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A shift-adjusted M2 indicator for monetary policy

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  • Robert Darin
  • Robert L. Hetzel
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    File URL: http://www.richmondfed.org/publications/research/economic_quarterly/1994/summer/pdf/hetzel.pdf
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    Bibliographic Info

    Article provided by Federal Reserve Bank of Richmond in its journal Economic Quarterly.

    Volume (Year): (1994)
    Issue (Month): Sum ()
    Pages: 25-48

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    Handle: RePEc:fip:fedreq:y:1994:i:sum:p:25-48

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    Related research

    Keywords: Money supply;

    References

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    1. Marvin Goodfriend & Monica Hargraves, 1983. "A historical assessment of the rationales and functions of reserve requirements," Economic Review, Federal Reserve Bank of Richmond, issue Mar, pages 3-21.
    2. Barbara A. Bennett, 1982. ""Shift adjustments" to the monetary aggregates," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 6-18.
    3. John V. Duca, 1993. "Should bond funds be included in M2?," Research Paper 9321, Federal Reserve Bank of Dallas.
    4. Robert L. Hetzel, 1992. "How useful is M2 today?," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 12-25.
    5. Peter N. Ireland, 1993. "Price stability under long-run monetary targeting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 25-46.
    6. Thomas M. Humphrey, 1989. "Precursors of the P-star model," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 3-9.
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    Cited by:
    1. Carlson, John B. & Hoffman, Dennis L. & Keen, Benjamin D. & Rasche, Robert H., 2000. "Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 345-383, October.
    2. Feldstein, Martin & Stock, James H., 1996. "Measuring money growth when financial markets are changing," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 3-27, February.
    3. Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.
    4. Tom Stark, 1998. "A Bayesian vector error corrections model of the U.S. economy," Working Papers 98-12, Federal Reserve Bank of Philadelphia.

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