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Polynomial distributed lags and the estimation of the St. Louis equation

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  • Dallas S. Batten
  • Daniel L. Thornton

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File URL: http://research.stlouisfed.org/publications/review/83/04/Polynomial_Apr1983.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of St. Louis in its journal Review.

Volume (Year): (1983)
Issue (Month): Apr ()
Pages: 13-25

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Handle: RePEc:fip:fedlrv:y:1983:i:apr:p:13-25:n:v.65no.4

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Related research

Keywords: Econometric models ; Monetary policy;

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Citations

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Cited by:
  1. Daniel L. Thornton & Dallas S. Batten, 1984. "Lag length selection and Granger causality," Working Papers 1984-001, Federal Reserve Bank of St. Louis.
  2. Michael T. Belongia, 1984. "Money growth variability and GNP," Review, Federal Reserve Bank of St. Louis, issue Apr, pages 23-31.
  3. Andreas Hoffmann, 2010. "An Overinvestment Cycle In Central And Eastern Europe?," Metroeconomica, Wiley Blackwell, vol. 61(4), pages 711-734, November.
  4. J. Hirschberg & J. Lye & D.J. Slottje, 2005. "Alernative Forms for Restricted Regressions," Department of Economics - Working Papers Series 954, The University of Melbourne.
  5. Dallas S. Batten & Daniel L. Thornton, 1984. "How robust are the policy conclusions of the St. Louis equation?: some further evidence," Review, Federal Reserve Bank of St. Louis, issue Jun.
  6. Joao Tovar Jalles, 2009. "Do Oil Prices Matter? The Case of a Small Open Economy," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 65-87, May.
  7. Piyu Yue & Robert Fluri, 1991. "Divisia monetary services indexes for Switzerland: are they useful for monetary targeting?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 19-33.

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