A Companion to "The Origin and Diffusion of Shocks to Regional Interest Rates in the United States, 1880-2002."

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A Companion to "The Origin and Diffusion of Shocks to Regional Interest Rates in the United States, 1880-2002."

Author Info

Hugh Rockoff () (Rutgers)
John Landon-Lane () (Rutgers)

Additional information is available for the following registered author(s):

John Stanley Landon-Lane

Abstract

This paper contains all of the statistical results underlying our paper "The Origin and Diffusion of Shocks to Regional Interest Rates in the United States, 1880-2002." It also contains a table of the underlying data, and a discussion of how the data was constructed.

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Paper provided by Rutgers University, Department of Economics in its series Departmental Working Papers with number 200608.

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Length: 20 pages
Date of creation: 31 Jul 2006
Date of revision:
Handle: RePEc:rut:rutres:200608

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Find related papers by JEL classification:
N22 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: 1913-

This paper has been announced in the following NEP Reports:

NEP-ALL-2006-09-16 (All new papers)
NEP-CBA-2006-09-16 (Central Banking)
NEP-FMK-2006-09-16 (Financial Markets)
NEP-GEO-2006-09-16 (Economic Geography)
NEP-HIS-2006-09-16 (Business, Economic & Financial History)
NEP-MON-2006-09-16 (Monetary Economics)

References listed on IDEAS
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MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 563-77, Sept.-Oct. [Downloadable!]
Other versions:
- James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Working Papers 1996_07, York University, Department of Economics. [Downloadable!]
- Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M. 96a09, Universite Aix-Marseille III.
Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July. [Downloadable!] (restricted)
Other versions:
- Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
John C. Driscoll, 2003. "Does bank lending affect output? evidence from the U.S. states," Finance and Economics Discussion Series 2003-31, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Other versions:
- Driscoll, John C., 2004. "Does bank lending affect output? Evidence from the U.S. states," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 451-471, April. [Downloadable!] (restricted)
Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
Other versions:
- Perron, Pierre, 1989. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November. [Downloadable!] (restricted)
Johansen, Soren, 1992. "Determination of Cointegration Rank in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 383-97, August.
Other versions:
- Johansen, S., 1991. "Determination of Cointegration Rank in the Presence of a Linear Trend," Papers 76a, Helsinki - Department of Economics.

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