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The identification of monetary policy disturbances explaining the liquidity puzzle

  • Strongin, Steven
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    File URL: http://www.sciencedirect.com/science/article/B6VBW-3YMWMWW-4/2/175b300f3987dbb1e98e53802b98aa82
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    Article provided by Elsevier in its journal Journal of Monetary Economics.

    Volume (Year): 35 (1995)
    Issue (Month): 3 (June)
    Pages: 463-497

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    Handle: RePEc:eee:moneco:v:35:y:1995:i:3:p:463-497
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505566

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    1. Martin Eichenbaum & Lawrence J. Christiano, 1992. "Liquidity Effects, Monetary Policy, and the Business Cycle," NBER Working Papers 4129, National Bureau of Economic Research, Inc.
    2. Frederic S. Mishkin, 1981. "Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach," NBER Working Papers 0693, National Bureau of Economic Research, Inc.
    3. Litterman, Robert B & Weiss, Laurence M, 1985. "Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data," Econometrica, Econometric Society, vol. 53(1), pages 129-56, January.
    4. 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.
    5. Gibson, William E, 1970. "Interest Rates and Monetary Policy," Journal of Political Economy, University of Chicago Press, vol. 78(3), pages 431-55, May-June.
    6. Christopher A. Sims, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," NBER Working Papers 0430, National Bureau of Economic Research, Inc.
    7. Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992. "Impulse response analysis of cointegrated systems," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 53-78, January.
    8. Steven Strongin & Vefa Tarhan, 1990. "Money supply announcements and the market's perception of Federal Reserve policy," Working Paper Series, Macroeconomic Issues 90-3, Federal Reserve Bank of Chicago.
    9. Marvin Goodfriend, 1990. "Interest rates and the conduct of monetary policy," Working Paper 90-06, Federal Reserve Bank of Richmond.
    10. Christopher A. Sims, 1986. "Are forecasting models usable for policy analysis?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-16.
    11. Eric M. Leeper & David B. Gordon, 1991. "In search of the liquidity effect," Working Paper 91-17, Federal Reserve Bank of Atlanta.
    12. Ben Bernanke, 1990. "The Federal Funds Rate and the Channels of Monetary Transnission," NBER Working Papers 3487, National Bureau of Economic Research, Inc.
    13. Christina D. Romer & David H. Romer, 1989. "Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz," NBER Working Papers 2966, National Bureau of Economic Research, Inc.
    14. Frederic S. Mishkin, 1980. "Monetary Policy and Long-Term Interest Rates: An Efficient Markets Approach," NBER Working Papers 0517, National Bureau of Economic Research, Inc.
    15. Robert J. Barro & Mark Rush, 1980. "Unanticipated Money and Economic Activity," NBER Chapters, in: Rational Expectations and Economic Policy, pages 23-73 National Bureau of Economic Research, Inc.
    16. Spindt, Paul A. & Tarhan, Vefa, 1987. "The Federal Reserve's new operating procedures : A post mortem," Journal of Monetary Economics, Elsevier, vol. 19(1), pages 107-123, January.
    17. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-44, January.
    18. Christopher A. Sims, 1992. "Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy," Cowles Foundation Discussion Papers 1011, Cowles Foundation for Research in Economics, Yale University.
    19. Melvin, Michael, 1983. "The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy," Economic Inquiry, Western Economic Association International, vol. 21(2), pages 188-202, April.
    20. Reichenstein, William, 1987. "The Impact of Money on Short-term Interest Rates," Economic Inquiry, Western Economic Association International, vol. 25(1), pages 67-82, January.
    21. Strongin, Steven & Tarhan, Vefa, 1990. "Money Supply Announcements and the Market's Perception of Federal Reserve Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(2), pages 135-53, May.
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