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The Effects on Output of Money Growth and Interest Rate Volatility in the United States

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  • Evans, Paul

Abstract

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Suggested Citation

  • Evans, Paul, 1984. "The Effects on Output of Money Growth and Interest Rate Volatility in the United States," Journal of Political Economy, University of Chicago Press, vol. 92(2), pages 204-222, April.
  • Handle: RePEc:ucp:jpolec:v:92:y:1984:i:2:p:204-22
    DOI: 10.1086/261220
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    Cited by:

    1. Yu Hsing, 2011. "The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 1(1), pages 12-18.
    2. Ferré, Montserrat, 2012. "The effects of uncertainty about countries’ compliance with the Stability and Growth Pact," Journal of Policy Modeling, Elsevier, vol. 34(5), pages 660-674.
    3. Pindyck, Robert S, 1991. "Irreversibility, Uncertainty, and Investment," Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-1148, September.
    4. Goodhart, Charles, 1989. "The Conduct of Monetary Policy," Economic Journal, Royal Economic Society, vol. 99(396), pages 293-346, June.
    5. Kearney, Colm & Daly, Kevin, 1997. "Monetary volatility and real output volatility: An empirical model of the financial transmission mechanism in Australia," International Review of Financial Analysis, Elsevier, vol. 6(2), pages 77-95.
    6. Monojit Chatterji & K. Alec Chrystal, 1984. "How natural is the natural rate?," Working Papers 1984-010, Federal Reserve Bank of St. Louis.
    7. Sajjadur Rahman, 2021. "Oil price volatility and the US stock market," Empirical Economics, Springer, vol. 61(3), pages 1461-1489, September.
    8. Pindyck, Robert S., 1986. "Capital risk and models of investment behavior," Working papers 1819-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    9. John A. Tatom, 1984. "Interest rate variability and output: further evidence," Working Papers 1984-016, Federal Reserve Bank of St. Louis.
    10. Sajjadur Rahman, 2018. "The Lucas hypothesis on monetary shocks: evidence from a GARCH-in-mean model," Empirical Economics, Springer, vol. 54(4), pages 1411-1450, June.
    11. Walid Hejazi, 2000. "Yield spreads as predictors of industrial production: expectations on short rates or term premia?," Applied Economics, Taylor & Francis Journals, vol. 32(8), pages 945-951.
    12. James E. Payne, 1995. "Velocity and the Variability of Yields on Financial and other Assets," The American Economist, Sage Publications, vol. 39(1), pages 89-94, March.
    13. Timothy Q. Cook, 1988. "Determinants of the Federal funds rate: 1979 - 1982," Working Paper 88-07, Federal Reserve Bank of Richmond.
    14. Elder, John, 2001. "Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?," Journal of Macroeconomics, Elsevier, vol. 23(1), pages 73-97, January.
    15. Dewan Abdullah, 1998. "Money Growth Variability and Stock Returns: An Innovations Accounting Analysis," International Economic Journal, Taylor & Francis Journals, vol. 12(4), pages 89-104.
    16. Guerello, Chiara, 2016. "The effect of investors’ confidence on monetary policy transmission mechanism," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 248-266.

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