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Adding bond funds to M2 in the P-star model of inflation

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  • Zsolt Becsi
  • John V. Duca

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File URL: http://dallasfed.org/assets/documents/research/papers/1994/wp9401.pdf
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Bibliographic Info

Paper provided by Federal Reserve Bank of Dallas in its series Working Papers with number 9401.

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Date of creation: 1994
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Handle: RePEc:fip:feddwp:94-01

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Keywords: Inflation (Finance) ; P-star;

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Cited by:
  1. John V. Duca, 1996. "Inflation, unemployment, and duration," Working Papers 9603, Federal Reserve Bank of Dallas.
  2. Evan F. Koenig, 1994. "Capacity utilization and the evolution of manufacturing output: a closer look at the "bounce-back effect."," Working Papers 9402, Federal Reserve Bank of Dallas.
  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. John V. Duca, 1994. "Would the addition of bond or equity funds make M2 a better indicator of nominal GDP?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 1-14.
  5. Atta-Mensah, J, 1996. "A Modified P*-Model of Inflation Based on M1," Working Papers 96-15, Bank of Canada.
  6. Evan F. Koenig, 1994. "The P* model of inflation revisited," Working Papers 9414, Federal Reserve Bank of Dallas.
  7. David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 07/89, International Monetary Fund.
  8. Tsionas, Efthymios G., 2001. "P-STAR analysis in a converging economy: the case of Greece," Economic Modelling, Elsevier, vol. 18(1), pages 49-60, January.

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