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Money, income, and sunspots: Measuring economic relationships and the effects of differencing

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Plosser, Charles I.
Schwert*, G. William

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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 4 (1978)
Issue (Month): 4 (November)
Pages: 637-660
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Handle: RePEc:eee:moneco:v:4:y:1978:i:4:p:637-660

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  2. Walter Wasserfallen & Jean-Marie Gassmann & Andreas Gfeller, 1986. "Die Nachfrage nach Telefongesprächen - Erklärung und Prognose Eine empirische Untersuchung für die Schweiz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 187-197, June. [Downloadable!]
  3. Ardeni, Pier Giorgio & Wright, Brian, 1990. "The long term behavior of commodity prices," Policy Research Working Paper Series 358, The World Bank. [Downloadable!]
  4. V. Vance Roley, 1986. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Perloff, Jeffrey M. & Suslow, Valerie Y. & Seguin, Paul J., 1996. "Higher prices from entry : pricing of brand-name drugs," CUDARE Working Paper Series 778, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy. [Downloadable!]
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  6. Michael T. Belongia, 1991. "Monetary policy and the farm/nonfarm price ratio: a comparison of effects," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 30-46. [Downloadable!]
  7. Bennett T. McCallum, 1994. "Macroeconomics After Two Decades of Rational Expectations," NBER Working Papers 4367, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Joseph G. Haubrich, 1991. "Financial efficiency and aggregate fluctuations: an exploration," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 25-36. [Downloadable!]
  9. Peter C.B. Phillips, 1985. "Understanding Spurious Regressions in Econometrics," Cowles Foundation Discussion Papers 757, Cowles Foundation, Yale University. [Downloadable!]
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  10. R. I. Udegbunam, 2002. "Openness, Stock Market Development, and Industrial Growth in Nigeria," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 41(1), pages 69-92. [Downloadable!]
  11. H. Sonmez Atesoglu & John Smithin, 2006. "Real wages, productivity and economic growth in the G7, 1960--2002," Review of Political Economy, Taylor and Francis Journals, vol. 18(2), pages 223-233, April. [Downloadable!] (restricted)
  12. Jeffrey Perloff & Valerie Suslow & Paul Seguin, 1996. "Higher Prices from Entry: Pricing of Brand-Name Drugs," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 778, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
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  14. G. William Schwert, 1990. "Business Cycles, Financial Crises, and Stock Volatility," NBER Working Papers 2957, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. N. Gregory Mankiw & Lawrence H. Summers, 1987. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  16. Robert J. Gordon, 1985. "The Short-Run Demand for Money: A Reconsideration," NBER Working Papers 1421, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  17. R. W. Hafer, 1985. "Monetary stabilization policy: evidence from money demand forecasts," Review, Federal Reserve Bank of St. Louis, issue May, pages 21-26. [Downloadable!]
  18. Bennett T. McCallum, 1993. "Unit roots in macroeconomic time series: some critical issues," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 13-44. [Downloadable!]
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  19. David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria. [Downloadable!]
  20. Felipe Larraín & Aníbal Larraín, 1988. "El Caso del Dinero Desaparecido Chile 1984-1986," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 25(75), pages 247-282. [Downloadable!]
  21. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India. [Downloadable!]
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