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Global Liquidity and Asset Prices in a Cointegrated VAR
11 references·6 citing·50 second hop
Global Liquidity and Asset Prices in a Cointegrated VAR (2007)Global Liquidity and Asset Prices in a Co…Monetary policy shocks in the euro area and global liquidity spillovers (2007)Monetary policy shocks in the…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Modelling UK inflation, 1875–1991 (2001)Modelling UK inflation, 1875–…Constructing Historical Euro‐zone Data (2001)Constructing Historical Euro‐…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Global Liquidity and Asset Prices (1999)Global Liquidity and Asset Pr…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Domestic and foreign effects on prices in an open economy: The case of Denmark (1992)Domestic and foreign effects …A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Global liquidity, money growth and UK inflation (2019)Global liquidity, money growt…Does global liquidity drive commodity prices? (2014)Does global liquidity drive c…Effects of Global Liquidity on Commodity and Food Prices (2013)Effects of Global Liquidity o…Can Global Liquidity Forecast Asset Prices? (2010)Can Global Liquidity Forecast…Liquidity and Asset Prices: How Strong are the Linkages (2009)Liquidity and Asset Prices: H…Global liquidity and commodity prices–a cointegrated VAR approach for OECD countries (2009)Global liquidity and commodit…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)No money, no inflation the role of money in the economy (2001)The Econometrics of Macroeconomic Modelling (2005)Chapter 12 Forecasting with Breaks (2006)Macroeconomics and Reality (1980)Inference in Linear Time Series Models with some Unit Roots (1990)Estimating long-run relationships from dynamic heterogeneous panels (1995)Innovation and productivity in SMEs: empirical evidence for Italy (2009)Asset‐based measurement of poverty (2010)On Analyzing the World Distribution of Income (2010)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)Modeling Inflation in Australia (1998)Exact and superlative index numbers (1976)Multilateral Comparisons of Output, Input, and Productivity Using Superlative Index Numbers (1982)The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity (1982)A small estimated euro area model with rational expectations and nominal rigidities (2003)Background studies for the ECB's evaluation of its monetary policy strategy (2003)The monetary transmission mechanism in the euro area: evidence from VAR analysis (2003)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! 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this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 2007Monetary policy shocks in the euro area and global liquidity spillovers289 cited
  • 1992Domestic and foreign effects on prices in an open economy: The case of Denmark161 cited
  • 2001Constructing Historical Euro‐zone Data158 cited
  • 2001Modelling UK inflation, 1875–1991155 cited
  • 1999Global Liquidity and Asset Prices103 cited

Cited by

  • 2013Effects of Global Liquidity on Commodity and Food Prices98 cited
  • 2014Does global liquidity drive commodity prices?82 cited
  • 2009Global liquidity and commodity prices–a cointegrated VAR approach for OECD countries67 cited
  • 2010Can Global Liquidity Forecast Asset Prices?25 cited

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  • 2019Global liquidity, money growth and UK inflation15 cited
  • 2009Liquidity and Asset Prices: How Strong are the Linkages15 cited