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An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy Author info | Abstract | Publisher info | Download info | Related research | Statistics Abel, Andrew B.
Mishkin, Frederic S.
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Article provided by Elsevier in its journal Journal of Monetary Economics .
Volume (Year): 11 (1983)
Issue (Month): 1 ()
Pages: 3-24
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Handle: RePEc:eee:moneco:v:11:y:1983:i:1:p:3-24Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505566
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Modigliani, Franco, 1977.
"The Monetarist Controversy or, Should We Forsake Stabilization Policies? ,"
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Pesando, James E, 1975.
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Mullineaux, Donald J, 1978.
"On Testing for Rationality: Another Look at the Livingston Price Expectations Data ,"
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Granger, C W J, 1969.
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McCallum, Bennett T, 1979.
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William Poole, 2001.
"Expectations ,"
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William Poole, 2000.
"Expectations ,"
Speech ,
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[Downloadable!] Barro, Robert J, 1977.
"Unanticipated Money Growth and Unemployment in the United States ,"
American Economic Review ,
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Other versions: Robert J. Shiller & J. Huston McCulloch, 1987.
"The Term Structure of Interest Rates ,"
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Abel, Andrew B & Mishkin, Frederic S, 1983.
"On the Econometric Testing of Rationality-Market Efficiency ,"
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Nelson, Charles R, 1979.
"Granger Causality and the Natural Rate Hypothesis ,"
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Grossman, Jacob, 1979.
"Nominal Demand Policy and Short-Run Fluctuations in Unemployment and Prices in the United States ,"
Journal of Political Economy ,
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Sargent, Thomas J, 1976.
"The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics ,"
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Other versions: Kohn, R, 1979.
"Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models ,"
Econometrica ,
Econometric Society, vol. 47(4), pages 1005-30, July.
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Jonathan Lewellen & Jay Shanken, 2000.
"Estimation Risk, Market Efficiency, and the Predictability of Returns ,"
NBER Working Papers
7699, National Bureau of Economic Research, Inc.
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M. Hashem Pesaran, 1988.
"Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models ,"
UCLA Economics Working Papers
493, UCLA Department of Economics.
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Frederic S. Mishkin, 1982.
"Does Anticipated Aggregate Demand Policy Matter? Further Econometric results ,"
NBER Working Papers
0789, National Bureau of Economic Research, Inc.
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Other versions: Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong & Zhang, Yinglei, 2004.
"Do Investors Overvalue Firms with Bloated Balance Sheets? ,"
Working Paper Series
2004-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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Other versions:
David Hirshleifer & KEWEI HOU & Siew Hong Teoh & YINGLEI ZHANG, 2004.
"Do Investors Overvalue Firms With Bloated Balance Sheets? ,"
Finance
0412001, EconWPA.
[Downloadable!] Hirshleifer, David & Kewei Hou & Teoh, Siew Hong & Yinglei Zhang, 2004.
"Do investors overvalue firms with bloated balance sheets? ,"
Journal of Accounting and Economics ,
Elsevier, vol. 38, pages 297-331, December.
[Downloadable!] (restricted) Zhaohui Chen & Alberto Giovannini, 1992.
"Estimating Expected Exchange Rates Under Target Zones ,"
NBER Working Papers
3955, National Bureau of Economic Research, Inc.
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Hasan Bakhshi & George Kapetanios & Anthony Yates, .
"Rational expectations and fixed-event forecasts: an application to UK inflation ,"
Bank of England working papers
176, Bank of England.
[Downloadable!]
Other versions: V. Vance Roley, 1987.
"U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations ,"
NBER Working Papers
1858, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ben S. Bernanke, 1983.
"Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression ,"
NBER Working Papers
1054, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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