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Does fiscal policy influence monetary policy? The case of Spain, 1874-1935

  • Sabate, Marcela
  • Gadea, Maria Dolores
  • Escario, Regina

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Article provided by Elsevier in its journal Explorations in Economic History.

Volume (Year): 43 (2006)
Issue (Month): 2 (April)
Pages: 309-331

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Handle: RePEc:eee:exehis:v:43:y:2006:i:2:p:309-331
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  1. Barro, Robert J., 1978. "Comment from an unreconstructed Ricardian," Journal of Monetary Economics, Elsevier, vol. 4(3), pages 569-581, August.
  2. Allen, Stuart D. & Smith, Michael D., 1983. "Government borrowing and monetary accommodation," Journal of Monetary Economics, Elsevier, vol. 12(4), pages 605-616, November.
  3. Thomas J. Sargent & Neil Wallace, 1981. "Some unpleasant monetarist arithmetic," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
  4. Barro, Robert J, 1979. "On the Determination of the Public Debt," Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 940-71, October.
  5. Perron, P. & Ng, S., 1996. "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche 9611, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  6. Lazaretou Sophia, 1995. "Government Spending, Monetary Policies, and Exchange Rate Regime Switches: The Drachma in the Gold Standard Period," Explorations in Economic History, Elsevier, vol. 32(1), pages 28-50, January.
  7. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
  8. repec:bla:restud:v:61:y:1994:i:4:p:631-53 is not listed on IDEAS
  9. Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
  10. Serena Ng & Pierre Perron, 1997. "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000.
  11. Robert J. Barro, 1976. "Unanticipated Money Growth and Unemployment in the United States," Working Papers 234, Queen's University, Department of Economics.
  12. Fratianni,Michele & Spinelli,Franco, 1997. "A Monetary History of Italy," Cambridge Books, Cambridge University Press, number 9780521443159.
  13. Fratianni, Michele & Spinelli, Franco, 2001. "Fiscal Dominance and Money Growth in Italy: The Long Record," Explorations in Economic History, Elsevier, vol. 38(2), pages 252-272, April.
  14. Olivier Blanchard, 2004. "Fiscal Dominance and Inflation Targeting: Lessons from Brazil," NBER Working Papers 10389, National Bureau of Economic Research, Inc.
  15. repec:att:wimass:9220 is not listed on IDEAS
  16. Pesaran, M. H. & Shin, Y., 1997. "Generalised Impulse Response Analysis in Linear Multivariate Models," Cambridge Working Papers in Economics 9710, Faculty of Economics, University of Cambridge.
  17. Ng, Serena, 1995. "Testing for unit roots in flow data sampled at different frequencies," Economics Letters, Elsevier, vol. 47(3-4), pages 237-242, March.
  18. Barro, Robert J, 1978. "Unanticipated Money, Output, and the Price Level in the United States," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 549-80, August.
  19. Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211.
  20. King, Robert G. & Plosser, Charles I., 1985. "Money, deficits, and inflation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 22(1), pages 147-195, January.
  21. James G. MacKinnon, 1995. "Numerical Distribution Functions for Unit Root and Cointegration Tests," Working Papers 918, Queen's University, Department of Economics.
  22. Kenneth D. West & Whitney K. Newey, 1995. "Automatic Lag Selection in Covariance Matrix Estimation," NBER Technical Working Papers 0144, National Bureau of Economic Research, Inc.
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