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Agricultural and monetary shocks before the great depression: A graph-theoretic causal investigation

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  • Perez, Stephen J.
  • Siegler, Mark V.

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  • Perez, Stephen J. & Siegler, Mark V., 2006. "Agricultural and monetary shocks before the great depression: A graph-theoretic causal investigation," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 720-736, December.
  • Handle: RePEc:eee:jmacro:v:28:y:2006:i:4:p:720-736
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    1. Arthur J. Rolnick & Warren E. Weber, 1998. "Money, inflation, and output under fiat and commodity standards," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 22(Spr), pages 11-17.
    2. Joseph H. Davis & Christopher Hanes & Paul W. Rhode, 2009. "Harvests and Business Cycles in Nineteenth-Century America," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(4), pages 1675-1727.
    3. Ethel D. Hoover, 1960. "Retail Prices after 1850," NBER Chapters, in: Trends in the American Economy in the Nineteenth Century, pages 141, National Bureau of Economic Research, Inc.
    4. Miron, Jeffrey A, 1986. "Financial Panics, the Seasonality of the Nominal Interest Rate, and theFounding of the Fed," American Economic Review, American Economic Association, vol. 76(1), pages 125-140, March.
    5. Backus, David K & Kehoe, Patrick J, 1992. "International Evidence of the Historical Properties of Business Cycles," American Economic Review, American Economic Association, vol. 82(4), pages 864-888, September.
    6. Randall E. Parker & Philip Rothman, 2004. "An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods," Economic Inquiry, Western Economic Association International, vol. 42(1), pages 88-100, January.
    7. Hoover,Kevin D., 2001. "Causality in Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521002882, October.
    8. Wesley Clair Mitchell, 1951. "What Happens during Business Cycles: A Progress Report," NBER Books, National Bureau of Economic Research, Inc, number mitc51-1.
    9. David A. Bessler & Seongpyo Lee, 2002. "Money and prices: U.S. Data 1869-1914 (A study with directed graphs)," Empirical Economics, Springer, vol. 27(3), pages 427-446.
    10. McLean Ian W., 1994. "Saving in Settler Economies: Australian and North American Comparisons," Explorations in Economic History, Elsevier, vol. 31(4), pages 432-452, October.
    11. Madsen, Jakob B., 2001. "Agricultural Crises And The International Transmission Of The Great Depression," The Journal of Economic History, Cambridge University Press, vol. 61(2), pages 327-365, June.
    12. Romer, Christina D, 1989. "The Prewar Business Cycle Reconsidered: New Estimates of Gross National Product, 1869-1908," Journal of Political Economy, University of Chicago Press, vol. 97(1), pages 1-37, February.
    13. Bessler, David A. & Yang, Jian, 2003. "The structure of interdependence in international stock markets," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 261-287, April.
    14. A. Piatt Andrew, 1906. "The Influence of the Crops upon Business in America," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 20(3), pages 323-352.
    15. Milton Friedman & Anna J. Schwartz, 1982. "Monetary Trends in the United States and United Kingdom: Their Relation to Income, Prices, and Interest Rates, 1867–1975," NBER Books, National Bureau of Economic Research, Inc, number frie82-2.
    16. Balke, Nathan S & Gordon, Robert J, 1989. "The Estimation of Prewar Gross National Product: Methodology and New Evidence," Journal of Political Economy, University of Chicago Press, vol. 97(1), pages 38-92, February.
    17. Selva Demiralp & Kevin D. Hoover, 2003. "Searching for the Causal Structure of a Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 745-767, December.
    18. Perez, Stephen J & Siegler, Mark V, 2003. "Inflationary Expectations and the Fisher Effect prior to World War I," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(6), pages 947-965, December.
    19. Robert B. Barsky & J. Bradford De Long, 1991. "Forecasting Pre-World War I Inflation: The Fisher Effect and the Gold Standard," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(3), pages 815-836.
    20. Selva Demiralp & Kevin D. Hoover, 2003. "Searching for the Causal Structure of a Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 745-767, December.
    21. Alvin H. Hansen, 1932. "The Business Cycle and Its Relation to Agriculture," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 14(1), pages 59-67.
    22. Steven M. Sheffrin & Robert K. Triest, 1995. "A new approach to causality and economic growth," Working Papers 95-12, Federal Reserve Bank of Boston.
    23. Jae-Whak Roh & David Bessler, 1999. "Occupant death: a study with directed graphs," Applied Economics Letters, Taylor & Francis Journals, vol. 6(5), pages 303-306.
    24. James, John A, 1993. "Changes in Economic Instability in 19th-Century America," American Economic Review, American Economic Association, vol. 83(4), pages 710-731, September.
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