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Monetary vs. fiscal policy: Some evidence from vector autoregression for India

  • Ansari, M. I.
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    Article provided by Elsevier in its journal Journal of Asian Economics.

    Volume (Year): 7 (1996)
    Issue (Month): 4 ()
    Pages: 677-698

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    Handle: RePEc:eee:asieco:v:7:y:1996:i:4:p:677-698
    Contact details of provider: Web page: http://www.elsevier.com/locate/asieco

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    2. John Burbidge & Alan Harrison, 1982. "Testing for the Effects of Oil-Price Rises Using Vector Autoregressions," School of Economics Working Papers 1982-01, University of Adelaide, School of Economics.
    3. Fiebig, D G, 1980. "The Causal Relationship between Money and Income in Australia," Australian Economic Papers, Wiley Blackwell, vol. 19(34), pages 78-90, June.
    4. Sims, Christopher A, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, American Economic Association, vol. 70(2), pages 250-57, May.
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    7. Milton Friedman & Anna J. Schwartz, 1963. "A Monetary History of the United States, 1867–1960," NBER Books, National Bureau of Economic Research, Inc, number frie63-1, May.
    8. Feige, Edgar L & Pearce, Douglas K, 1976. "Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?," Journal of Political Economy, University of Chicago Press, vol. 84(3), pages 499-522, June.
    9. Bijan B. Aghevli & Mohsin S. Khan, 1978. "Government Deficits and the Inflationary Process in Developing Countries (Déficits publics et processus inflationniste dans les pays en développement) (Los déficit públicos y el proceso inflaciona," IMF Staff Papers, Palgrave Macmillan, vol. 25(3), pages 383-416, September.
    10. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    11. Adrian C. Darnell & J. L. Evans, 1990. "The Limits of Econometrics," Books, Edward Elgar, number 119, 6.
    12. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-52, September.
    13. Abul M. M. Masih & Rumi Masih, 1994. "Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 29(1), pages 33-35, January.
    14. Richard M. Todd, 1990. "Vector autoregression evidence on monetarism: another look at the robustness debate," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 19-37.
    15. Vincent Reinhart & Carmen Reinhart, 1991. "Output Fluctuations and Monetary Shocks; Evidence From Colombia," IMF Working Papers 91/35, International Monetary Fund.
    16. Spencer, David E, 1989. "Does Money Matter? The Robustness of Evidence from Vector Autoregressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(4), pages 442-54, November.
    17. Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-42, October.
    18. Singh, Balvir & Sahni, Balbir S, 1984. "Causality between Public Expenditure and National Income," The Review of Economics and Statistics, MIT Press, vol. 66(4), pages 630-44, November.
    19. Bharat Trehan, 1988. "The practice of monetary targeting: a case study of the West German experience," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 30-44.
    20. Kamas, Linda, 1995. "Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia," Journal of Development Economics, Elsevier, vol. 46(1), pages 145-161, February.
    21. Leiderman, Leonardo, 1984. "On the monetary-macro dynamics of Colombia and Mexico," Journal of Development Economics, Elsevier, vol. 14(1), pages 183-201.
    22. Runkle, David E, 1987. "Vector Autoregressions and Reality: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 454, October.
    23. Hsiao, Cheng, 1981. "Autoregressive modelling and money-income causality detection," Journal of Monetary Economics, Elsevier, vol. 7(1), pages 85-106.
    24. Martin S. Eichenbaum & Kenneth J. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?," NBER Working Papers 1932, National Bureau of Economic Research, Inc.
    25. Eichenbaum, Martin, 1985. "Vector autoregressions for causal inference? comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 22(1), pages 305-318, January.
    26. JONATHAN D. JONES & NASIR M. KHIUl, 1988. "Money Growth, Inflation, and Causality (EmpiricalEvidence for Pakistan, 1973-1985)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 27(1), pages 45-58.
    27. McMillin, W Douglas, 1988. "Money Growth Volatility and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 319-35, August.
    28. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.
    29. Ram, Rati, 1986. "Causality between Income and Government Expenditure: A Broad International Perspective," Public Finance = Finances publiques, , vol. 41(3), pages 393-414.
    30. Peter E. Kretzmer, 1992. "Monetary vs fiscal policy: new evidence on an old debate," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 21-30.
    31. Alicia H. Munnell, 1992. "Policy Watch: Infrastructure Investment and Economic Growth," Journal of Economic Perspectives, American Economic Association, vol. 6(4), pages 189-198, Fall.
    32. Burbidge, John & Harrison, Alan, 1985. "An historical decomposition of the great depression to determine the role of money," Journal of Monetary Economics, Elsevier, vol. 16(1), pages 45-54, July.
    33. Darrat, Ali F., 1986. "Money, inflation, and causality in the North African Countries: An empirical investigation," Journal of Macroeconomics, Elsevier, vol. 8(1), pages 87-103.
    34. Robert B. Litterman, 1984. "Forecasting and policy analysis with Bayesian vector autoregression models," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
    35. David Alan Aschauer, 1990. "Is Government Spending Stimulative?," Contemporary Economic Policy, Western Economic Association International, vol. 8(4), pages 30-46, October.
    36. John A. Tatom, 1991. "Public capital and private sector performance," Review, Federal Reserve Bank of St. Louis, issue May, pages 3-15.
    37. David A. Aschauer, 1989. "Back of the G-7 pack: public investment and productivity growth in the Group of Seven," Working Paper Series, Macroeconomic Issues 89-13, Federal Reserve Bank of Chicago.
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