Measures of money and the quantity theory
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Bibliographic InfoArticle provided by Federal Reserve Bank of St. Louis in its journal Review.
Volume (Year): (1994)
Issue (Month): Jan ()
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37676, University Library of Munich, Germany.
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- Serletis, Apostolos & Krause, David, 1996. "Empirical evidence on the long-run neutrality hypothesis using low-frequency international data," Economics Letters, Elsevier, vol. 50(3), pages 323-327, March.
- William A. Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 1996.
"The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets,"
- William Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 2012. "The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201215, University of Kansas, Department of Economics, revised Sep 2012.
- Daniel G. Swaine, 2001. "Are taste and technology parameters stable? a test of "deep" parameter stability in real business cycle models of the U.S. economy," Working Papers 01-05, Federal Reserve Bank of Boston.
- William A. Barnett & Haiyang Xu, 1998.
"Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation,"
- William Barnett & Haiyang Xu, 2012. "Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201224, University of Kansas, Department of Economics, revised Sep 2012.
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