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Citations for "Alternative Explanations of the Money-Income Correlation"

by Ben S. Bernanke

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  1. Jang, Kyungho, 2006. "An alternative approach to estimation of structural vector error correction models with long-run restrictions," Economics Letters, Elsevier, Elsevier, vol. 90(1), pages 126-131, January.
  2. Ellis W. Tallman & Ping Wang, 1992. "Money demand and relative prices in hyperinflations: evidence from Germany and China," Working Paper, Federal Reserve Bank of Atlanta 92-10, Federal Reserve Bank of Atlanta.
  3. Hoggarth, Glenn & Reis, Ricardo & Saporta, Victoria, 2002. "Costs of banking system instability: Some empirical evidence," Journal of Banking & Finance, Elsevier, Elsevier, vol. 26(5), pages 825-855, May.
  4. Yang, Jian & Guo, Hui & Wang, Zijun, 2006. "International transmission of inflation among G-7 countries: A data-determined VAR analysis," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(10), pages 2681-2700, October.
  5. Ramey, Valerie A., 1992. "The source of fluctuations in money : Evidence from trade credit," Journal of Monetary Economics, Elsevier, Elsevier, vol. 30(2), pages 171-193, November.
  6. Kim, Soyoung, 1999. "Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries," Journal of International Economics, Elsevier, Elsevier, vol. 48(2), pages 387-412, August.
  7. Richard M. Todd, 1990. "Vector autoregression evidence on monetarism: another look at the robustness debate," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Spr, pages 19-37.
  8. Vespignani, Joaquin L. & Ratti, Ronald A, 2013. "Chinese monetary expansion and the U.S. economy: A note‎," MPRA Paper 46961, University Library of Munich, Germany.
  9. Kim, J.W. & Leatham, D.J. & Bessler, D.A., 2007. "REITs' dynamics under structural change with unknown break points," Journal of Housing Economics, Elsevier, Elsevier, vol. 16(1), pages 37-58, March.
  10. Jan Groen, 2004. "Corporate credit, stock price inflation and economic fluctuations," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(18), pages 1995-2006.
  11. Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "GSEs, mortgage rates, and secondary market activities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-30, Board of Governors of the Federal Reserve System (U.S.).
  12. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
  13. John B. Carlson & William T. Gavin & Katherine A. Samolyk, 1990. "The short-run dynamics of long-run inflation policy," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q III, pages 26-35.
  14. Uhlig, Harald, 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2137, C.E.P.R. Discussion Papers.
  15. Alessio Moneta, 2008. "Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis," Empirical Economics, Springer, Springer, vol. 35(2), pages 275-300, September.
  16. John P. Judd & Bharat Trehan, 1989. "Unemployment-rate dynamics: aggregate-demand and -supply interactions," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Fall, pages 20-37.
  17. Carl E. Walsh, 1987. "Monetary targeting and inflation: 1976-1984," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Win, pages 5-16.
  18. Jorge Ramos & Hernán Rincón, 2000. "El Balance Fiscal Y El Balance En La Cuenta Corriente En Colombia: Canales De Transmisión Y Causalidad," BORRADORES DE ECONOMIA 002457, BANCO DE LA REPÚBLICA.
  19. D.M. Nachane & Amlendu Kumar Dubey, 2008. "The vanishing role of money in the macroeconomy: An Empirical investigation based on spectral and wavelet analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2008-022, Indira Gandhi Institute of Development Research, Mumbai, India.
  20. Bordo, Michael D. & MacDonald, Ronald, 2003. "The inter-war gold exchange standard: credibility and monetary independence," Journal of International Money and Finance, Elsevier, Elsevier, vol. 22(1), pages 1-32, February.
  21. Helene Schuberth & Gert Wehinger, 1998. "Costs of European Monetary Union: Evidence of monetary and fiscal policy effectiveness," ERSA conference papers ersa98p459, European Regional Science Association.
  22. Reinhart, Carmen & Calvo, Guillermo & Leiderman, Leonardo, 1993. "Af1uencia de capital y apreciacion del tipo de cambio real en America Latina: E1 papel de los factores externos
    [Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of Ex
    ," MPRA Paper 13681, University Library of Munich, Germany.
  23. Reinhart, Carmen & Asea, Patrick, 1995. "Real interest rate differentials and the real exchange rate: Evidence from four African countries," MPRA Paper 13357, University Library of Munich, Germany.
  24. Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers, Federal Reserve Bank of St. Louis 2003-032, Federal Reserve Bank of St. Louis.
  25. Nkunde Mwase, 2006. "An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania," IMF Working Papers 06/150, International Monetary Fund.
  26. Candelon, Bertrand & Lieb, Lenard, 2013. "Fiscal policy in good and bad times," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(12), pages 2679-2694.
  27. Martha Misas Arango & Enrique López Enciso, 0000. "Desequilibrios Reales En Colombia," BORRADORES DE ECONOMIA 002291, BANCO DE LA REPÚBLICA.
  28. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc.
  29. Peter N. Ireland, 1999. "A method for taking models to the data," Working Paper 9903, Federal Reserve Bank of Cleveland.
  30. Honda, Yuzo, 2004. "Bank capital regulations and the transmission mechanism," Journal of Policy Modeling, Elsevier, Elsevier, vol. 26(6), pages 675-688, September.
  31. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers, University of Connecticut, Department of Economics 2008-05, University of Connecticut, Department of Economics.
  32. Cha, Kyung Soo & Bae, Jeong Hwan, 2011. "Dynamic impacts of high oil prices on the bioethanol and feedstock markets," Energy Policy, Elsevier, Elsevier, vol. 39(2), pages 753-760, February.
  33. Ardeni, Pier Giorgio & Rausser, Gordon C., 1992. "Interactions among money, exchange rates, and commodity prices," CUDARE Working Paper Series, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy 621, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
  34. Fotios M. Siokis, 2005. "Policy transmission and the consumption-wealth channel," Applied Financial Economics Letters, Taylor and Francis Journals, Taylor and Francis Journals, vol. 1(6), pages 349-353, November.
  35. Gonzalo, J. & Ng, S., 1996. "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 9603, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  36. Racette, Daniel & Raynauld, Jacques & Lauzon, Simon, 1992. "La règle monétaire de McCallum revue à la lumière de la méthodologie de Litterman," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 68(1), pages 262-282, mars et j.
  37. W. Douglas McMillin & James S. Fackler, . "Evaluating Monetary Policy Options," Departmental Working Papers, Department of Economics, Louisiana State University 2001-09, Department of Economics, Louisiana State University.
  38. Reinhart, Carmen & Reinhart, Vincent, 1991. "Fluctuaciones del producto y choques monetarios: evidencia colombiana
    [Output Fluctuations and Monetary Shocks: Evidence from Colombia]
    ," MPRA Paper 13654, University Library of Munich, Germany.
  39. Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  40. Faust, Jon & Whiteman, Charles H., 1997. "General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and criti," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 47(1), pages 121-161, December.
  41. Charles I. Plosser, 1990. "Money and Business Cycles: A Real Business Cycle Interpretation," NBER Working Papers 3221, National Bureau of Economic Research, Inc.
  42. Ben Fung & Rohit Gupta, . "Searching for the Liquidity Effect in Canada," Working Papers, Bank of Canada 94-12, Bank of Canada.
  43. Gianluca Cubadda & Domenico Mignacca, 1994. "Is Money Neutral? Some Evidence for Italy," International Finance, EconWPA 9410001, EconWPA, revised 09 Nov 1994.
  44. William Shambora, 2006. "Will retiring boomers really cause a stock market meltdown?," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(17), pages 1239-1250.
  45. Evans, Charles L. & Marshall, David A., 2007. "Economic determinants of the nominal treasury yield curve," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(7), pages 1986-2003, October.
  46. William T. Gavin & Kevin L. Kliesen, 2006. "Forecasting inflation and output: comparing data-rich models with simple rules," Working Papers, Federal Reserve Bank of St. Louis 2006-054, Federal Reserve Bank of St. Louis.
  47. Dibooglu, Selahattin, 1998. "The incidence and effects of macroeconomic disturbances under alternative exchange rate systems: evidence since the classical gold standard," International Review of Economics & Finance, Elsevier, Elsevier, vol. 7(2), pages 225-241.
  48. Croushore, Dean & Evans, Charles L., 2006. "Data revisions and the identification of monetary policy shocks," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(6), pages 1135-1160, September.
  49. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, Food Distribution Research Society, vol. 35(03), November.
  50. Yu, Tun-Hsiang (Edward) & Bessler, David A. & Fuller, Stephen W., 2006. "Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices," 2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 21439, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  51. McPhail, Lihong Lu, 2011. "Assessing the impact of US ethanol on fossil fuel markets: A structural VAR approach," Energy Economics, Elsevier, Elsevier, vol. 33(6), pages 1177-1185.
  52. Fisher, L. & Fackler, P. & Orden, D., 1992. "Long-Run Identifying Restrictions for an Error-Correction Model of New Zealand Money, Prices and Output," Papers, New South Wales - School of Economics 92-27, New South Wales - School of Economics.
  53. Chris Geirgat, 2004. "Transmission of External and Internal Shocks In Argentina During the Convertibility Period: Some Empirical Findings From VARs," Department of Economics Working Papers, Department of Economics, Williams College 2004-11, Department of Economics, Williams College.
  54. Faiz ur, rehman & Wasim, shahid malik, 2010. "A structural VAR (SVAR) approach to cost channel of monetary policy," MPRA Paper 32349, University Library of Munich, Germany, revised 09 Feb 2011.
  55. Masanao Aoki, 1989. "Structural changes in the real GNP interdependence of the U.S., West Germany, and Japan during the period 1970-1986," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 20, Federal Reserve Bank of Minneapolis.
  56. Marco Del Negro & Frank Schorfheide, 2004. "Priors from General Equilibrium Models for VARS," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, 05.
  57. Mark Wheeler & Susan Pozo, 1997. "Is the world economy more integrated today than a century ago?," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 25(2), pages 139-154, June.
  58. Ronald Lange, 2005. "Determinants of the long-term yield in Canada: an open economy VAR approach," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(6), pages 681-693.
  59. Prof. Neil D. Karunaratne, 2002. "Microeconomic Shocks, Depreciation and Inflation: an Australian Perspective," Discussion Papers Series 298, School of Economics, University of Queensland, Australia.
  60. Genberg, Hans & Siklos, Pierre L., 2010. "Revisiting the shocking aspects of Asian monetary unification," Journal of Asian Economics, Elsevier, Elsevier, vol. 21(5), pages 445-455, October.
  61. Tilak Abeysinghe & Kristin J. Forbes, 2001. "Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia," NBER Working Papers 8600, National Bureau of Economic Research, Inc.
  62. Paul Lau, Sau-Him, 2000. "On the validity and identification of long-run restrictions for a cointegrated system," Economic Modelling, Elsevier, Elsevier, vol. 17(4), pages 485-496, December.
  63. John Haltiwanger & Steven J. Davis, 1999. "On the Driving Forces behind Cyclical Movements in Employment and Job Reallocation," American Economic Review, American Economic Association, American Economic Association, vol. 89(5), pages 1234-1258, December.
  64. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "New Information Response Functions," Working papers, Banque de France 235, Banque de France.
  65. Christopher A. Sims, 1993. "A Nine-Variable Probabilistic Macroeconomic Forecasting Model," NBER Chapters, in: Business Cycles, Indicators and Forecasting, pages 179-212 National Bureau of Economic Research, Inc.
  66. Robert Buckle & Kunhong Kim & Julie Tam, 2002. "A structural var approach to estimating budget balance targets," New Zealand Economic Papers, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(2), pages 149-175.
  67. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series, European Central Bank 0002, European Central Bank.
  68. Bernanke, Ben S. & Mihov, Ilian, 1995. "Measuring Monetary Policy," Economics Series, Institute for Advanced Studies 10, Institute for Advanced Studies.
  69. Forni, Mario & Lippi, Marco, 1999. "Aggregation of linear dynamic microeconomic models," Journal of Mathematical Economics, Elsevier, vol. 31(1), pages 131-158, February.
  70. Gerald A. Carlino & Robert DeFina, 1998. "Monetary policy and the U.S. and regions: some implications for European Monetary Union," Working Papers 98-17, Federal Reserve Bank of Philadelphia.
  71. Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O., 2005. "Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(1), pages 39-53, February.
  72. Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2005. "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 2005-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  73. Alejandro Ramírez Vigoya & Hernando Rodríguez Zambrano, 2013. "Un análisis VAR estructural de política monetaria en Colombia," REVISTA FACULTAD DE CIENCIAS ECONÓMICAS, UNIVERSIDAD MILITAR NUEVA GRANADA, UNIVERSIDAD MILITAR NUEVA GRANADA.
  74. Cao, Charles & Chang, Eric C. & Wang, Ying, 2008. "An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(10), pages 2111-2123, October.
  75. Garcia, R. & Schaller, H., 1995. "Are the Effects of Monetary Policy Asymmetric?," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9505, Universite de Montreal, Departement de sciences economiques.
  76. Anil Kashyap & Jeremy C. Stein, 1993. "Monetary Policy and Bank Lending," NBER Working Papers 4317, National Bureau of Economic Research, Inc.
  77. Charles W. Calomiris & R. Glenn Hubbard, 1987. "International Adjustment Under the Classical Gold Standard: Evidence for the U.S. and Britain, 1879-1914," NBER Working Papers 2206, National Bureau of Economic Research, Inc.
  78. Bennett T. McCallum, 1999. "Analysis of the Monetary Transmission Mechanism: Methodological Issues," NBER Working Papers 7395, National Bureau of Economic Research, Inc.
  79. Peter Englund & Anders Vredin, 1990. "The current account, supply shocks and accommodative fiscal policy : interpretations of Swedish post-war data," Finnish Economic Papers, Finnish Economic Association, Finnish Economic Association, vol. 3(2), pages 89-107, Autumn.
  80. Hernán Rincón, . "Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia," Borradores de Economia 120, Banco de la Republica de Colombia.
  81. Carlos Esteban Posada, . "Dinero, Interés, Inflación y Fluctuaciones económicas en Colombia desde 1958," Borradores de Economia 044, Banco de la Republica de Colombia.
  82. Masano Aoki & Riccardo Fiorito, 1992. "Analysis of U.S. Real GNP and Unemployment Interactions: State Space Approach," UCLA Economics Working Papers, UCLA Department of Economics 647, UCLA Department of Economics.
  83. Stefan Gerlach & Frank Smets, 1995. "The monetary transmission mechanism: Evidence from the G-7 countries," BIS Working Papers 26, Bank for International Settlements.
  84. Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo & Marcelo Saavedra, 2001. "Dollarization as an Asymmetric Monetary Union. The Case of Argentina," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr 043, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  85. Robert King & Mark W. Watson, 1992. "Testing Long Run Neutrality," NBER Working Papers 4156, National Bureau of Economic Research, Inc.
  86. Ben S. Bernanke & Ilian Mihov, 1996. "What Does the Bundesbank Target?," NBER Working Papers 5764, National Bureau of Economic Research, Inc.
  87. M. Nagy Eltony, . "Oil Price Fluctuations and their Impact on the Macroeconomic Variables of Kuwait: A Case Study Using a VAR Model," API-Working Paper Series 9908, Arab Planning Institute - Kuwait, Information Center.
  88. Mark Wheeler, 1991. "Causality in the United Kingdom: Results from an Open Economy," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 439-449, Oct-Dec.
  89. Rizwan Tahir, 1994. "Estimating the Quantitative Importance of Various Sources of Macroeconomic Variability," The Pakistan Development Review, Pakistan Institute of Development Economics, Pakistan Institute of Development Economics, vol. 33(4), pages 1073-1087.
  90. Elyasiani, Elyas & Kocagil, Ahmet E. & Mansur, Iqbal, 2007. "Information transmission and spillover in currency markets: A generalized variance decomposition analysis," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 47(2), pages 312-330, May.
  91. Carlos José García, 2001. "Políticas de Estabilización en Chile Durante los Noventa," Working Papers Central Bank of Chile, Central Bank of Chile 132, Central Bank of Chile.
  92. Rapach, David E., 2001. "Macro shocks and real stock prices," Journal of Economics and Business, Elsevier, Elsevier, vol. 53(1), pages 5-26.
  93. MEZUI-MBENG, Pamphile, 2010. "Tramsission de la politique monétaire: le cas des pays de la CEMAC
    [Monetary policy transmission: the case of the CEMAC]
    ," MPRA Paper 26032, University Library of Munich, Germany.
  94. Hélène Erkel-Rousse, 1997. "Degré de flexibilité des marchés du travail, ajustement à des chocs asymétriques et union monétaire européenne," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 128(2), pages 79-100.
  95. Ivanov, Ventzislav & Kilian, Lutz, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2685, C.E.P.R. Discussion Papers.
  96. Hoag, John H. & Wheeler, Mark, 1996. "Oil price shocks and employment: the case of Ohio coal mining," Energy Economics, Elsevier, Elsevier, vol. 18(3), pages 211-220, July.
  97. Gamber, Edward N. & Hakes, David R., 2005. "Is monetary policy important for forecasting real growth and inflation?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 27(2), pages 177-187, March.
  98. Haigh, Michael S. & Bessler, David A., 2002. "Causality And Price Discovery: An Application Of Directed Acyclic Graphs," 2002 Conference, April 22-23, 2002, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management 19057, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  99. Kalyvitis, Sarantis & Skotida, Ifigeneia, 2010. "Some empirical evidence on the effects of U.S. monetary policy shocks on cross exchange rates," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 50(3), pages 386-394, August.
  100. Matteo Fragetta & Giovanni Melina, 2011. "Identification of Monetary Policy in SVAR Models: A Data-Oriented Perspective," School of Economics Discussion Papers, School of Economics, University of Surrey 0811, School of Economics, University of Surrey.
  101. Vitale, Jeffrey D. & Bessler, David A., 2006. "The 2004 Niger Food Crisis: What Role Can Price Discovery Play in Famine Early Warning Systems?," 2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 21316, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  102. Lawrence J. Christiano, 1996. "Identification and the liquidity effect: a case study," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue May, pages 2-13.
  103. Nathan McLellan & Robert A Buckle & Kunhong Kim, 2004. "The impact of monetary policy on New Zealand business cycles and inflation variability," Econometric Society 2004 Far Eastern Meetings, Econometric Society 594, Econometric Society.
  104. Kim, Soyoung & Roubini, Nouriel, 2000. "Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach," Journal of Monetary Economics, Elsevier, Elsevier, vol. 45(3), pages 561-586, June.
  105. Ben Shepherd, 2005. "The Impact of US Subsidies on the World Cotton Market: A Reassessment," International Trade, EconWPA 0511012, EconWPA.
  106. Matteo Luciani, 2004. "A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area," Rivista di Politica Economica, SIPI Spa, SIPI Spa, vol. 94(6), pages 175-214, November-.
  107. Jean Boivin & Marc Giannoni, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 97-111.
  108. Nguyen, Hong-Oanh & Tongzon, Jose, 2010. "Causal nexus between the transport and logistics sector and trade: The case of Australia," Transport Policy, Elsevier, vol. 17(3), pages 135-146, May.
  109. Joseph H. Haslag & Scott E. Hein, 1990. "Does it matter how monetary policy is implemented?," Research Paper, Federal Reserve Bank of Dallas 9009, Federal Reserve Bank of Dallas.
  110. Fujiwara, Ippei, 2006. "Evaluating monetary policy when nominal interest rates are almost zero," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 434-453, September.
  111. Leonardo Leiderman & Carmen Reinhart & Guillermo Calvo, 1992. "Capital Inflows and Real Exchange Rate Appreciation in Latin America," IMF Working Papers 92/62, International Monetary Fund.
  112. Carlino, Gerald A. & DeFina, Robert H. & Sill, Keith, 2001. "Sectoral Shocks and Metropolitan Employment Growth," Journal of Urban Economics, Elsevier, vol. 50(3), pages 396-417, November.
  113. Zelal Kotan & Mesut Saygili, 1999. "Estimating an Import Function for Turkey," Discussion Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey 9909, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  114. Sayed H. Saghaian & Leigh J. Maynard & Michael R. Reed, 2007. "The effects of E. coli 0157:H7, FMD and BSE on Japanese retail beef prices: A historical decomposition," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 131-147.
  115. Lemus, David Magaña & Bessler, David A., 2014. "Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society 169736, Agricultural Economics Society.
  116. Yang, Zihui & Zhao, Yongliang, 2014. "Energy consumption, carbon emissions, and economic growth in India: Evidence from directed acyclic graphs," Economic Modelling, Elsevier, Elsevier, vol. 38(C), pages 533-540.
  117. Keating, John W., 1996. "Structural information in recursive VAR orderings," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 20(9-10), pages 1557-1580.
  118. Alessio Moneta, 2003. "Graphical Models for Structural Vector Autoregressions," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2003/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  119. Caroline M. Betts & Michael D. Bordo & Angela Redish, 1993. "A Small Open Economy in Depression: Lessons from Canada in the 1930s," NBER Working Papers 4515, National Bureau of Economic Research, Inc.
  120. Ray C. Fair, 1987. "VAR Models as Structural Approximations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 856R, Cowles Foundation for Research in Economics, Yale University, revised Mar 1989.
  121. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Time Series Econometrics: Evaluating the U.S. Market Impacts of High Soy Meal Prices," Working Paper ID Series, United States International Trade Commission, Office of Industries 15885, United States International Trade Commission, Office of Industries.
  122. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, Elsevier, vol. 47(1), pages 79-90, February.
  123. Brand, Claus & Cassola, Nuno, 2000. "A money demand system for euro area M3," Working Paper Series, European Central Bank 0039, European Central Bank.
  124. Joseph A. Whitt, Jr., 1995. "European Monetary Union: evidence from structural VARs," Working Paper, Federal Reserve Bank of Atlanta 95-1, Federal Reserve Bank of Atlanta.
  125. Ferkingstad, Egil & Løland, Anders & Wilhelmsen, Mathilde, 2011. "Causal modeling and inference for electricity markets," Energy Economics, Elsevier, Elsevier, vol. 33(3), pages 404-412, May.
  126. António Portugal Duarte & João Sousa Andrade, 2004. "How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects," GEMF Working Papers 2004-01, GEMF - Faculdade de Economia, Universidade de Coimbra.
  127. Park, Haesun & Mjelde, James W. & Bessler, David A., 2008. "Price interactions and discovery among natural gas spot markets in North America," Energy Policy, Elsevier, Elsevier, vol. 36(1), pages 290-302, January.
  128. Charles L. Evans & Kenneth N. Kuttner, 1998. "Can VAR's describe monetary policy?," Working Paper Series, Federal Reserve Bank of Chicago WP-98-19, Federal Reserve Bank of Chicago.
  129. Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(3), pages 433-453.
  130. di Giovanni, Julian & McCrary, Justin & Wachter, Till von, 2005. "Following Germany's Lead: Using International Monetary Linkages to Identify the Effect of Monetary Policy on the Economy," IZA Discussion Papers 1495, Institute for the Study of Labor (IZA).
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