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The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates Author info | Abstract | Publisher info | Download info | Related research | Statistics Cochrane, John H
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Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics .
Volume (Year): 7 (1989)
Issue (Month): 1 (January)
Pages: 75-83
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Handle: RePEc:bes:jnlbes:v:7:y:1989:i:1:p:75-83Contact details of provider: Web page: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main
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Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2006.
"Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland ,"
CEPR Discussion Papers
5723, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2006.
"Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland ,"
Working Papers
2006-5, Swiss National Bank.
[Downloadable!] Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
"Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 32(2), pages 411-435, February.
[Downloadable!] (restricted) Michael Dotsey & Peter Ireland, 1993.
"Liquidity effects and transactions technologies ,"
Working Paper
93-01, Federal Reserve Bank of Richmond.
[Downloadable!]
Other versions:
Michael Dotsey & Peter Ireland, 1994.
"Liquidity effects and transactions technologies ,"
Proceedings ,
Federal Reserve Bank of Cleveland, pages 1441-1471.
Dotsey, Michael & Ireland, Peter, 1995.
"Liquidity Effects and Transactions Technologies ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 27(4), pages 1441-57, November.
[Downloadable!] (restricted) Daniel L. Thornton, 1998.
"The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect ,"
Working Papers
1998-009, Federal Reserve Bank of St. Louis.
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Other versions: Seth Carpenter & Selva Demiralp, 2004.
"The liquidity effect in the federal funds market: evidence from daily open market operations ,"
Finance and Economics Discussion Series
2004-61, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Ben Fung & Rohit Gupta, .
"Searching for the Liquidity Effect in Canada ,"
Working Papers
94-12, Bank of Canada.
[Downloadable!]
Benjamin J. C. Kim & Noor A. Ghazali, 1998.
"The Liquidity Effect Of Money Shocks On Short-Term Interest Rates: Some International Evidence ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(4), pages 49-63, December.
[Downloadable!] (restricted)
John H. Cochrane & Monika Piazzesi, 2002.
"The Fed and Interest Rates: A High-Frequency Identification ,"
NBER Working Papers
8839, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: O. David Gulley & Jahangir Sultan, 2003.
"The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(3), pages 199-209, January.
[Downloadable!] (restricted)
Ben Fung & Rohit Gupta, 1995.
"Searching for the Liquidity Effect in Canada ,"
Macroeconomics
9502004, EconWPA.
[Downloadable!]
Mary G. Finn, 1995.
"The increasing-returns-to-scale/sticky- price approach to monetary analysis ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Fall, pages 79-93.
[Downloadable!]
Ignazio Angeloni & Alessandro Prati, 1996.
"The identification of liquidity effects in the EMS: Italy 1991–1992 ,"
Open Economies Review ,
Springer, vol. 7(3), pages 275-293, July.
[Downloadable!] (restricted)
Lawrence J. Christiano, 1991.
"Modeling the liquidity effect of a money shock ,"
Quarterly Review ,
Federal Reserve Bank of Minneapolis, issue Win, pages 3-34.
[Downloadable!]
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