2005Effects of macroeconomic variables on Istanbul stock exchange indexes108 cited
  • 2019Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada94 cited
  • 2016The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching86 cited
  • 2011The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications83 cited
  • 2012Macroeconomic Variables and Malaysian Islamic Stock Market: A Time Series Analysis75 cited
  • 2020Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries71 cited
  • 2014Measuring relative development level of stock markets: Capacity and effort of countries50 cited
  • 2015Comparison of Prediction Performances of Artificial Neural Network (ANN) and Vector Autoregressive (VAR) Models by Using the Macroeconomic Variables of Gold Prices, Borsa Istanbul (BIST) 100 Index and US Dollar-Turkish Lira (USD/TRY) Exchange Rates50 cited
  • 2013The Impact of Stock Market Development on Inflation and Economic Growth of 16 Asian Countries: A Panel VAR Approach43 cited
  • 2013Impact of Macroeconomic Variables on the Stock Market Prices of the Stockholm Stock Exchange (OMXS30)40 cited
  • 2013Effects of Fiscal Policy and Monetary Policy on the Stock Market in Poland34 cited
  • 2019Evolution of corporate governance in India and its impact on the growth of the financial market: an empirical analysis (1995-2014)29 cited