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Citations of
Mark Rush

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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.

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Working papers

  1. Mark Rush & Gordon Sellon & Li Zhu, 1994. "The role of the discount rate in monetary policy," Research Working Paper 94-01, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Daniel L. Thornton, 1998. "Lifting the veil of secrecy from monetary policy: evidence from the Fed's early discount rate policy," Working Papers 1998-003, Federal Reserve Bank of St. Louis. [Downloadable!]
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  2. Prakash Loungani & Mark Rush, 1991. "The effect of changes in reserve requirements on investment and GNP," Working Paper Series, Macroeconomic Issues 91-21, Federal Reserve Bank of Chicago.
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    Cited by:

    1. Michael J. Dueker & Apostolos Serletis, 1996. "The sensitivity of empirical studies to alternative measures of the monetary base and reserves," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 51-69. [Downloadable!]
    2. Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 1999. "Some Thoughts on Monetary Targeting vs. Inflation Targeting," Quantitative Macroeconomics Working Papers 19912, Hamburg University, Department of Economics. [Downloadable!]
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    3. Karen Cabos & Nikolaus A. Siegfried, 2004. "Controlling inflation in Euroland," Applied Economics, Taylor and Francis Journals, vol. 36(6), pages 549-558, April. [Downloadable!] (restricted)
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    4. Menzie Chinn & Michael Dooley, 1995. "National, regional and international capital markets: Measurement and implications for domestic financial fragility," International Finance 9508006, EconWPA. [Downloadable!]
    5. Menzie Chinn & Michael Dooley, 1995. "Asia-Pacific Capital Markets: Measurement of Integration and the Implications for Economic Activity," NBER Working Papers 5280, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Dipo T. Busari, 2008. "Private Investment Behaviour and Trade Policy Practice in Nigeria," Research Papers RP_177, African Economic Research Consortium. [Downloadable!]
    7. Joseph H. Haslag & Scott E. Hein, 1995. "Measuring the policy effects of changes in reserve requirement ratios," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 2-15. [Downloadable!]
    8. Xiaohui Zhang & Zhihong Ji & Yong Cui, 2009. "Reserve requirement, reserve requirement tax and money control in China: 1984–2007," Frontiers of Economics in China, Springer, vol. 4(3), pages 361-383, September. [Downloadable!] (restricted)
    9. Sebastian Edwards & Carlos A. Vegh, 1997. "Banks and Macroeconomics Disturbances under Predetermined Exchange Rates," NBER Working Papers 5977, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    10. Pablo Acosta & Andrés Loza, 2005. "Short and long run determinants of private investment in Argentina," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 389-406, November. [Downloadable!]
    11. Prakash Loungani & Mark Rush, 1994. "The effect of changes in reserve requirements on investment and GNP," International Finance Discussion Papers 471, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    12. Reinhart, Carmen & Reinhart, Vincent, 1999. "On the use of reserve requirements in dealing with capital flow problems," MPRA Paper 13703, University Library of Munich, Germany. [Downloadable!]
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    13. Chinn, Menzie-D & Dooley, Michael-P, 1997. "Financial Repression and Capital Mobility: Why Capital Flows and Covered Interest Rate Differentials Fail to Measure Capital Market Integration," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 15(2), pages 81-103, December. [Downloadable!]
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  3. Prakash Loungani & Mark Rush & William Tave, 1990. "Stock market dispersion and real economic activity: evidence from quarterly data," Working Paper Series, Macroeconomic Issues 90-15, Federal Reserve Bank of Chicago.

    Cited by:

    1. Steven J. Davis & John Haltiwanger, 1999. "On the Driving Forces behind Cyclical Movements in Employment and Job Reallocation," American Economic Review, American Economic Association, vol. 89(5), pages 1234-1258, December. [Downloadable!] (restricted)
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  4. Craig S. Hakkio & Mark Rush, 1990. "Cointegration: how short is the long run?," Research Working Paper 90-08, Federal Reserve Bank of Kansas City.
    Published as:

    Cited by:

    1. Hali J. Edison & Joseph E. Gagnon & William R. Melick, 1994. "Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era," International Finance Discussion Papers 465, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    2. Thomas M Fullerton Jr & Eiichi Araki, 2004. "A Theoretical Model of Industrial Economy Inflationary Dynamics," Macroeconomics 0408007, EconWPA. [Downloadable!]
    3. Dipendra Sinha & Tapen Sinha, 2000. "An aggregate import demand function for greece," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(2), pages 196-209, June. [Downloadable!] (restricted)
    4. Jan Lemmen & Sylvester Eijffinger, 1995. "The quantity approach to financial integration: The Feldstein-Horioka criterion revisited," Open Economies Review, Springer, vol. 6(2), pages 145-165, April. [Downloadable!] (restricted)
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    5. Paresh Narayan & Seema Narayan & Russell Smyth, 2007. "Does Democracy Facilitate Economic Growth Or Does Economic Growth Facilitate Democracy? An Empirical Study Of Sub-Saharan Africa," Monash Economics Working Papers 10/07, Monash University, Department of Economics. [Downloadable!]
    6. Shandre Mugan Thangavelu & Gulasekaran Rajaguru, 2004. "Is there an export or import-led productivity growth in rapidly developing Asian countries? a multivariate VAR analysis," Applied Economics, Taylor and Francis Journals, vol. 36(10), pages 1083-1093, June. [Downloadable!] (restricted)
    7. Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute. [Downloadable!]
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    8. Fiess, Norbert M. & Fugazza, Marco & Maloney, William F., 2008. "Informality and Macroeconomic Fluctuations," IZA Discussion Papers 3519, Institute for the Study of Labor (IZA). [Downloadable!]
    9. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
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    10. Thomas Gries & Manfred Kraft & Daniel Meierrieks, 2008. "Financial Deepening, Trade Openness and Economic Growth in Latin America and the Caribbean," Working Papers 17, University of Paderborn, CIE Center for International Economics. [Downloadable!]
    11. Thomas M Fullerton Jr & Cuauhtemoc Calderon, 2004. "Inflationary Pressure Determinants in Mexico," Macroeconomics 0407030, EconWPA. [Downloadable!]
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    12. KHAN, Muhammad Arshad, 2008. "Long-Run And Short-Run Dynamics Of Foreign Exchange Reserves Flows And Domestic Credit In Pakistan," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 61-78. [Downloadable!]
    13. Fiess, Norbert M. & Fugazza, Marco & Maloney, William F., 2007. "Informal Labor Markets and Macroeconomic Fluctuations," Proceedings of the German Development Economics Conference, Göttingen 2007 6, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
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    14. JOÃO RICARDO FARIA & FRANCISCO GALRÃO CARNEIRO, 2003. "Devaluation, Output And Wages," International Economic Journal, Korean International Economic Association, vol. 17(4), pages 15-27, December. [Downloadable!] (restricted)
    15. Shumway, C. Richard & Liu, Yucan, 2006. "Induced Innovation in the Agricultural Sector: Evidence From a State Panel," 2006 Annual meeting, July 23-26, Long Beach, CA 21089, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    16. Mukesh K. Chaudhry & Rohan A. Christie-David & William H. Sackley, 1999. "Long-Term Structural Price Relationships in Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 335-354. [Downloadable!]
    17. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York. [Downloadable!]
    18. Jaime Marquez, 1992. "Real exchange rates: measurement and implications for predicting U.S. external imbalances," International Finance Discussion Papers 427, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    19. James E. Payne, 2003. "Post stabilization estimates of money demand in Croatia: error correction model using the bounds testing approach," Applied Economics, Taylor and Francis Journals, vol. 35(16), pages 1723-1727, November. [Downloadable!] (restricted)
    20. James R. Lothian & Cornelia H.. McCarthy, 2001. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0107003, EconWPA. [Downloadable!]
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    21. John Barkoulas & Christopher F. Baum, 1996. "A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency," Boston College Working Papers in Economics 311., Boston College Department of Economics. [Downloadable!]
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    22. Roland Füss & Dieter Kaiser, 2007. "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 425-444, December. [Downloadable!] (restricted)
    23. Francisco Climent Diranzo & Robert Meneu Gaya, . "Relaciones de equilibrio entre demografía y crecimiento económico en España," Studies on the Spanish Economy 163, FEDEA. [Downloadable!]
    24. Bassam Abual-Foul, 2004. "Testing the export-led growth hypothesis: evidence from Jordan," Applied Economics Letters, Taylor and Francis Journals, vol. 11(6), pages 393-396, May. [Downloadable!] (restricted)
    25. Ferda Halicioglu, 2007. "The Financial Development and Economic Growth Nexus for Turkey," EERI Research Paper Series EERI_RP_2007_06, Economics and Econometrics Research Institute (EERI). [Downloadable!]
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    26. Marta Muco & Harry Papapanagos & Peter Sanfey, 1998. "The Determinants of Official and Free-Market Exchange Rates in Albania During Transition," Studies in Economics 9806, Department of Economics, University of Kent. [Downloadable!]
    27. Thomas Gries & Manfred Kraft & Daniel Meierrieks, 2008. "Linkages between Financial Deepening,Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa," Working Papers 15, University of Paderborn, CIE Center for International Economics. [Downloadable!]
    28. Tuck Cheong Tang, 2006. "New evidence on export expansion, economic growth and causality in China," Applied Economics Letters, Taylor and Francis Journals, vol. 13(12), pages 801-803, October. [Downloadable!] (restricted)
    29. Francisco Rodriguez, 2007. "Have Collapses in Infrastructure Spending led to Cross-Country Divergence in Per Capita GDP?," Working Papers 52, United Nations, Department of Economics and Social Affairs. [Downloadable!]
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    30. Ricardo N. Bebczuk, 2008. "Un modelo de consistencia macroeconómica para Costa Rica," RES Working Papers 2015, Inter-American Development Bank, Research Department. [Downloadable!]
    31. Lena Malesevic-Perovic, 2009. "Cointegration Approach to Analysing Inflation in Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 33(2), pages 201-218. [Downloadable!]
    32. Joachim Zietz, 1996. "The relative price of tradables and nontradables and the U.S. trade balance," Open Economies Review, Springer, vol. 7(2), pages 147-160, April. [Downloadable!] (restricted)
    33. Paresh Kumar Narayan & Seema Narayan, 2004. "The J -Curve: Evidence from Fiji," International Review of Applied Economics, Taylor and Francis Journals, vol. 18(3), pages 369-380, July. [Downloadable!] (restricted)
    34. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, EconWPA. [Downloadable!]
    35. Baek, Jungho & Koo, Won W., 2008. "A Dynamic Approach to the FDI-Environment Nexus: The Case of China and India," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6508, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    36. Hector O. Zapata & T. RANDALL FORTENBERY, 1995. "Stochastic Interest Rates and Price Discovery in Selected Commodity Markets," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 383, Wisconsin-Madison Agricultural and Applied Economics Department. [Downloadable!]
    37. Mohsen Bahmani-Oskooee, 1995. "Source Of Inflation In Post-Revolutionary Iran," International Economic Journal, Korean International Economic Association, vol. 9(2), pages 61-72, June. [Downloadable!] (restricted)
    38. Keun-Yeob Oh & Bonghan Kim & Honkee Kim, 2006. "An empirical study of the relation between stock price and EPS in panel data: Korea case," Applied Economics, Taylor and Francis Journals, vol. 38(20), pages 2361-2369, November. [Downloadable!] (restricted)
    39. Juuso Vataja, 2000. "Should the Law of One Price be Pushed Away? Evidence from International Commodity Markets," Open Economies Review, Springer, vol. 11(4), pages 399-415, October. [Downloadable!] (restricted)
    40. Lori Leachman, 1994. "Saving, investment, and capital mobility: A comment on Leachman—A reply," Open Economies Review, Springer, vol. 5(1), pages 19-21, March. [Downloadable!] (restricted)
    41. Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007. [Downloadable!]
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    42. Valerie Cerra & Sweta Chaman Saxena, 2008. "The Monetary Model Strikes Back: Evidence from the World," IMF Working Papers 08/73, International Monetary Fund. [Downloadable!]
    43. Dipendra Sinha, 1997. "Determinants Of Import Demand In Thailand," International Economic Journal, Korean International Economic Association, vol. 11(4), pages 73-83, December. [Downloadable!] (restricted)
    44. Thomas M Fullerton Jr & Roberto Tinajero, 2004. "Short-Run Price Dynamics in Mexico," Macroeconomics 0407027, EconWPA. [Downloadable!]
    45. António Portugal Duarte, 2005. "Purchasing power parity: an empirical study of three EMU countries," International Finance 0505010, EconWPA. [Downloadable!]
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    46. Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon, 2004. "Error Correction Exchange Rate Modeling Evidence for Mexico," International Finance 0406001, EconWPA. [Downloadable!]
    47. James Lothian & Yusif Simaan, 1998. "International Financial Relations Under the Current Float: Evidence from Panel Data," Open Economies Review, Springer, vol. 9(4), pages 293-313, October. [Downloadable!] (restricted)
    48. André Mollick, 1999. "Current Account and Fiscal Policy in Japan: 1885–1991," Open Economies Review, Springer, vol. 10(2), pages 185-201, May. [Downloadable!] (restricted)
    49. Ali F. Darrat & Fatima S. Al-Shamsi, 2005. "On the path of integration in the Gulf region," Applied Economics, Taylor and Francis Journals, vol. 37(9), pages 1055-1062, May. [Downloadable!] (restricted)
    50. Thomas M Fullerton Jr & Roberto Coronado, 2004. "Restaurant Prices and the Mexican Peso," International Finance 0403004, EconWPA. [Downloadable!]
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    51. Mohsen Bahmani-Oskooee, 1998. "COINTEGRATION APPROACH TO ESTIMATE THE LONG-RUN TRADE ELASTICITIES IN LDCs," International Economic Journal, Korean International Economic Association, vol. 12(3), pages 89-96, October. [Downloadable!] (restricted)
    52. James Payne & George Waters, 2007. "Have Equity REITs Experienced Periodically Collapsing Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 207-224, February. [Downloadable!] (restricted)
    53. Andersson, Björn, 1999. "On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity," Working Paper Series 1999:18, Uppsala University, Department of Economics. [Downloadable!]
    54. Awad Abdel Hameed, Amna & Mohamed Arshad, Fatimah, 2008. "The Impact Of Petroleum Prices On Vegetable Oils Prices: Evidence From Cointegration Tests," Miscellaneous Papers 46251, Agecon Search. [Downloadable!]
    55. Ali F. Darrat & Salah S. Abosedra & Hassan Y. Aly, 2005. "Assessing the role of financial deepening in business cycles: the experience of the United Arab Emirates," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 447-453, April. [Downloadable!] (restricted)
    56. Timothy Kam & Yi-Chia Wang, 2006. "Public Capital Spillovers and Growth: A Foray Downunder," ANUCBE School of Economics Working Papers 2006-474, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
    57. Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 217-234. [Downloadable!] (restricted)
    58. Simón Sosvilla-Rivero & Javier Alonso Meseguer, . "Estimación de una función de producción MRW para la Economía Española, 1910-1995," Studies on the Spanish Economy 197, FEDEA. [Downloadable!]
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    59. João R. Faria & Francisco Galrão Carneiro, 2001. "Does High Inflation Affect Growth in the Long and Short Run?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 89-105, May. [Downloadable!]
    60. Alessandro Girardi, 2008. "The Informational Content of Trades on the EuroMTS Platform," ISAE Working Papers 97, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    61. Kul B. Luintel, 2000. "Real exchange rate behaviour: evidence from black markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(2), pages 161-185. [Downloadable!]
    62. Gianluigi Giorgioni & Ken Holden, 2003. "Ricardian equivalence, expansionary fiscal contraction and the stock market: a VECM approach," Applied Economics, Taylor and Francis Journals, vol. 35(12), pages 1435-1443, August. [Downloadable!] (restricted)
    63. Jerome Henry & Jens Weidmann, 2005. "The French-German Interest Rate Differential Since German," International Finance 0503009, EconWPA. [Downloadable!]
    64. Andros Gregoriou & Alexandros Kontonikas, . "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Department of Economics, University of Glasgow. [Downloadable!]
    65. Kevin Nell, 2003. "A 'Generalised' Version of the Balance-of-Payments Growth Model: an application to neighbouring regions," International Review of Applied Economics, Taylor and Francis Journals, vol. 17(3), pages 249-267, July. [Downloadable!] (restricted)
    66. Mohsen Bahmani-Oskooee & Ida A. Mirzaie & Ilir Miteza, 2007. "Sectoral Employment, Wages and the Exchange Rate: Evidence from the U.S," Eastern Economic Journal, Eastern Economic Association, vol. 33(1), pages 125-136, Winter. [Downloadable!]
    67. Dimitrios Sideris, 2008. "Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939," Working Papers 66, Bank of Greece. [Downloadable!]
    68. Mark A. Hooker, 1997. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Finance and Economics Discussion Series 1997-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    69. Koen Pauwels & Imran Currim & Marnik Dekimpe & Dominique Hanssens & Natalie Mizik & Eric Ghysels & Prasad Naik, 2004. "Modeling Marketing Dynamics by Time Series Econometrics," Marketing Letters, Springer, vol. 15(4), pages 167-183, December. [Downloadable!] (restricted)
    70. Yeşim Kuştepeli, 2005. "A comprehensive short-run analysis of a (possible) Turkish Phillips curve," Applied Economics, Taylor and Francis Journals, vol. 37(5), pages 581-591, March. [Downloadable!] (restricted)
    71. Mark McGillivray & Farhad Noorbakhsh, . "Aid, Conflict and Human Development," Working Papers 2007_03, Department of Economics, University of Glasgow. [Downloadable!]
    72. James E. Payne, 2006. "The response of sub-sector REIT returns to shocks in fundamental state variables," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 71-75, March. [Downloadable!] (restricted)
    73. Hector O. ZAPATA & T. Randall FORTENBERY, 1995. "Stochastic Interest Rates And Price Discovery In Selected Commodity Markets," Staff Papers 383, University of Wisconsin Madison, AAE. [Downloadable!]
    74. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]

  5. Francis X. Diebold & Steven Husted & Mark Rush, 1990. "Real exchange rates under the gold standard," Discussion Paper / Institute for Empirical Macroeconomics 32, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

    Cited by:

    1. Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society. [Downloadable!]
    2. Joseph H. Davis & Christopher Hanes & Paul W. Rhode, 2009. "Harvests and Business Cycles in Nineteenth-Century America," NBER Working Papers 14686, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D4-2, International Conferences on Panel Data. [Downloadable!]
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    4. Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria. [Downloadable!]
    5. Rogoff, Kenneth, 1995. "What Remains of Purchasing Power Parity?," Working Papers 95-07, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
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    6. Roger Koppl, William Butos, 2001. "Confidence in Keynes and Hayek: Reply to Burczak," Review of Political Economy, Taylor and Francis Journals, vol. 13(1), pages 81-86, January. [Downloadable!] (restricted)
    7. Apostolos Serletis, 1994. "Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(3), pages 476-493, September. [Downloadable!] (restricted)
    8. Morten Ørregaard Nielsen & Per Frederiksen, 2005. "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Working Papers 1189, Queen's University, Department of Economics. [Downloadable!]
    9. Hali J. Edison & William R. Melick, 1992. "Purchasing power parity and uncovered interest rate parity: the United States 1974-1990," International Finance Discussion Papers 425, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    10. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 1999. "Market Structure and the Persistence of Sectoral Real Exchange Rates," NBER Working Papers 7408, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Yin-wong Cheung & Kon S. Lai, 2007. "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries," Working Papers 092007, Hong Kong Institute for Monetary Research. [Downloadable!]
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    12. Ivan Paya & David A. Peel, 2004. "Nonlinear Ppp Under The Gold Standard," Working Papers. Serie AD 2004-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    13. Patrick Minford & David Peel, 2007. "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," Open Economies Review, Springer, vol. 18(1), pages 119-125, February. [Downloadable!] (restricted)
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    14. James R. Lothian & Cornelia McCarthy, 2001. "Real Exchange-Rate Behaviour under Fixed and Floating Exchange Rate Regimes," International Finance 0107002, EconWPA. [Downloadable!]
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    15. Ivan Paya & David A. Peel, 2005. "The process followed by PPP data. On the properties of linearity tests," Applied Economics, Taylor and Francis Journals, vol. 37(21), pages 2515-2522, December. [Downloadable!] (restricted)
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    16. Kuswanto, Heri & Sibbertsen, Philipp, 2009. "Testing for Long Memory Against ESTAR Nonlinearities," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-427, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    17. Yoonbai Kim, 1997. "How Real Are Real Exchange Rates?," International Economic Journal, Korean International Economic Association, vol. 11(1), pages 87-108, April. [Downloadable!] (restricted)
    18. Luca Antonio Ricci & Ronald MacDonald, . "PPP and the Balassa Samuelson Effect: The Role of the Distribution Sector," IMF Working Papers 01/38, International Monetary Fund. [Downloadable!]
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    19. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," IMF Working Papers 03/111, International Monetary Fund. [Downloadable!]
    20. Ahmed Asseery, 2005. "Evidence of non-linearities in the bilateral real exchange rates of the British pound," International Economic Journal, Korean International Economic Association, vol. 19(1), pages 63-90, March. [Downloadable!] (restricted)
    21. Anton Muscatelli & Franco Spinelli & Carmine Trecroci, 2001. "Real Exchange Rates in the Long Run: Evidence from Historical Data," Working Papers 2001_6, Department of Economics, University of Glasgow. [Downloadable!]
    22. Yin-Wong Cheung & Kon S. Lai, 2005. "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    23. Mototsugu Shintani, 2006. "A nonparametric measure of convergence towards purchasing power parity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 589-604. [Downloadable!]
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    24. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics. [Downloadable!]
    25. John H. Rogers, 1995. "Real shocks and real exchange rates in really long-term data," International Finance Discussion Papers 493, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    26. Yihui Lan, 2001. "The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 01-22, The University of Western Australia, Department of Economics. [Downloadable!]
    27. Imad A. Moosa & Razzaque H. Bhatti, 1997. "Are Asian Markets Integrated? Evidence For Six Countries Vis-A-Vis Japan," International Economic Journal, Korean International Economic Association, vol. 11(1), pages 51-67, April. [Downloadable!] (restricted)
    28. Kim, Jaebeom & Ogaki, Masao, 2004. "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 1-25, March. [Downloadable!]
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    29. Cheung, Yin-Wong & Lai, Kon S., 1999. "On Cross-Country Differences in the Persistence of Real Exchange Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    30. Lutz Kilian & Tao Zha, 1999. "Quantifying the half-life of deviations from PPP: The role of economic priors," Working Paper 99-21, Federal Reserve Bank of Atlanta. [Downloadable!]
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    31. ANTHONY de CARVALHO, 2002. "Wage Adjustment, Imperfect Competition and Real Exchange Rate Reversion: An Attempt to Unravel the PPP Puzzle," Discussion Papers 706, The Research Institute of the Finnish Economy. [Downloadable!]
    32. Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998. "Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999. [Downloadable!]
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    33. Francis W. Ahking, 2002. "Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era," Working papers 2002-17, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    34. Larry A Sjaastad, 1996. "Recent Evolution of the Chilean Real Exchange Rate," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 33(98), pages 109-132. [Downloadable!]
    35. Alan M. Taylor, 1996. "International Capital Mobility in History: Purchasing-Power Parity in the Long Run," NBER Working Papers 5742, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    36. Kazimierz Stanczak, 1992. "The Implications of Convex Arbitrage Costs for International Macroeconomics," UCLA Economics Working Papers 664, UCLA Department of Economics. [Downloadable!]
    37. Lutz Kilian & Tao Zha, 2002. "Quantifying the uncertainty about the half-life of deviations from PPP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 107-125. [Downloadable!]
    38. César Calderón & Roberto Duncan, 2003. "Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile," Working Papers Central Bank of Chile 215, Central Bank of Chile. [Downloadable!]
      Other versions:
    39. Baizhu Chen & Kien C. Tran, 1994. "Are We Sure That The Real Exchange Rate Follows A Random Walk? A Reexamination," International Economic Journal, Korean International Economic Association, vol. 8(3), pages 33-44, October. [Downloadable!] (restricted)
    40. Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    41. Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity," Working Papers 1138, Queen's University, Department of Economics. [Downloadable!]
    42. Ivan Paya & David A. Peel, 2004. "Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment," Working Papers. Serie AD 2004-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
      Other versions:
    43. Claude Lopez & Christian J. Murray & David H. Papell, 2003. "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," University of Cincinnati, Economics Working Papers Series 2003-07, University of Cincinnati, Department of Economics. [Downloadable!]
      Other versions:
    44. Sang-Kuck Chung, 2006. "The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 355-370. [Downloadable!]
    45. Yangru Wu, 1997. "The trend behavior of real exchange rates: Evidence from OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(2), pages 282-296, 06. [Downloadable!] (restricted)
    46. Luis Gil-Alana, 2003. "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(2), pages 159-173, June. [Downloadable!] (restricted)
    47. Lucio Sarno, 2000. "Systematic sampling and real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 24-57, March. [Downloadable!] (restricted)
    48. Ibrahim Chowdhury, 2004. "Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis," Working Paper Series in Economics 14, University of Cologne, Department of Economics. [Downloadable!]
    49. Marc Henry & Paolo Zaffaroni, 2002. "The long range dependence paradigm for macroeconomics and finance," Discussion Papers 0102-19, Columbia University, Department of Economics. [Downloadable!]
    50. Dominick Stephens, 2004. "The equilibrium exchange rate according to PPP and UIP," Reserve Bank of New Zealand Discussion Paper Series DP 2004/03, Reserve Bank of New Zealand. [Downloadable!]
    51. James Lothian & Yusif Simaan, 1998. "International Financial Relations Under the Current Float: Evidence from Panel Data," Open Economies Review, Springer, vol. 9(4), pages 293-313, October. [Downloadable!] (restricted)
    52. Claude Lopez & Christian J. Murray & David H. Papell, 2003. "State of the Art Unit Root Tests and the PPP Puzzle," Macroeconomics 0310009, EconWPA. [Downloadable!]
    53. David Peel & Ivan Paya, 2005. "A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994," Working Papers 002391, Lancaster University Management School, Economics Department. [Downloadable!]
      Other versions:
    54. Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS) 768, University of Warwick, Department of Economics. [Downloadable!]
      Other versions:
    55. Thomas M Fullerton Jr & Roberto Coronado, 2004. "Restaurant Prices and the Mexican Peso," International Finance 0403004, EconWPA. [Downloadable!]
      Other versions:
    56. Larry A Sjaastad, 1998. "Comment on "Tipo de Cambio Real y Gasto Público: Un Modelo Econométrico para Chile"," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(104), pages 139-150. [Downloadable!]
    57. Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 217-234. [Downloadable!] (restricted)
    58. Gianluca Moretti, 2007. "Detecting long memory co-movements in macroeconomic time series," Temi di discussione (Economic working papers) 642, Bank of Italy, Economic Research Department. [Downloadable!]
    59. Mohamed Boutahar & Imene Mootamri & Anne Peguin-Feissolle, 2007. "An exponential FISTAR model applied to the US real effective exchange rate," Working Papers halshs-00353836_v1, HAL. [Downloadable!]
    60. Alan M. Taylor, 2000. "A Century of Purchasing-Power Parity," NBER Working Papers 8012, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    61. Kul B. Luintel, 2000. "Real exchange rate behaviour: evidence from black markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(2), pages 161-185. [Downloadable!]
    62. 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!]
      Other versions:
    63. Hali J. Edison & Linda S. Kole, 1994. "European monetary arrangements: implications for the dollar, exchange rate variability and credibility," International Finance Discussion Papers 468, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    64. Yin-Wong Cheung & Francis X. Diebold, 1990. "On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean," Discussion Paper / Institute for Empirical Macroeconomics 34, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    65. Solomos Solomou & Luis Catão, 2003. "Exchange Rates in the Periphery and International Adjustment Under the Gold Standard," IMF Working Papers 03/41, International Monetary Fund. [Downloadable!]
    66. Francis W. Ahking, 2002. "Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test?," Working papers 2002-18, University of Connecticut, Department of Economics. [Downloadable!]
    67. Dimitrios Sideris, 2008. "Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939," Working Papers 66, Bank of Greece. [Downloadable!]
    68. Francis W. Ahking, 2004. "Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era," Working papers 2004-05, University of Connecticut, Department of Economics. [Downloadable!]
    69. James R. Lothian & Cornelia H. McCarthy, 2003. "Currency Union and Real Exchange Rate Behavior," International Finance 0311008, EconWPA. [Downloadable!]
    70. James R. Lothian & Cornelia H. McCarthy, 2003. "Real Exchange Rate Behavior Under Floating and Fixed Regimes," International Finance 0311006, EconWPA. [Downloadable!]
    71. Graham Elliott & Elena Pesavento, 2005. "Higher Power Tests for Bilateral Failure of PPP after 1973," Emory Economics 0502, Department of Economics, Emory University (Atlanta). [Downloadable!]
    72. D.J.C. Van Dijk & P.H. Franses & R. Paap, 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Report 204, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    73. Christian J. Murray & David H. Papell, 2000. "The Purchasing Power Parity Persistence Paradigm," Econometric Society World Congress 2000 Contributed Papers 0017, Econometric Society. [Downloadable!]
      Other versions:
    74. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics. [Downloadable!]

  6. Prakash Loungani & Mark Rush, 1990. "Sectoral shifts in interwar Britain," Working Paper Series, Macroeconomic Issues 90-7, Federal Reserve Bank of Chicago.

    Cited by:

    1. S. Lael Brainard, 1992. "Sectoral Shifts and Unemployment in Interwar Britain," NBER Working Papers 3980, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. Koelln, K. & Rush, M., 1990. "Rigid Prices And Flexible Products," Papers 90-1, Florida - College of Business Administration.

    Cited by:

    1. Aurora Ascione, 2007. "Non-Price Competition and Exchange Rate Pass-Through," Economics Working Papers ECO2007/54, European University Institute. [Downloadable!]
    2. Alan Kackmeister, 2005. "Yesterday's bad times are today's good old times: retail price changes in the 1890s were smaller, less frequent, and more permanent," Finance and Economics Discussion Series 2005-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. Loy, Jens-Peter & Weiss, Christoph R., 2002. "Staggering And Synchronization Of Prices In A Low Inflation Environment: Evidence From German Food Stores," 2002 Annual meeting, July 28-31, Long Beach, CA 19882, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    4. Loy, J.P. & Weiss, C.R., 2002. "Staggering and Synchronisation of Prices in a Low Inflation Environment: Evidence from German Food Stores," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24823, European Association of Agricultural Economists. [Downloadable!]
    5. Mark A. Wynne, 1995. "Sticky prices: what is the evidence?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 1-12. [Downloadable!]
    6. Alexander L. Wolman, 2007. "The frequency and costs of individual price adjustment," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(6), pages 531-552. [Downloadable!]
      Other versions:

  8. Craig S. Hakkio & Mark Rush, 1987. "Market efficiency and cointegration," Research Working Paper 87-05, Federal Reserve Bank of Kansas City.

    Cited by:

    1. HeeJoon Kang, 1992. "Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation," Open Economies Review, Springer, vol. 3(2), pages 215-232, June. [Downloadable!] (restricted)
    2. Eric Zivot, 1998. "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics 9812001, EconWPA. [Downloadable!]
    3. Haitham A. Al-Zoubi & Dana A. Al-Zoubi & Aktham I. Maghyereh, 2006. "A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 223-227, July. [Downloadable!] (restricted)
    4. Sofiane Sekioua, 2004. "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003 85, Money Macro and Finance Research Group. [Downloadable!]
    5. John Barkoulas & Christopher F. Baum, 1996. "A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency," Boston College Working Papers in Economics 311., Boston College Department of Economics. [Downloadable!]
      Other versions:
    6. Martin B. Schmidt, 2003. "The relative adjustment of wages and prices: direct tests within a multiple-equation system," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 985-997, January. [Downloadable!] (restricted)
    7. Guneratne Banda Wickremasinghe, 2004. "Efficiency Of Foreign Exchange Markets: A Developing Country Perspective," International Finance 0406004, EconWPA. [Downloadable!]
    8. Michael Kühl, 2007. "Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses," cege – Center for European, Governance and Economic Development Research Discussion Papers 68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
    9. Guneratne Banda Wickremasinghe, 2004. "Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float," International Trade 0406007, EconWPA. [Downloadable!]
    10. Heejoon Kang, 2006. "Inappropriate Detrending and Spurious Cointegration," Working Papers 2006-14, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
      Other versions:
    11. Laurence Boone, 1997. "Symmetry and Assymmetry of Supply and Demand Stocks in the European Union : a Dynamic Analysis," Working Papers 1997-03, CEPII research center. [Downloadable!]
    12. Dimitris Kenourgios & Aristeidis Samitas, 2005. "Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange," Finance 0512010, EconWPA. [Downloadable!]
    13. Stephen E. Haynes & Avik Chakraborty, 2005. "Econometrics of the forward premium puzzle," University of Oregon Economics Department Working Papers 2005-18, University of Oregon Economics Department. [Downloadable!]
    14. Tondel, Fabien & Maynard, Leigh J., 2004. "Is The Thinly-Traded Butter Futures Contract Priced Efficiently?," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34684, Southern Agricultural Economics Association. [Downloadable!]
    15. J. Sa-Aadu & James Shilling & George Wang, 2000. "A Test of Integration and Cointegration of Commercial Mortgage Rates," Journal of Financial Services Research, Springer, vol. 18(1), pages 45-61, October. [Downloadable!] (restricted)
    16. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]

  9. Craig S. Hakkio & Mark Rush, 1986. "Co-integration and the government's budget deficit," Research Working Paper 86-12, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Philip M. Bodman, 1997. "The Australian Trade Balance And Current Account: A Time Series Perspective," International Economic Journal, Korean International Economic Association, vol. 11(2), pages 39-57, June. [Downloadable!] (restricted)

  10. Robert J. Barro & Mark Rush, 1979. "Unanticipated Money and Economic Activity," NBER Working Papers 0339, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Aki Kangasharju & Sari Pekkala, 2001. "Regional Labour Market Adjustment: Are Positive and Negative Shocks Different?," ERSA conference papers ersa01p196, European Regional Science Association. [Downloadable!]
      Other versions:
    2. Ali F. Darrat, 1988. "Rational Expectations and the Role of Monetary Policy: Some Tests Based on the Fisher Equation," Eastern Economic Journal, Eastern Economic Association, vol. 14(3), pages 211-219, Jul-Sep. [Downloadable!]
    3. Babutsidze, Zakaria, 2006. "(S,s) Pricing: Does the Heterogeneity Wipe Out the Asymmetry on Micro Level?," UNU-MERIT Working Paper Series 033, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    4. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics. [Downloadable!]
      Other versions:
    5. Clive W. J. Granger & Melinda Deutsch, 1991. "Comments on the evaluation of policy models," International Finance Discussion Papers 413, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    6. Martin Eichenbaum & Lawrence J. Christiano, 1992. "Liquidity Effects, Monetary Policy, and the Business Cycle," NBER Working Papers 4129, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. John Y. Campbell & N. Gregory Mankiw, 1987. "Permanent and Transitory Components in Macroeconomic Fluctuations," NBER Working Papers 2169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Magda Kandil, 2002. "Asymmetry In Economic Fluctuations In The Us Economy: The Pre-War And The 1946--1991 Preiods Compared," International Economic Journal, Korean International Economic Association, vol. 16(1), pages 21-42, April. [Downloadable!] (restricted)
    9. Robert J. Gordon, 1985. "The Conduct of Domestic Monetary Policy," NBER Working Papers 1221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. John F. Boschen & Herschel I. Grossman, 1983. "Tests of Equilibrium Macroeconomics Using Contemporaneous Monetary Data," NBER Working Papers 0558, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    11. Robert G. King & Mark W. Watson, 1997. "Testing long-run neutrality," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 69-101. [Downloadable!]
      Other versions:
    12. Eric M. Leeper & David B. Gordon, 1991. "In search of the liquidity effect," International Finance Discussion Papers 403, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    13. Sean Becketti, 1983. "The Persistence of Nominal Shocks in a Particular Equilibrium Model," UCLA Economics Working Papers 312, UCLA Department of Economics. [Downloadable!]
    14. Prakash Loungani & Mark Rush, 1994. "The effect of changes in reserve requirements on investment and GNP," International Finance Discussion Papers 471, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    15. Bierens, H.J., 1986. "Armax model specification testing, with an application to unemployment in the Netherlands," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
      Other versions:
    16. Laurence Boone & Benoit Mojon, 1998. "Sacrifice Ratios in Europe: A Comparison," Working Papers 1998-07, CEPII research center. [Downloadable!]
    17. Antonio Aznar & Mª Teresa Aparicio & Francisco Javier Trivez, 1991. "Modelo LSW versus modelo NRH-GAP, aplicación de una nueva metodología de selección de modelos," Investigaciones Economicas, Fundación SEPI, vol. 15(3), pages 575-599, September. [Downloadable!]
    18. Rahmi Yamak & Yakup Kucukkale, 2002. "Anticipated versus Unanticipated Money in Turkey," Macroeconomics 0211011, EconWPA. [Downloadable!]
    19. Katharine G. Abraham & Lawrence F. Katz, 1987. "Cyclical Unemployment: Sectoral Shifts or Aggregate Disturbances?," NBER Working Papers 1410, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    20. Jon Frye & Robert J. Gordon, 1981. "Government Intervention in the Inflation Process: The Econometrics of "Self-Inflicted Wounds"," NBER Working Papers 0550, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    21. Robert P. Flood & Robert J. Hodrick, 1986. "Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle," NBER Working Papers 1089, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    22. John H. Makin, 1982. "Anticipated Money, Inflation Uncertainty, and Real Economic Activity," NBER Working Papers 0760, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Charles W. Bischoff & Steven C. Hine, 1992. "A Test of Fischer's Theory of Monetary Misperceptions and the Business Cycle in the Presence of Long-Term Contracts," Eastern Economic Journal, Eastern Economic Association, vol. 18(1), pages 99-110, Winter. [Downloadable!]
    24. John B. Taylor, 1984. "The Role of Expectations in the Choice of Monetary Policy," NBER Working Papers 1044, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    25. Lawrence J. Christiano, 1991. "Modeling the liquidity effect of a money shock," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 3-34. [Downloadable!]

Articles

  1. Dole, Carol A & Denslow, David A & Rush, Mark, 1999. "The Impact of Labor Contracts: Evidence from Brazil," Economic Inquiry, Oxford University Press, vol. 37(1), pages 13-28, January.

    Cited by:

    1. Carol Dole & David Denslow & Mark Rush, 2000. "The link between output and contracts under hyperinflation," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(2), pages 140-149, June. [Downloadable!] (restricted)

  2. Loungani, Prakash & Rush, Mark, 1995. "The Effect of Changes in Reserve Requirements on Investment and GNP," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 511-26, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Hakkio, Craig S. & Rush, Mark, 1991. "Cointegration: how short is the long run?," Journal of International Money and Finance, Elsevier, vol. 10(4), pages 571-581, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Hakkio, Craig S & Rush, Mark, 1991. "Is the Budget Deficit "Too Large?"," Economic Inquiry, Oxford University Press, vol. 29(3), pages 429-45, July.

    Cited by:

    1. Harashima, Taiji, 2006. "The Sustainability of Budget Deficits in an Inflationary Economy," MPRA Paper 905, University Library of Munich, Germany, revised 07 Dec 2006. [Downloadable!]
    2. António Afonso & Christophe Rault, 2008. "3-Step Analysis of Public Finances Sustainability: the Case of the European Union," Working Papers hal-00322086_v1, HAL. [Downloadable!]
      Other versions:
    3. Francisco De Castro & Pablo Hernández De Cos, 2002. "On the sustainability of the Spanish public budget performance," Hacienda Pública Española, IEF, vol. 160(1), pages 9-28, march. [Downloadable!]
    4. Huseyin Kalyoncu, 2005. "Sustainability Of Current Account For Turkey: Intertemporal Solvency Approach," Prague Economic Papers, University of Economics, Prague, vol. 2005(1), pages 82-88. [Downloadable!] (restricted)
      Other versions:
    5. William J. Crowder, 1997. "The U.S. Intertemporal Budget Constraint: Restoring Equilibrium Through Increased Revenues or Decreased Spending?," Macroeconomics 9702002, EconWPA, revised 17 Feb 1997. [Downloadable!]
    6. António Afonso & Christophe Rault, 2007. "What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Working Papers 2007/20, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
    7. E. Telatar & N. Bolatoglu & F. Telatar, 2004. "A new approach on testing the behaviour of the governments towards sustainability of fiscal policy in a small-open and politically instable economy," Applied Economics Letters, Taylor and Francis Journals, vol. 11(5), pages 333-336, April. [Downloadable!] (restricted)
    8. Hjelm, Göran, 2001. "The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?," Working Papers 2001:2, Lund University, Department of Economics. [Downloadable!]
    9. Antonio Afonso, 2004. "Fiscal Sustainability: the Unpleasant European Case," Money Macro and Finance (MMF) Research Group Conference 2004 57, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    10. Carlos José Fonseca Marinheiro, 2005. "Sustainability of Portuguese Fiscal Policy in Historical Perspective," Working Papers de Economia (Economics Working Papers) 32, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro. [Downloadable!]
      Other versions:
    11. Ricciuti, Roberto, 2007. "The quest for a fiscal rule: Italy, 1861-1998," P.O.L.I.S. department's Working Papers 86, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
      Other versions:
    12. Luis Gil-Alana, 2009. "Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling," International Advances in Economic Research, Springer, vol. 15(2), pages 143-155, May. [Downloadable!] (restricted)
    13. Hans Genberg & Astrit Sulstarova, 2005. "Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads," Working Papers 182005, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    14. Troy Davig, 2005. "Periodically expanding discounted debt: a threat to fiscal policy sustainability?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 829-840. [Downloadable!]
    15. Francisco de Castro & José M. González-Páramo & Pablo Hernández de Cos, 2001. "Evaluating the dynamics of fiscal policy in Spain: patterns of interdependence and consistency of public expenditure and revenues," Banco de España Working Papers 0103, Banco de España. [Downloadable!]
    16. Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2002. "Threshold Effects in the U.S. Budget Deficit," Economics Working Paper Archive 358, Levy Economics Institute, The. [Downloadable!]
      Other versions:
    17. Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2008. "Are EU budgets stationary?," Discussion Paper Series 2008_07, Department of Economics, University of Macedonia, revised Sep 2008. [Downloadable!]
    18. Timothy Callen & Paul Cashin, 2002. "Capital controls, capital flows and external crises: evidence from India," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 11(1), pages 77-98, March. [Downloadable!] (restricted)
    19. Fève, Patrick & Hénin, Pierre-Yves, 1998. "Assessing effective sustainability of fiscal policy within the G-7," CEPREMAP Working Papers (Couverture Orange) 9815, CEPREMAP. [Downloadable!]
      Other versions:
    20. James Payne & Hassan Mohammadi, 2006. "Are Adjustments in the U.S. Budget Deficit Asymmetric? Another Look at Sustainability," Atlantic Economic Journal, International Atlantic Economic Society, vol. 34(1), pages 15-22, March. [Downloadable!] (restricted)
    21. Ayla Ogus & Niloufer Sohrabji, 2008. "Intertemporal solvency of Turkey’s current account," Working Papers 0805, Izmir University of Economics. [Downloadable!]
    22. António Afonso & Christophe Rault, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Working Papers hal-00322091_v1, HAL. [Downloadable!]
      Other versions:
    23. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Sonderforschungsbereich 504 Publications 03-03, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
      Other versions:
    24. KONYA, Laszlo & SINGH, Jai Pal, 2008. "Are Indian Exports And Imports Cointegrated?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 177-186. [Downloadable!] (restricted)
    25. Polito, Vito & Wickens, Michael R, 2005. "Measuring Fiscal Sustainability," CEPR Discussion Papers 5312, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    26. Takero Doi, 2004. "To Establish Sustainability of Government Deficits: Methodology and Application," Macroeconomics Working Papers 476, East Asian Bureau of Economic Research. [Downloadable!]
    27. Evan Lau & Ahmad Zubaidi Baharumshah, 2005. "Assessing The Mean Reversion Behavior Of Fiscal Policy: The Case Of Asian Countries," Macroeconomics 0504002, EconWPA. [Downloadable!]
    28. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra & Gaglianone, Wagner Piazza, 2006. "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," Economics Working Papers (Ensaios Economicos da EPGE) 631, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
      Other versions:
    29. Kunhong Kim & Viv B Hall & Robert A Buckle, 2001. "New Zealand's Current Account Deficit: Analysis based on the Intertemporal Optimisation Approach," Treasury Working Paper Series 01/02, New Zealand Treasury. [Downloadable!]
    30. Carlos Vieira & Isabel Vieira & Sofia Costa, 2003. "Monetary and Fiscal Policies in EMU: some relevant issues," Eastward Enlargement of the Euro-zone Working Papers wp17f, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Mar 2003. [Downloadable!]
    31. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear adjustments in fiscal policy," Keele Economics Research Papers KERP 2005/04, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:
    32. Gael M. Martin, 2000. "US deficit sustainability: a new approach based on multiple endogenous breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 83-105. [Downloadable!]
      Other versions:
    33. Ricardo N. Bebczuk, 2008. "Un modelo de consistencia macroeconómica para Costa Rica," RES Working Papers 2015, Inter-American Development Bank, Research Department. [Downloadable!]
    34. Roberto Ricciuti, 2004. "Nonlinearity in testing for fiscal sustainability," Money Macro and Finance (MMF) Research Group Conference 2003 80, Money Macro and Finance Research Group. [Downloadable!]
    35. Viviane Luporini, 2001. "The behavior of the Brazilian federal domestic debt," Textos para Discussão Cedeplar-UFMG td161, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]
    36. Cashin, P. & Olekalns, N., 2000. "An Examination of the Sustainability of Indian Fiscal Policy," Department of Economics - Working Papers Series 748, The University of Melbourne. [Downloadable!]
    37. Hüseyin Kalyoncu, 2006. "International Intertemporal Solvency In Oecd Countries: Evidence From Panel Unit Root," Prague Economic Papers, University of Economics, Prague, vol. 2006(1), pages 44-49. [Downloadable!] (restricted)
      Other versions:
    38. Peter A. Prazmowski, 2005. "A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic," Applied Economics Letters, Taylor and Francis Journals, vol. 12(3), pages 155-160, February. [Downloadable!] (restricted)
    39. Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra, 2005. "The Asymmetric Behavior of the U.S. Public Debt," Economics Working Papers (Ensaios Economicos da EPGE) 593, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    40. Cuddington, John T., 1997. "Analyzing the sustainability of fiscal deficitsin developing countries," Policy Research Working Paper Series 1784, The World Bank. [Downloadable!]
    41. António Afonso & Christophe Rault, 2008. "Should we Care for Structural Breaks When Assessing Fiscal Sustainability?," Working Papers 2008/01, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
      Other versions:
    42. Gebhard Kirchgässner & Silika Prohl, 2006. "Sustainability of Swiss Fiscal Policy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    43. Theo Panagiotidis & Mark J Holmes, 2005. "Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account," Money Macro and Finance (MMF) Research Group Conference 2005 29, Money Macro and Finance Research Group. [Downloadable!]
    44. Oliver Kirchkamp & Michele Bernasconi & Paolo Paruolo, 2006. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," CRIEFF Discussion Papers 0608, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
      Other versions:
    45. MANUCHEHR IRANDOUST & BOO SJÖÖ, 2000. "The Behavior Of The Current Account In Response To Unobservable And Observable Shocks," International Economic Journal, Korean International Economic Association, vol. 14(4), pages 41-57, December. [Downloadable!] (restricted)
    46. Giancarlo Marini & Alessandro Piergallini, 2008. "Indicators and Tests of Fiscal Sustainability: An Integrated Approach," CEIS Research Paper 111, Tor Vergata University, CEIS, revised 11 Jul 2008. [Downloadable!]
    47. Ananda Jayawickrama & Tilak Abeysinghe, 2006. "Sustainability Of Fiscal Deficits: The U.S. Experience 1929-2004," SCAPE Policy Research Working Paper Series 05xx, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    48. Carlos Marinheiro, 2006. "Egypt has presented important budget imbalances," GEMF Working Papers 2006-07, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
    49. Amir Kia, 2005. "Sustainability of the Fiscal Process in Developing Countries- Egypt, Iran and Turkey: A Multicointegration Approach," Carleton Economic Papers 05-08, Carleton University, Department of Economics. [Downloadable!]
    50. Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2003. "Is the Budget Deficit Sustainable when Fiscal Policy is nonlinear? The Case of Spain, 1961-2001," Economic Working Papers at Centro de Estudios Andaluces E2003/32, Centro de Estudios Andaluces. [Downloadable!]
    51. Hüseyin Kalyoncu, 2005. "Fiscal policy sustainability: test of intertemporal borrowing constraints," Applied Economics Letters, Taylor and Francis Journals, vol. 12(15), pages 957-962, December. [Downloadable!] (restricted)
    52. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002. "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers 03/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    53. António Afonso, 2000. "Fiscal policy sustainability: some unpleasant European evidence," Working Papers 2000/12, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
    54. Cláudio Hamilton dos Santos & Márcio Bruno Ribeiro & Sérgio Wulff Gobetti, 2008. "A Evolução da Carga Tributária Bruta Brasileira no Período 1995-2007: Tamanho, Composição e Especificações Econométricas Agregadas," Discussion Papers 1350, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]
    55. Shaghil Ahmed & John H. Rogers, 1995. "Government budget deficits and trade deficits: are present value constraints satisfied in long-term data?," International Finance Discussion Papers 494, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    56. Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe, 1998. "Feedback covariates unit root tests : an application to the sustainability of fiscal policy," CEPREMAP Working Papers (Couverture Orange) 9810, CEPREMAP. [Downloadable!]
    57. Mário Jorge Mendonça & Cláudio H. dos Santos, 2008. "Revisitando a Função de Reação Fiscal no Brasil Pós-Real: Uma Abordagem de Mudanças de Regime," Discussion Papers 1337, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]
    58. Ahmad Zubaidi Baharumshah & Evan Lau, 2005. "Regime Changes And The Sustainability Of Fiscal Imbalance In East Asian Countries," Macroeconomics 0504001, EconWPA. [Downloadable!]
      Other versions:
    59. Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002. "On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union," Economics and Quantitative Methods qf0223, Department of Economics, University of Insubria. [Downloadable!]
    60. Peter Claeys, 2007. "Sustainability of EU fiscal policies, a panel test," IREA Working Papers 200702, University of Barcelona, Research Institute of Applied Economics, revised Jan 2007. [Downloadable!]
    61. PERERA, Nelson & VARMA, Reetu, 2008. "An Empirical Analysis Of Sustainability Of Trade Deficit: Evidence From Sri Lanka," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 79-92. [Downloadable!]
    62. Viviane Luporini, 1999. "Sustainability of the Brazilian fiscal policy and central bank independence," Textos para Discussão Cedeplar-UFMG td125, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]
    63. Michael Artis & Massimiliano Marcellino, . "Fiscal Solvency and Fiscal Forecasting in Europe," Working Papers 142, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    64. Roberto Ricciuti, 2004. "Punishment and Counter-punishment in Public Goods Games: Can we still govern ourselves?," Royal Holloway, University of London: Discussion Papers in Economics 04/06, Department of Economics, Royal Holloway University of London, revised Apr 2004. [Downloadable!]
    65. Vito Polito & Mike Wickens, 2007. "Measuring the Fiscal Stance," Discussion Papers 07/14, Department of Economics, University of York. [Downloadable!]
    66. John T. Cuddington, 1997. "Analysing the Sustainability of Fiscal Deficits in Developing Countries," International Finance 9706001, EconWPA. [Downloadable!]
    67. Andrea, SILVESTRINI, 2007. "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques) 2007040, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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    68. Ryuzo Miyao, 2004. "Economic Fundamentals or Financial Panic? An Empirical Study on the Origins of the Asian Crisis," Discussion Paper Series 151, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]

  5. Prakash Loungani & Mark Rush & William Tave, 1991. "Stock market dispersion and business cycles," Economic Perspectives, Federal Reserve Bank of Chicago, issue Jan, pages 2-8. [Downloadable!]

    Cited by:

    1. Giovanni Gallipoli & Gianluigi Pelloni, 2008. "Aggregate Shocks vs Reallocation Shocks: an Appraisal of the Applied Literature," Working Paper Series 27-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
    2. Ólan T. Henry & Nilss Olekalns & Jonathan Thong, 2003. "Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model," Department of Economics - Working Papers Series 868, The University of Melbourne. [Downloadable!]
      Other versions:

  6. Diebold, Francis X & Husted, Steven & Rush, Mark, 1991. "Real Exchange Rates under the Gold Standard," Journal of Political Economy, University of Chicago Press, vol. 99(6), pages 1252-71, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Loungani, Prakash & Rush, Mark & Tave, William, 1990. "Stock market dispersion and unemployment," Journal of Monetary Economics, Elsevier, vol. 25(3), pages 367-388, June. [Downloadable!] (restricted)

    Cited by:

    1. Azariadis, Costas & Kaas, Leo, 2009. "Capital misallocation and aggregate factor productivity," MPRA Paper 15733, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    2. John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Gianluigi Pelloni & Wolfgang Polasek, . "Intersectoral Labour Reallocation and Employment Volatility: A Bayesian Analysis using a VAR-GARCH-M model," Discussion Papers 99/4, Department of Economics, University of York. [Downloadable!]
    4. Hesna Genay & Prakash Loungani, 1997. "Labor market fluctuations in Japan and the U.S.--how similar are they?," Economic Perspectives, Federal Reserve Bank of Chicago, issue May, pages 15-28. [Downloadable!]
    5. Alexander David, 1993. "Fluctuating confidence and stock-market returns," International Finance Discussion Papers 461, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    6. Helge Braun & Reinout De Bock & Riccardo DiCecio, 2006. "Aggregate shocks and labor market fluctuations," Working Papers 2006-004, Federal Reserve Bank of St. Louis. [Downloadable!]
    7. Susanto Basu & John Fernald & Miles Kimball, 1998. "Are technology improvements contractionary?," International Finance Discussion Papers 625, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    8. Hui Guo & Robert Savickas, 2006. "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers 2005-025, Federal Reserve Bank of St. Louis. [Downloadable!]
    9. John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Jörg Döpke & Christian Pierdzioch, 2000. "Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle," Kiel Working Papers 966, Kiel Institute for the World Economy. [Downloadable!]
    11. Paul Blackley, 2000. "The impact of sectoral shifts in investment on unemployment in U.S. labor markets," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(4), pages 435-449, December. [Downloadable!] (restricted)
    12. von Greiff, Camilo, 2007. "Specialization in Higher Education and Economic Growth," Research Papers in Economics 2007:13, Stockholm University, Department of Economics. [Downloadable!]
    13. Scott Schuh & Robert K. Triest, 1998. "Job reallocation and the business cycle: new facts for an old debate," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, issue Jun, pages 271-357. [Downloadable!]
    14. Md. Arifur Rahman, 2007. "The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 4(1), pages 91-124, June. [Downloadable!]
    15. Andrew Figura, 2002. "Is reallocation related to the cycle? A look at permanent and temporary job flows," Finance and Economics Discussion Series 2002-16, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    16. Scott Schuh & Robert K Triest, 1998. "Job Reallocation And The Business Cycle: New Facts An Old Debate," Working Papers 98-11, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
    17. Nicolaas Groenewold, 2001. "Long-Run Shifts of the Beveridge Curve and the Frictional Unemployment Rate in Australia," Economics Discussion / Working Papers 01-09, The University of Western Australia, Department of Economics. [Downloadable!]
    18. Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics, Finance and Accounting Department Working Paper Series n2000109, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    19. Daniel Aaronson & Ellen Rissman & Daniel G. Sullivan, 2004. "Can sectoral reallocation explain the jobless recovery?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 36-39. [Downloadable!]
    20. S. Lael Brainard, 1992. "Sectoral Shifts and Unemployment in Interwar Britain," NBER Working Papers 3980, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. Hakkio, Craig S. & Rush, Mark, 1989. "Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets," Journal of International Money and Finance, Elsevier, vol. 8(1), pages 75-88, March. [Downloadable!] (restricted)

    Cited by:

    1. Jondeau, E. & Ricart, R., 1996. "The Expectation Theory: Tests on French, German, and American Euro-Rates," Documents de Travail 35, Banque de France. [Downloadable!]
    2. Bank for International Settlements and Bank Negara Malaysia, 2008. "Regional financial integration in Asia: present and future," BIS Papers, Bank for International Settlements, number 42, Janvier-M. [Downloadable!]
    3. Bank for International Settlements, 2008. "Integration of India's stock market with global and major regional markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 202-236 Bank for International Settlements. [Downloadable!]
    4. Giampiero M. Gallo & Massimiliano Marcellino, . "Ex Post and Ex Ante Analysis of Provisional Data," Working Papers 141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
    5. Yerima Ngama, 1994. "A re-examination of the forward exchange rate unbiasedness hypothesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(3), pages 447-460, September. [Downloadable!] (restricted)
    6. Sotiris K. Staikouras, 2004. "The information content of interest rate futures and time-varying risk premia," Applied Financial Economics, Taylor and Francis Journals, vol. 14(11), pages 761-771, July. [Downloadable!] (restricted)
    7. Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2004. "Testing forward exchange rate unbiasedness efficiently: a semiparametric approach," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 325-353, November. [Downloadable!]
    8. Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July. [Downloadable!] (restricted)
    9. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York. [Downloadable!]
    10. W.H. Buiter, 2000. "Optimal Currency Areas: Why Does the Exchange Rate Regime Matter? (With an Application to UK Membership in EMU)," CEP Discussion Papers dp0462, Centre for Economic Performance, LSE. [Downloadable!]
    11. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Intregration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern: Spekulative Effizienz, Transaktionskosten und Wechselkursprämien," Discussion Paper Series 1: Economic Studies 2003,08, Deutsche Bundesbank, Research Centre. [Downloadable!]
    12. Sathye, Milind, 2006. "US Coffee C Futures: Some results from test of cointegration and GARCH," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3). [Downloadable!] (restricted)
    13. Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    14. Klaassen, F., 1998. "Improving garch volatility forecasts," Discussion Paper 52, Tilburg University, Center for Economic Research. [Downloadable!]
    15. Shi-Miin Liu & Chih-Hsien Chou, 2003. "Parities and Spread Trading in Gold and Silver Markets: A Fractional Cointegration Analysis," Applied Financial Economics, Taylor and Francis Journals, vol. 13(12), pages 879-891, December. [Downloadable!] (restricted)
    16. James J. Kung & Andrew P. Carverhill, 2005. "A cointegration study of the efficiency of the US Treasury STRIPS market," Applied Economics, Taylor and Francis Journals, vol. 37(6), pages 695-703, April. [Downloadable!] (restricted)
    17. John Pippenger, 1991. "Forward rates as predictors of future spot rates in small open economies: The case of Kuwait," Open Economies Review, Springer, vol. 2(2), pages 183-201, June. [Downloadable!] (restricted)
    18. Nikolaos Giannellis & Athanasios Papadopoulos, 2006. "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach," Working Papers 0717, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    19. Buiter, Willem H, 2000. "Optimal Currency Areas: Why Does The Exchange Rate Regime Matter?," CEPR Discussion Papers 2366, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    20. Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon, 1994. "Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's," Cowles Foundation Discussion Papers 1080, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    21. W A Razzak, 1998. "The forward rate unbiasedness hypothesis in inflation-targeting regimes," Reserve Bank of New Zealand Discussion Paper Series G99/3, Reserve Bank of New Zealand, revised Aug 1999. [Downloadable!]
    22. Marco Tronzano, 1992. "Efficiency in German and Japanese foreign exchange markets: Evidence from cointegration techniques," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(1), pages 1-20, March. [Downloadable!] (restricted)
    23. Alex Maynard & Peter C. B. Phillips, 2001. "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708. [Downloadable!]
    24. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, EconWPA. [Downloadable!]
    25. Eric Jondeau & Roland Ricart, 1998. "La théorie des anticipations de la structure par terme : test à partir de titres publics français," Annales d'Economie et de Statistique, ADRES, issue 52, pages 01, Octobre-D. [Downloadable!]
    26. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS. [Downloadable!]
    27. Kam Chan & Louis Cheng & Ming-Shiun Pan, 1997. "Market efficiency and cointegration: Some evidence in Pacific-Basin black exchange markets," Journal of Economics and Finance, Springer, vol. 21(1), pages 25-31, March. [Downloadable!] (restricted)
    28. Peijie Wang & Trefor Jones, 2005. "A different approach to estimating betas of securities subject to thin trading and serial correlation," Applied Financial Economics, Taylor and Francis Journals, vol. 15(16), pages 1145-1152, November. [Downloadable!] (restricted)
    29. Cristino R. Arroyo, 1994. "On The Robustness Of Forward Market Efficiency In Consumption-Based Models Of Exchange Rates," International Economic Journal, Korean International Economic Association, vol. 8(2), pages 95-114, June. [Downloadable!] (restricted)
    30. McKenzie, Andrew M. & Holt, Matthew T., 1998. "Market Efficiency In Agricultural Futures Markets," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20933, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    31. Lucy F. Ackert & Marie D. Racine, 1998. "Stochastic trends and cointegration in the market for equities," Working Paper 98-13, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    32. Nicolaas Groenewold & Mohamed Ariff, 1998. "The Effects Of De-Regulation On Share-Market Efficiency In The Asia-Pacific," International Economic Journal, Korean International Economic Association, vol. 12(4), pages 23-47, December. [Downloadable!] (restricted)

  9. Rush, Mark & Waldo, Douglas, 1988. "On the Policy Ineffectiveness Proposition and a Keynesian Alternative," Economic Journal, Royal Economic Society, vol. 98(391), pages 498-503, June. [Downloadable!] (restricted)

    Cited by:

    1. D.P. Doessel & Abbas Valadkhani, 2002. "Public Finance and The Size of Government: A Literature Review and Econometric Results for Fiji," School of Economics and Finance Discussion Papers and Working Papers Series 108, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    2. M. Hashem Pesaran, 1987. "A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative," UCLA Economics Working Papers 470, UCLA Department of Economics. [Downloadable!]
    3. Prof. Neil D. Karunaratne, 1999. "Rival Macroeconomic Models And Australian Stylised Facts," Discussion Papers Series 261, School of Economics, University of Queensland, Australia. [Downloadable!]
    4. Charles W. Bischoff & Steven C. Hine, 1992. "A Test of Fischer's Theory of Monetary Misperceptions and the Business Cycle in the Presence of Long-Term Contracts," Eastern Economic Journal, Eastern Economic Association, vol. 18(1), pages 99-110, Winter. [Downloadable!]

  10. Mark Rush, 1987. "Real business cycles," Economic Review, Federal Reserve Bank of Kansas City, issue Feb, pages 20-32. [Downloadable!]

    Cited by:

    1. Bennett T. McCallum, 1990. "Real Business Cycle Models," NBER Working Papers 2480, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Marianne Baxter & Robert G. King, 1995. "Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series," NBER Working Papers 5022, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  11. Mark Rush & Steven Husted, 1985. "Purchasing Power Parity in the Long Run," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 137-45, February. [Downloadable!] (restricted)

    Cited by:

    1. Mona R. El Shazly, 1989. "The Oil-Price Effect On The Dollar/Pound Rate Of Exchange," International Economic Journal, Korean International Economic Association, vol. 3(3), pages 73-83, October. [Downloadable!] (restricted)
    2. Pilar González Murias, 1998. "La paridad de poder adquisitivo: concepto y evolución histórica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 9, pages 79-102, Junio. [Downloadable!] (restricted)

  12. Rush, Mark, 1985. "Unexpected monetary disturbances during the gold standard era," Journal of Monetary Economics, Elsevier, vol. 15(3), pages 309-321, May. [Downloadable!] (restricted)

    Cited by:

    1. Peter R. Hartley & Carl E. Walsh, 1986. "Inside Money and Monetary Neutrality," NBER Working Papers 1890, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Prakash Loungani & Mark Rush, 1994. "The effect of changes in reserve requirements on investment and GNP," International Finance Discussion Papers 471, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    3. Charles I. Plosser, 1991. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Panayiotis F. Diamandis & Georgios P. Kouretas & Leonidas Zarangas, 2005. "Expectations and the black market premium for foreign currency in Greece," Applied Financial Economics, Taylor and Francis Journals, vol. 15(10), pages 667-677, June. [Downloadable!] (restricted)

  13. Ochs, Jack & Rush, Mark, 1983. "The Persistence of Interest-Rate Effects on the Demand for Currency," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(4), pages 499-505, November. [Downloadable!] (restricted)

    Cited by:

    1. Eu Chye Tan, 1997. "Money demand amid financial sector developments in Malaysia," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1201-1215, September. [Downloadable!] (restricted)
    2. Arrau, Patricio & De Gregorio, Jose & Reinhart, Carmen & Wickham, Peter, 1991. "The demand for money in developing countries : assessing the role of financial innovation," Policy Research Working Paper Series 721, The World Bank. [Downloadable!]
      Other versions:

  14. Rush, Mark, 1980. "Comment and further evidence on `implicit interest on demand deposits'," Journal of Monetary Economics, Elsevier, vol. 6(3), pages 437-451, July. [Downloadable!] (restricted)

    Cited by:

Chapters

  1. Robert J. Barro & Mark Rush, 1980. "Unanticipated Money and Economic Activity," NBER Chapters, in: Rational Expectations and Economic Policy, pages 23-73 National Bureau of Economic Research, Inc. [Downloadable!]
    Other versions:

    See citations under working paper version above.Sorry, no citations of chapters recorded.

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