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Richard G. Anderson

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Richard G. Anderson & Charles S. Gascon & Yang Liu, 2010. "Doubling your monetary base and surviving: some international experience," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 481-506.

    Mentioned in:

    1. Cashing up the system
      by JP Koning in Moneyness on 2015-01-02 08:20:00
  2. Richard G. Anderson, 2003. "Retail deposit sweep programs: issues for measurement, modeling and analysis," Working Papers 2003-026, Federal Reserve Bank of St. Louis.

    Mentioned in:

    1. Nullzinsgrenze: Kosten für Lagerung und Sicherung
      by Acemaxx-Analytics in Acemaxx-Analytics on 2015-03-07 21:05:00
    2. Negative nominal interest rates: back to the future?
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2015-02-09 19:26:52
  3. Author Profile
    1. The FRED Network, a social network for economists
      by repecblogguest in RePEc blog on 2010-06-12 22:21:02

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Dewald, William G & Thursby, Jerry G & Anderson, Richard G, 1986. "Replication in Empirical Economics: The Journal of Money, Credit and Banking Project," American Economic Review, American Economic Association, vol. 76(4), pages 587-603, September.

    Mentioned in:

    1. > Economics Profession > Publishing in Economics > Replication
  2. Richard Anderson & William Greene & B. D. McCullough & H. D. Vinod, 2008. "The role of data/code archives in the future of economic research," Journal of Economic Methodology, Taylor & Francis Journals, vol. 15(1), pages 99-119.

    Mentioned in:

    1. > Economics Profession > Publishing in Economics > Replication

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Anderson, Richard G, 1992. "The GAUSS Programming System: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(2), pages 215-219, April-Jun.

    Mentioned in:

    1. The gauss programming system: A review (Journal of Applied Econometrics 1992) in ReplicationWiki ()

Working papers

  1. Richard G. Anderson & Michael Bordo & John V. Duca, 2016. "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," Economics Working Papers 16111, Hoover Institution, Stanford University.

    Cited by:

    1. Michael D. Bordo & John V. Duca, 2023. "Broad Divisia Money and the Recovery of U.S. Nominal GDP from the COVID-19 Recession," Working Papers 319, Princeton University, Department of Economics, Center for Economic Policy Studies..
    2. Carlos Esteban Posada Posada & Alejandro Torres García & Alfredo Villca Condori, 2020. "Unconventional Monetary Policy and Inflation in the U.S.: How Much Inflation was Missing?," Documentos de Trabajo de Valor Público 18006, Universidad EAFIT.
    3. Bussière Matthieu & Sahuc Jean-Guillaume & Pfister Christian, 2020. "The link between money and inflation since 2008 [Le lien entre monnaie et inflation depuis 2008]," Bulletin de la Banque de France, Banque de France, issue 232.
    4. Gang Kou & Özlem Olgu Akdeniz & Hasan Dinçer & Serhat Yüksel, 2021. "Fintech investments in European banks: a hybrid IT2 fuzzy multidimensional decision-making approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
    5. Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2017. "International Evidence on Long-Run Money Demand," Working Papers 737, Federal Reserve Bank of Minneapolis.
    6. de la Horra, Luis P. & de la Fuente, Gabriel & Perote, Javier, 2019. "The drivers of Bitcoin demand: A short and long-run analysis," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 21-34.
    7. Philip Gunby & Stephen Hickson, 2016. "Is Cash Dead? Using Economic Concepts To Motivate Learning and Economic Thinking," Working Papers in Economics 16/30, University of Canterbury, Department of Economics and Finance.
    8. Seitz, Franz & Rösl, Gerhard, 2022. "On the Stabilizing Role of Cash for Societies," MPRA Paper 113784, University Library of Munich, Germany.
    9. Belongia, Michael T. & Ireland, Peter N., 2022. "A reconsideration of money growth rules," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
    10. Pei-Tha Gan, 2019. "Economic uncertainty, precautionary motive and the augmented form of money demand function," Evolutionary and Institutional Economics Review, Springer, vol. 16(2), pages 397-423, December.
    11. Belongia, Michael T. & Ireland, Peter N., 2017. "Circumventing the zero lower bound with monetary policy rules based on money," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 42-58.
    12. Michael T. Belongia & Peter N. Ireland, 2017. "The Demand for Divisia Money: Theory and Evidence," Boston College Working Papers in Economics 937, Boston College Department of Economics.
    13. Simmons, Richard & Dini, Paolo & Culkin, Nigel & Littera, Giuseppe, 2021. "Crisis and the role of money in the real and financial economies: an innovative approach to monetary stimulus," LSE Research Online Documents on Economics 110904, London School of Economics and Political Science, LSE Library.
    14. Michael T. Belongia & Peter N. Ireland, 2016. "Targeting Constant Money Growth at the Zero Lower Bound," Boston College Working Papers in Economics 913, Boston College Department of Economics.
    15. Jung, Alexander, 2017. "Forecasting broad money velocity," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 421-432.
    16. Richard Simmons & Paolo Dini & Nigel Culkin & Giuseppe Littera, 2021. "Crisis and the Role of Money in the Real and Financial Economies—An Innovative Approach to Monetary Stimulus," JRFM, MDPI, vol. 14(3), pages 1-28, March.
    17. Emilio Ocampo, 2020. "The Global Disinflation Puzzle. A Selective Review of the Theory and Evidence in an Historical Context," CEMA Working Papers: Serie Documentos de Trabajo. 726, Universidad del CEMA.
    18. Lahlou, Kamal & Doghmi, Hicham & Schneider, Friedrich, 2020. "The Size and Development of the Shadow Economy in Morocco," Document de travail 2020-3, Bank Al-Maghrib, Département de la Recherche.
    19. Wei-Bin Zhang, 2020. "Inflation And Growth With The Miu Approach And The Equation Of Exchange," Social Sciences and Education Research Review, Department of Communication, Journalism and Education Sciences, University of Craiova, vol. 7(1), pages 45-71, July.
    20. David Cronin, 2021. "How Do Broad Money and the Stock Market Interact in Times of Crisis and of Calm?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 22(3), pages 7-28, July.
    21. Michael D. Bordo, 2014. "Exiting from Low Interest Rates to Normality: An Historical Perspective," Economics Working Papers 14110, Hoover Institution, Stanford University.
    22. Aleš Michl, 2019. "Peníze a inflace: ztracená kointegrace [Money and Inflation: Lost Cointegration]," Politická ekonomie, Prague University of Economics and Business, vol. 2019(4), pages 385-405.
    23. Michael D. Bordo & Mickey D. Levy, 2021. "Do enlarged fiscal deficits cause inflation? The historical record," Economic Affairs, Wiley Blackwell, vol. 41(1), pages 59-83, February.
    24. Philip Gunby & Stephen Hickson, 2020. "Cashless Economies, Data Analysis, and Research-Based Teaching: The Versatility of the Velocity of Money for Teaching Macroeconomics," Working Papers in Economics 20/07, University of Canterbury, Department of Economics and Finance.
    25. Monnet, Eric & Degorce, Victor, 2020. "The Great Depression as a Saving Glut," CEPR Discussion Papers 15287, C.E.P.R. Discussion Papers.
    26. Binner, Jane M. & Chaudhry, Sajid & Kelly, Logan & Swofford, James L., 2018. "“Risky” monetary aggregates for the UK and US," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 127-138.
    27. Gerdesmeier Dieter & Roffia Barbara & Reimers Hans-Eggert, 2020. "Unravelling the Secrets of Inflation in the Euro Area – A Frequency Decomposition Approach," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 133-162, June.
    28. Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2018. "Unravelling the secrets of euro area inflation: A frequency decomposition approach," Wismar Discussion Papers 06/2018, Hochschule Wismar, Wismar Business School.
    29. Robert L. Hetzel, 2015. "What is the Monetary Standard," Working Paper 15-16, Federal Reserve Bank of Richmond.
    30. L’Huillier, Jean-Paul & Yoo, Donghoon, 2017. "Bad news in the Great Depression, the Great Recession, and other U.S. recessions: A comparative study," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 79-98.
    31. Dutkowsky, Donald H. & VanHoose, David D., 2017. "Interest on reserves, regime shifts, and bank behavior," Journal of Economics and Business, Elsevier, vol. 91(C), pages 1-15.
    32. Jia, Pengfei, 2021. "Trust Shocks, Financial Crises, and Money," MPRA Paper 106343, University Library of Munich, Germany.
    33. Ghassan, Hassan B., 2016. "Re-examining the equation of exchange according to Shariah rationale money," MPRA Paper 91666, University Library of Munich, Germany, revised Jul 2018.
    34. Allan Kayongo & Asumani Guloba, 2018. "Economic Uncertainty and Money Demand Stability in Uganda during Financial Liberalization: A GARCH and ARDL Approach," Applied Economics and Finance, Redfame publishing, vol. 5(4), pages 70-86, July.
    35. Anderson, Richard G. & Duca, John V. & Fleissig, Adrian R. & Jones, Barry E., 2019. "New monetary services (Divisia) indexes for the post-war U.S," Journal of Financial Stability, Elsevier, vol. 42(C), pages 3-17.
    36. Allan Kayongo & Asumani Guloba & Joseph Muvawala, 2020. "Asymmetric Effects of Exchange Rate on Monetary Policy in Emerging Countries: A Non-Linear ARDL Approach in Uganda," Applied Economics and Finance, Redfame publishing, vol. 7(5), pages 24-37, September.
    37. Olga Khon, 0000. "Money Demand: The Guide to Monetary Policy in Russia, 1997-2020," Proceedings of International Academic Conferences 11113164, International Institute of Social and Economic Sciences.

  2. Richard G. Anderson & Marcelle Chauvet & Barry E. Jones, 2013. "Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy," Working Papers 2013-018, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Michael D. Bordo & John V. Duca, 2023. "Broad Divisia Money and the Recovery of U.S. Nominal GDP from the COVID-19 Recession," Working Papers 319, Princeton University, Department of Economics, Center for Economic Policy Studies..
    2. Chun Deng & Jie-Fang Dong, 2016. "Coal Consumption Reduction in Shandong Province: A Dynamic Vector Autoregression Model," Sustainability, MDPI, vol. 8(9), pages 1-16, August.
    3. Michael T. Belongia & Peter N. Ireland, 2013. "Instability: Monetary and Real," Boston College Working Papers in Economics 830, Boston College Department of Economics.
    4. Michael T. Belongia & Peter N. Ireland, 2016. "Money and Output: Friedman and Schwartz Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1223-1266, September.
    5. Michael D. Bordo & John V. Duca, 2023. "Money Matters: Broad Divisia Money and the Recovery of Nominal GDP from the COVID-19 Recession," NBER Working Papers 31304, National Bureau of Economic Research, Inc.
    6. Sijia Li & Lihua Wu, 2024. "Can regional integration promote industrial green transformation? Empirical evidence from Yangtze River Delta Urban Agglomeration," Journal of Environmental Studies and Sciences, Springer;Association of Environmental Studies and Sciences, vol. 14(1), pages 117-134, March.
    7. Fleissig, Adrian R. & Jones, Barry E., 2015. "The impact of commercial sweeping on the demand for monetary assets during the Great Recession," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 412-422.
    8. Allan H. Meltzer, 2014. "Current Lessons from the Past: How the Fed Repeats Its History," Cato Journal, Cato Journal, Cato Institute, vol. 34(3), pages 519-539, Fall.
    9. Apostolos Serletis & Khandokar Istiak, "undated". "Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?," Working Papers 2015-17, Department of Economics, University of Calgary, revised 10 Aug 2015.
    10. Xu, Bin & Lin, Boqiang, 2016. "Assessing CO2 emissions in China’s iron and steel industry: A dynamic vector autoregression model," Applied Energy, Elsevier, vol. 161(C), pages 375-386.
    11. Xu, Bin & Lin, Boqiang, 2015. "Carbon dioxide emissions reduction in China's transport sector: A dynamic VAR (vector autoregression) approach," Energy, Elsevier, vol. 83(C), pages 486-495.

  3. Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson, 2013. "Does commonality in illiquidity matter to investors?," Working Papers 2013-020, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Martin Hoesli & Anjeza Kadilli & Kustrim Reka, 2017. "Commonality in Liquidity and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 55(1), pages 65-105, July.
    2. Beyene, Nardos & Huang, Peng & Hueng, C. James, 2021. "Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model," Finance Research Letters, Elsevier, vol. 39(C).

  4. Richard G. Anderson & Jane M. Binner & Vincent A. Schmidt, 2011. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Working Papers 2011-007, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Konov, Joshua Ioji, 2012. "Market Economy under Rapid Globalization and Rising Productivity," MPRA Paper 48750, University Library of Munich, Germany.
    2. Anderson, Richard G. & Binner, Jane M. & Schmidt, Vincent A., 2012. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Economics Letters, Elsevier, vol. 117(1), pages 174-177.

  5. Richard G. Anderson & Jane M. Binner & Barry E. Jones & Graham Kendall & Jonathan Tepper & Peter Tino, 2009. "Does money matter in inflation forecasting?," Working Papers 2009-030, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Muhammad Yasir & Sitara Afzal & Khalid Latif & Ghulam Mujtaba Chaudhary & Nazish Yameen Malik & Farhan Shahzad & Oh-young Song, 2020. "An Efficient Deep Learning Based Model to Predict Interest Rate Using Twitter Sentiment," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
    2. Robert F. Mulligan, 2016. "An Empirical Comparison of Canadian-American Business Cycle Fluctuations with Special Reference to the Phillips Curve," Advances in Austrian Economics, in: Studies in Austrian Macroeconomics, volume 20, pages 163-194, Emerald Group Publishing Limited.
    3. Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach," Economics Bulletin, AccessEcon, vol. 33(2), pages 1101-1115.
    4. Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2009. "Inflation Volatility: An Asian Perspective," MPRA Paper 19489, University Library of Munich, Germany.
    5. Roman Horvath & Lubos Komarek & Filip Rozsypal, 2010. "Does Money Help Predict Inflation? An Empirical Assessment for Central Europe," Working Papers 2010/05, Czech National Bank.
    6. Egorov D.A. (Егоров, Д.А.) & Perevyshina E.A. (Перевышина, Е.А.), 2016. "Modelling of Inflationary Processes in Russia [Моделирование Инфляционных Процессов В России]," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration.
    7. Anderson, Richard G. & Binner, Jane M. & Schmidt, Vincent A., 2012. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Economics Letters, Elsevier, vol. 117(1), pages 174-177.
    8. Erick Lahura, 2017. "Monetary Aggregates and Monetary Policy in Peru," BCAM Working Papers 1704, Birkbeck Centre for Applied Macroeconomics.
    9. Lahmiri, Salim, 2016. "Interest rate next-day variation prediction based on hybrid feedforward neural network, particle swarm optimization, and multiresolution techniques," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 388-396.
    10. Mulligan, Robert F., 2013. "A sectoral analysis of the financial instability hypothesis," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(4), pages 450-459.
    11. Marcos Álvarez-Díaz & Rangan Gupta, 2015. "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers 201512, University of Pretoria, Department of Economics.
    12. Jane M. Binner & logan J. Kelly, 2017. "Modelling Money Shocks in a Small Open Economy: The Case of Taiwan," Manchester School, University of Manchester, vol. 85, pages 104-120, September.

  6. Richard G. Anderson & Charles S. Gascon, 2008. "Offshoring, economic insecurity, and the demand for social insurance," Working Papers 2008-003, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Lars Osberg & Andrew Sharpe, 2012. "Measuring Economic Insecurity in Rich and Poor Nations," CSLS Research Reports 2012-03, Centre for the Study of Living Standards.

  7. Richard G. Anderson & Marcela M. Williams, 2007. "Handicapping currency design: counterfeit deterrence and visual accessibility in the United States and abroad," Working Papers 2007-011, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Chris Stewart & Iris Chan & Crystal Ossolinski & David Halperin & Paul Ryan, 2014. "The Evolution of Payment Costs in Australia," RBA Research Discussion Papers rdp2014-14, Reserve Bank of Australia.
    2. Kylie Springer & Priya Subramanian & Terence Turton, 2015. "Australian Banknotes: Assisting People with Vision Impairment," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 01-12, March.
    3. Frank A.G. den Butter & Stefan P.T. Groot & Faroek Lazrak, 2007. "The Transaction Costs Perspective on Standards as a Source of Trade and Productivity Growth," Tinbergen Institute Discussion Papers 07-090/3, Tinbergen Institute.
    4. Nurfarhana Hassan & Tahir Ahmad & Naji Arafat Mahat & Hasmerya Maarof & Mujahid Abdullahi & Nur Farah Dina Ajid & Zarith Sofia Jasmi & Foo Keat How, 2023. "Authentication of Counterfeit Hundred Ringgit Malaysian Banknotes Using Fuzzy Graph Method," Mathematics, MDPI, vol. 11(4), pages 1-12, February.
    5. Kim Nguyen & Anny Francis, 2019. "Confidence in Australian Banknotes," RBA Research Discussion Papers rdp2019-12, Reserve Bank of Australia.

  8. Richard G. Anderson & Jane M. Binner & Thomas Elger & Björn Hagströmer & Birger Nilsson, 2007. "Mean-variance vs. full-scale optimization: broad evidence for the U.K," Working Papers 2007-016, Federal Reserve Bank of St. Louis.

    Cited by:

    1. de Farias Neto, Joao Jose, 2008. "S-shaped utility, subprime crash and the black swan," MPRA Paper 12122, University Library of Munich, Germany.
    2. David Johnstone & Dennis Lindley, 2013. "Mean-Variance and Expected Utility: The Borch Paradox," Papers 1306.2728, arXiv.org.
    3. Michael J. Best & Xili Zhang, 2011. "Degeneracy Resolution for Bilinear Utility Functions," Journal of Optimization Theory and Applications, Springer, vol. 150(3), pages 615-634, September.
    4. George Yungchih Wang, 2012. "Evaluating an Investment Project in an Incomplete Market," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(1), pages 055-073, June.

  9. Richard G. Anderson & Charles S. Gascon, 2007. "The perils of globalization: offshoring and economic insecurity of the American worker," Working Papers 2007-004, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Brown, Clair & Lane, Julia & Sturgeon, Timothy, 2010. "Workers' Views of the Impact of Trade on Jobs," IZA Discussion Papers 5368, Institute of Labor Economics (IZA).
    2. William Milberg & Deborah Winkler, 2009. "Globalization, Offshoring and Economic Insecurity in Industrialized Countries," Working Papers 87, United Nations, Department of Economics and Social Affairs.
    3. Bank for International Settlements, 2010. "Globalisation, labour markets and international adjustment - Essays in honour of Palle S Andersen," BIS Papers, Bank for International Settlements, number 50.
    4. William Milberg & Deborah Winkler, 2010. "Economic insecurity in the new wave of globalization: offshoring and the labor share under varieties of capitalism," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(3), pages 285-308.
    5. Marek Kośny & Maria Piotrowska, 2019. "Assessment of Economic Security of Households Based on a Scenario Analysis," Economies, MDPI, vol. 7(3), pages 1-20, August.
    6. David T Coe, 2010. "Globalisation and labour markets: implications of the emergence of China and India," BIS Papers chapters, in: Globalisation, labour markets and international adjustment - Essays in honour of Palle S Andersen, volume 50, pages 139-157, Bank for International Settlements.

  10. Richard G. Anderson, 2006. "Monetary base," Working Papers 2006-049, Federal Reserve Bank of St. Louis.

    Cited by:

    1. William A. Barnett, 2003. "Aggregation-Theoretic Monetary Aggregation over the Euro Area, when Countries are Heterogeneous," Macroeconomics 0309018, University Library of Munich, Germany.
    2. William Barnett & Biyan Tang, 2015. "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201506, University of Kansas, Department of Economics, revised Nov 2015.
    3. William Barnett & Jia Liu & Ryan Mattson & Jeff van den Noort, 2012. "The New CFS Divisia Monetary Aggregates: Design, Construction, and Data Sources," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201208, University of Kansas, Department of Economics, revised May 2012.
    4. Dennis L. Hoffman & Robert H. Rasche, 1997. "STLS/US-VECM6.1: a vector error-correction forecasting model of the U. S. economy," Working Papers 1997-008, Federal Reserve Bank of St. Louis.
    5. Ireland, Peter N., 2014. "The Macroeconomic Effects Of Interest On Reserves," Macroeconomic Dynamics, Cambridge University Press, vol. 18(6), pages 1271-1312, September.
    6. Hendrickson, Joshua, 2010. "Redundancy or Mismeasurement? A Reappraisal of Money," MPRA Paper 21477, University Library of Munich, Germany.
    7. Richard G. Anderson & Barry E. Jones, 2011. "A comprehensive revision of the U.S. monetary services (divisia) indexes," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 325-360.
    8. Mr. Subramanian S Sriram, 1999. "Survey of Literature on Demand for Money: Theoretical and Empirical Work with Special Reference to Error-Correction Models," IMF Working Papers 1999/064, International Monetary Fund.
    9. Belongia, Michael, 2009. "Reforming the Fed: what would real change look like?," MPRA Paper 18977, University Library of Munich, Germany, revised Dec 2009.
    10. William Barnett & Marcelle Chauvet, 2009. "International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview," Open Economies Review, Springer, vol. 20(1), pages 1-37, February.
    11. Mauricio Calani & J. Rodrigo Fuentes & Klaus Schmidt-Hebbel, 2008. "A Systemic Approach to Money Demand Modeling," Working Papers Central Bank of Chile 512, Central Bank of Chile.
    12. Raphael Auer & Sebastien Kraenzlin, 2011. "International liquidity provision during the financial crisis: a view from Switzerland," Review, Federal Reserve Bank of St. Louis, vol. 93(Nov), pages 409-418.

  11. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Karaman Örsal, Deniz Dilan & Droge, Bernd, 2014. "Panel cointegration testing in the presence of a time trend," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 377-390.
    2. Milena Konatar & Jovan Đurašković & Julija Cerović Smolović & Milivoje Radović, 2022. "Does Public Debt Affect Economic Growth? Panel Evidence from Central and Eastern Europe," Politická ekonomie, Prague University of Economics and Business, vol. 2022(5), pages 574-596.
    3. Hasanov, Fakhri & Bulut, Cihan & Suleymanov, Elchin, 2017. "Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 73(C), pages 369-386.
    4. Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
    5. Urgaia, Worku R., 2018. "The Role of Human Capital Resources in East African Economies," GLO Discussion Paper Series 218, Global Labor Organization (GLO).
    6. Ogunlesi, Ayodeji, 2018. "Agricultural Productivity, Fiscal and Trade Policies Nexus in Sub-Saharan Africa: A Panel Structural Vector Error Correction Model Analysis," MPRA Paper 90202, University Library of Munich, Germany.
    7. Piotr Kębłowski, 2016. "Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(4), pages 203-217, December.

  12. Richard G. Anderson & William H. Greene & Bruce D. McCullough & Hrishikesh D. Vinod, 2005. "The role of data & program code archives in the future of economic research," Working Papers 2005-014, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Leonard E. Burman & W. Robert Reed & James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(6), pages 787-793, November.
    2. Richard G. Anderson, 2006. "Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC," Review, Federal Reserve Bank of St. Louis, vol. 88(Jan), pages 81-93.
    3. Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
    4. Gary King, 2007. "An Introduction to the Dataverse Network as an Infrastructure for Data Sharing," Sociological Methods & Research, , vol. 36(2), pages 173-199, November.
    5. Cristobal Young & Charles Varner, 2015. "A Reply to “A Replication of “Millionaire Migration and State Taxation of Top Incomes," Public Finance Review, , vol. 43(2), pages 226-234, March.
    6. Sylvérie Herbert & Hautahi Kingi & Flavio Stanchi & Lars Vilhubern, 2021. "The Reproducibility of Economics Research: A Case Study," Working papers 853, Banque de France.
    7. Giovanni Baiocchi, 2007. "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Springer;Society for Computational Economics, vol. 30(1), pages 19-40, August.

  13. Richard G. Anderson & Kevin L. Kliesen, 2005. "Productivity measurement and monetary policymaking during the 1990s," Working Papers 2005-067, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Tetlow, Robert J. & Ironside, Brian, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Working Paper Series 610, European Central Bank.
    2. Naoko Hara & Hibiki Ichiue, 2010. "Real-time Analysis on Japan's Labor Productivity," Bank of Japan Working Paper Series 10-E-7, Bank of Japan.
    3. William Poole, 2005. "Tracking inflation," Speech 94, Federal Reserve Bank of St. Louis.

  14. Richard G. Anderson, 2003. "Some tables of historical U.S. currency and monetary aggregates data," Working Papers 2003-006, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Richard G. Anderson & Michael Bordo & John V. Duca, 2016. "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," Economics Working Papers 16111, Hoover Institution, Stanford University.
    2. Peter N. Ireland, 2009. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," American Economic Review, American Economic Association, vol. 99(3), pages 1040-1052, June.
    3. Shambaugh, Jay C., 2006. "An experiment with multiple currencies: the American monetary system from 1838-60," Explorations in Economic History, Elsevier, vol. 43(4), pages 609-645, October.
    4. Krugman, Paul, 2008. "Response to Nelson and Schwartz," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 857-860, May.

  15. Richard G. Anderson, 2003. "Retail deposit sweep programs: issues for measurement, modeling and analysis," Working Papers 2003-026, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Calza Alessandro & Zaghini Andrea, 2011. "Welfare Costs of Inflation and the Circulation of U.S. Currency Abroad," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-21, May.
    2. Peter N. Ireland, 2009. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," American Economic Review, American Economic Association, vol. 99(3), pages 1040-1052, June.
    3. Mr. David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 2007/089, International Monetary Fund.
    4. Calza, Alessandro & Zaghini, Andrea, 2010. "Sectoral money demand and the great disinflation in the US," Working Paper Series 1218, European Central Bank.
    5. Fillieule Renaud, 2013. "The Explanation of the Subprime Crisis According to the Austrian School: A Defense and Illustration," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 19(1), pages 101-136, June.
    6. Lotti, Francesca & Marcucci, Juri, 2007. "Revisiting the empirical evidence on firms' money demand," Journal of Economics and Business, Elsevier, vol. 59(1), pages 51-73.
    7. Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.

  16. Richard G. Anderson & Dennis L. Hoffman & Robert H. Rasche, 2001. "A vector error correction forecasting model of the U.S. economy," Working Papers 1998-008, Federal Reserve Bank of St. Louis.

    Cited by:

    1. David Hendry & Andrew B. Martinez, 2016. "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers 784, University of Oxford, Department of Economics.
    2. Levent, Korap, 2007. "Modeling purchasing power parity using co-integration: evidence from Turkey," MPRA Paper 19584, University Library of Munich, Germany.
    3. Levent, Korap, 2008. "Exchange rate determination of TL/US$: a co-integration approach," MPRA Paper 19659, University Library of Munich, Germany.
    4. Lastrapes, William D., 2002. "Comments on 'A vector error-correction forecasting model of the US economy'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 607-611, December.
    5. José Fernando Escobar R. & Carlos Esteban Posada P., 2005. "Dinero, precios, tasa de interés y actividad económica: un modelo del caso colombiano 1984:I-2003:IV," Monetaria, CEMLA, vol. 0(1), pages 1-34, enero-mar.
    6. José Fernando Escobar R. & Carlos Esteban Posada P., 2004. "Dinero, Precios, Tasa de Interés y Actividad Económica: Un Modelo del Caso Colombiano," Borradores de Economia 303, Banco de la Republica de Colombia.
    7. Guo, Zi-Yi, 2017. "Comparison of Error Correction Models and First-Difference Models in CCAR Deposits Modeling," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 17(4).
    8. Burger, Kees & Smit, Hidde & Vogelvang, Ben, 2002. "Exchange Rates and Natural Rubber Prices, the Effect of the Asian Crisis," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24958, European Association of Agricultural Economists.
    9. Li Xiangfei & Zhang Zaisheng & Huang Chao, 2014. "An EPC Forecasting Method for Stock Index Based on Integrating Empirical Mode Decomposition, SVM and Cuckoo Search Algorithm," Journal of Systems Science and Information, De Gruyter, vol. 2(6), pages 481-504, December.
    10. Jean-François Goux & Charbel Cordahi, 2007. "The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon," Post-Print halshs-00174466, HAL.
    11. Levent, Korap, 2007. "Testing causal relationships between energy consumption, real income and prices: evidence from Turkey," MPRA Paper 21834, University Library of Munich, Germany.
    12. Tom Stark, 1998. "A Bayesian vector error corrections model of the U.S. economy," Working Papers 98-12, Federal Reserve Bank of Philadelphia.
    13. Mahdi Barakchian, S., 2015. "Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis," Economic Modelling, Elsevier, vol. 46(C), pages 11-26.
    14. Georgios Gatopoulos & Helen Gazopoulou & George A. Zombanakis, 2020. "Assessing the Impact of Domestic Economic Crises on Foreign Travel Data Recording: The Greek Case," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 327-339.
    15. William C. Whitesell, "undated". "Interest Rates and M2 in an Error-Correction Macro Model," Finance and Economics Discussion Series 1997-59, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.

  17. Richard G. Anderson & Robert H. Rasche, 2001. "The remarkable stability of monetary base velocity in the United States, 1919-1999," Working Papers 2001-008, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Nelson Edward, 2005. "The Great Inflation of the Seventies: What Really Happened?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-50, July.
    2. William Poole & Robert H. Rasche & David C. Wheelock, 2013. "The Great Inflation: Did The Shadow Know Better?," NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 61-107, National Bureau of Economic Research, Inc.
    3. doğru, bülent, 2013. "Dynamic Analysis of Money Demand Function: Case of Turkey," MPRA Paper 48402, University Library of Munich, Germany.
    4. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 76(1), pages 16-25, March.
    5. Kent Kimbrough & Ioannis Spyridopoulos, 2012. "The Welfare Cost of Inflation in Greece," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 10(1), pages 41-52.
    6. Peter N. Ireland, 2009. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," American Economic Review, American Economic Association, vol. 99(3), pages 1040-1052, June.
    7. Hendrickson, Joshua, 2010. "Redundancy or Mismeasurement? A Reappraisal of Money," MPRA Paper 21477, University Library of Munich, Germany.
    8. Serpil Canbas & Murat Doganlar & Yildirim B.Onal, 2002. "Measurement of Foreign Exchange Exposure on the Turkish Private Banks’ Stock Prices," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(22), pages 17-32.
    9. Fatih Cin & Fikret Dulger, 2002. "Income Velocity of Money (M2): The Case of Turkey, 1986-2000," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(22), pages 33-48.
    10. Stracca, Livio, 2001. "The functional form of the demand for euro area M1," Working Paper Series 51, European Central Bank.
    11. Nelson, Edward, 2003. "The Future of Monetary Aggregates in Monetary Policy Analysis," CEPR Discussion Papers 3897, C.E.P.R. Discussion Papers.
    12. Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.
    13. Jung, Alexander, 2018. "Does McCallum’s rule outperform Taylor’s rule during the financial crisis?," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 9-21.
    14. Tulay Yucel & Gulizar Kurt, 2002. "Cash Conversion Cycle, Cash Management and Profitability: An Empirical Study on the ISE Traded Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(22), pages 1-16.

  18. Richard G. Anderson & Robert H. Rasche, 2000. "Retail sweep programs and bank reserves, 1994--1999," Working Papers 2000-023, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Duca, John V., 2013. "Did the commercial paper funding facility prevent a Great Depression style money market meltdown?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 747-758.
    2. Richard G. Anderson & Michael Bordo & John V. Duca, 2016. "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," Economics Working Papers 16111, Hoover Institution, Stanford University.
    3. Oscar Jorda & Selva Demiralp, 2003. "The Pavlovian Response of Term Rates to Fed Announcements," Working Papers 192, University of California, Davis, Department of Economics.
    4. Daniel L. Thornton, 2012. "Monetary policy: why money matters, and interest rates don’t," Working Papers 2012-020, Federal Reserve Bank of St. Louis.
    5. Selva Demiralp, 2001. "Monetary policy in a changing world: rising role of expectations and the anticipation effect," Finance and Economics Discussion Series 2001-55, Board of Governors of the Federal Reserve System (U.S.).
    6. William Barnett & Jia Liu & Ryan Mattson & Jeff van den Noort, 2012. "The New CFS Divisia Monetary Aggregates: Design, Construction, and Data Sources," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201208, University of Kansas, Department of Economics, revised May 2012.
    7. Mark G. Guzman, 2004. "The impact of paying interest on reserves in the presence of government deficit financing," Working Papers 0406, Federal Reserve Bank of Dallas.
    8. Ryan S. Mattson & Philippe de Peretti, 2014. "Investigating the Role of Real Divisia Money in Persistence-Robust Econometric Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00984827, HAL.
    9. Telser, Lester G., 2007. "Solvency vs competition: Hobson's choice for the Fed," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1151-1173, November.
    10. Fleissig, Adrian R. & Jones, Barry E., 2015. "The impact of commercial sweeping on the demand for monetary assets during the Great Recession," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 412-422.
    11. Alfred A. Haug & Julie Tam, 2007. "A Closer Look At Long‐Run U.S. Money Demand: Linear Or Nonlinear Error‐Correction With M0, M1, Or M2?," Economic Inquiry, Western Economic Association International, vol. 45(2), pages 363-376, April.
    12. Parantap Basu, 2014. "Quantitative Easing in an Endogenous Growth Model," CEGAP Working Papers 2014_01, Durham University Business School.
    13. Richard G. Anderson & Barry E. Jones, 2011. "A comprehensive revision of the U.S. monetary services (divisia) indexes," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 325-360.
    14. Daniel L. Thornton, 2010. "The relationship between the daily and policy-relevant liquidity effects," Review, Federal Reserve Bank of St. Louis, vol. 92(Jan), pages 73-88.
    15. John V. Duca, 2014. "What drives the shadow banking system in the short and long run?," Working Papers 1401, Federal Reserve Bank of Dallas.
    16. Duca, John V., 2016. "How capital regulation and other factors drive the role of shadow banking in funding short-term business credit," Journal of Banking & Finance, Elsevier, vol. 69(S1), pages 10-24.
    17. Tatom, John, 2006. "Money Growth Has Slowed Sharply—Should Anybody Care?," MPRA Paper 17780, University Library of Munich, Germany.
    18. Oscar Jorda & Holly Liu & Jeffrey Williams & Selva Demiralp, 2003. "The Announcement Effect: Evidence from Open Market Desk Data," Working Papers 282, University of California, Davis, Department of Economics.
    19. Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010. "Does money matter in inflation forecasting?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.
    20. William T. Gavin, 2009. "More money: understanding recent changes in the monetary base," Review, Federal Reserve Bank of St. Louis, vol. 91(Mar), pages 49-60.

  19. Richard G. Anderson & Robert H. Rasche, 2000. "The domestic adjusted monetary base," Working Papers 2000-002, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Aksoy, Yunus & Piskorski, Tomasz, 2006. "U.S. domestic money, inflation and output," Journal of Monetary Economics, Elsevier, vol. 53(2), pages 183-197, March.
    2. Richard G. Anderson & Robert H. Rasche, 1999. "Eighty years of observations on the adjusted monetary base: 1918-1997," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-22.
    3. Nicoletta Batini & Edward Nelson, 2001. "The Lag from Monetary Policy Actions to Inflation: Friedman Revisited," International Finance, Wiley Blackwell, vol. 4(3), pages 381-400.
    4. Javier Andrés & David López-Salido & Edward Nelson, 2008. "Money and the natural rate of interest: structural estimates for the United States and the euro area," Working Papers 0805, Banco de España.
    5. William R. Emmons, 1999. "What can \"buy-and-hold\" stock investors expect?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jun.
    6. William T. Gavin & Finn E. Kydland, 2000. "The nominal facts and the October 1979 policy change," Review, Federal Reserve Bank of St. Louis, vol. 82(Nov), pages 39-61.
    7. Robert Stauffer, 2006. "An Innovative Money Multiplier," The American Economist, Sage Publications, vol. 50(2), pages 58-64, October.
    8. William A. Barnett, 1996. "Which Road Leads to Stable Money Demand?," Macroeconomics 9611001, University Library of Munich, Germany.
    9. Michael J. Dueker, 1999. "A barometer of financial market uncertainty," Monetary Trends, Federal Reserve Bank of St. Louis, issue May.
    10. Seitz, Franz & Rösl, Gerhard & Bartzsch, Nikolaus, 2011. "Currency movements within and outside a currency union: The case of Germany and the euro area," Weidener Diskussionspapiere 30, University of Applied Sciences Amberg-Weiden (OTH).
    11. Frank A. Schmid, 1999. "Quality spreads in the bond market," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
    12. Le Maux, Laurent, 2003. "Dollarisation officielle : analyse critique et alternative," L'Actualité Economique, Société Canadienne de Science Economique, vol. 79(3), pages 367-391, Septembre.
    13. Nelson, Edward, 2002. "Direct effects of base money on aggregate demand: theory and evidence," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 687-708, May.
    14. R. Alton Gilbert, 1999. "Has the quality of bank loans deteriorated?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
    15. Andres, Javier & Lopez-Salido, J. David & Nelson, Edward, 2005. "Sticky-price models and the natural rate hypothesis," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 1025-1053, July.
    16. Javier Andres & J. David López-Salido & Edward Nelson, 2004. "Tobin's imperfect asset substitution in optimizing general equilibrium," Working Papers 2004-003, Federal Reserve Bank of St. Louis.
    17. Alessandro Piergallini, 2006. "Real Balance Effects and Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 44(3), pages 497-511, July.
    18. Patricia S. Pollard, 2001. "The creation of the Euro and the role of the dollar in international markets," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 17-36.
    19. Joe Haslag & R.W. Hafer & Garett Jones, 2003. "The Effect of Monetary Policy on Economic Output," Working Papers 0311, Department of Economics, University of Missouri.
    20. James Woods, 2003. ""Money" is the Reserves not the Money," Macroeconomics 0309019, University Library of Munich, Germany, revised 28 Dec 2003.
    21. Aksoy, Yunus & Piskorski, Tomasz, 2001. "Domestic money and US output and inflation," CFS Working Paper Series 2001/08, Center for Financial Studies (CFS).
    22. Donald H. Dutkowsky & Barry Z. Cynamon & Barry E. Jones, 2006. "U.S. Narrow Money for the Twenty-First Century," Economic Inquiry, Western Economic Association International, vol. 44(1), pages 142-152, January.
    23. Julio Pindado & Ignacio Requejo & Juan C. Rivera, 2020. "Does money supply shape corporate capital structure? International evidence from a panel data analysis," The European Journal of Finance, Taylor & Francis Journals, vol. 26(6), pages 554-584, April.
    24. Aksoy, Yunus & Piskorski, Tomasz, 2005. "US domestic currency in forecast error variance decompositions of inflation and output," Economics Letters, Elsevier, vol. 86(2), pages 265-271, February.

  20. Richard G. Anderson & Robert H. Rasche, 1997. "Construction of an estimated domestic monetary base using new estimates of foreign holdings of U.S. currency," Working Papers 1997-019, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Feige, Edgar L., 2011. "New estimates of U.S. currency abroad, the domestic money supply and the unreported Economy," MPRA Paper 34778, University Library of Munich, Germany.
    2. Feige, Edgar L., 2012. "The myth of the “cashless society”: How much of America’s currency is overseas?," MPRA Paper 42169, University Library of Munich, Germany.

  21. Richard G. Anderson & Sean Collins, 1997. "Modeling U.S. households' demand for liquid wealth in an era of financial change," Working Papers 1997-014, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Seitz, Franz & von Landesberger, Julian, 2010. "Household money holdings in the euro area: An explorative investigation," Working Paper Series 1238, European Central Bank.
    2. Gillman, Max & Otto, Glenn, 2003. "Money Demand in a Banking Time Economy," Discussion Paper Series 26221, Hamburg Institute of International Economics.
    3. Caner, M. & Kilian, L., 2001. "Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 639-657, October.
    4. Franz Seitz & Julian von Landesberger, 2012. "Household Money Demand: The Euro Area Case," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(III), pages 409-438, September.
    5. Tomoe Moore & Christopher Green, 2005. "Other financial institutions' portfolio behaviour and policy implications: A study of India," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 543-562.

  22. Richard G. Anderson & Robert H. Rasche, 1996. "A revised measure of the St. Louis adjusted monetary base," Working Papers 1996-004, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Donald S. Allen, 1998. "How closely do banks manage vault cash?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 43-54.
    2. Richard G. Anderson & Robert H. Rasche, 1999. "Eighty years of observations on the adjusted monetary base: 1918-1997," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-22.
    3. William R. Emmons, 1999. "What can \"buy-and-hold\" stock investors expect?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jun.
    4. William T. Gavin & Finn E. Kydland, 2000. "The nominal facts and the October 1979 policy change," Review, Federal Reserve Bank of St. Louis, vol. 82(Nov), pages 39-61.
    5. William A. Barnett, 1996. "Which Road Leads to Stable Money Demand?," Macroeconomics 9611001, University Library of Munich, Germany.
    6. Michael J. Dueker, 1999. "A barometer of financial market uncertainty," Monetary Trends, Federal Reserve Bank of St. Louis, issue May.
    7. Frank A. Schmid, 1999. "Quality spreads in the bond market," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
    8. R. Alton Gilbert, 1999. "Has the quality of bank loans deteriorated?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
    9. Vilasuso, Jon, 1999. "The Liquidity Effect and the Operating Procedure of the Federal Reserve," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 443-461, July.
    10. William T. Gavin, 2009. "More money: understanding recent changes in the monetary base," Review, Federal Reserve Bank of St. Louis, vol. 91(Mar), pages 49-60.

  23. Richard G. Anderson & Robert H. Rasche, 1996. "Defining the adjusted monetary base in an era of financial change," Working Papers 1996-014, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Donald S. Allen, 1998. "How closely do banks manage vault cash?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 43-54.
    2. Tatom, John A., 2014. "U.S. monetary policy in disarray," Journal of Financial Stability, Elsevier, vol. 12(C), pages 47-58.
    3. Richard G. Anderson & Robert H. Rasche, 1996. "A revised measure of the St. Louis adjusted monetary base," Review, Federal Reserve Bank of St. Louis, vol. 78(Mar), pages 3-13.
    4. Cosimano, Thomas F. & McDonald, Bill, 1998. "What's different among banks?," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 57-70, February.
    5. Richard G. Anderson & Robert H. Rasche, 1997. "Construction of an estimated domestic monetary base using new estimates of foreign holdings of U.S. currency," Working Papers 1997-019, Federal Reserve Bank of St. Louis.
    6. Vilasuso, Jon, 1999. "The Liquidity Effect and the Operating Procedure of the Federal Reserve," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 443-461, July.

  24. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Building new monetary services indices: methodology and source data," Working Papers 1996-008, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Elger, Thomas, 2002. "The Demand for Monetary Assets in the UK; a Locally Flexible Demand System Analysis," Working Papers 2002:6, Lund University, Department of Economics.
    2. William A. Barnett, 1996. "Which Road Leads to Stable Money Demand?," Macroeconomics 9611001, University Library of Munich, Germany.
    3. Drake, Leigh & Fleissig, Adrian R., 2008. "A Note On The Policy Implications Of Using Divisia Consumption And Monetary Aggregates," Macroeconomic Dynamics, Cambridge University Press, vol. 12(1), pages 132-149, February.
    4. Swanson, Norman R., 1998. "Money and output viewed through a rolling window," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 455-474, May.

  25. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Monetary aggregation theory and statistical index numbers," Working Papers 1996-007, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Yu, Qiao & Tsui, Albert K., 2000. "Monetary services and money demand in China," China Economic Review, Elsevier, vol. 11(2), pages 134-148, December.
    2. Leong, Choi-Meng & Puah, Chin-Hong & Abu Mansor, Shazali & Evan, Lau, 2008. "Testing the Effectiveness of Monetary Policy in Malaysia Using Alternative Monetary Aggregation," MPRA Paper 10568, University Library of Munich, Germany.
    3. Elger, Thomas, 2002. "The Demand for Monetary Assets in the UK; a Locally Flexible Demand System Analysis," Working Papers 2002:6, Lund University, Department of Economics.
    4. William A. Barnett, 2003. "Aggregation-Theoretic Monetary Aggregation over the Euro Area, when Countries are Heterogeneous," Macroeconomics 0309018, University Library of Munich, Germany.
    5. William Barnett & Biyan Tang, 2015. "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201506, University of Kansas, Department of Economics, revised Nov 2015.
    6. Katrin Wesche, 1997. "The demand for divisia money in a core monetary union," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-60.
    7. Travis D. Nesmith, 2007. "Rational Seasonality," International Symposia in Economic Theory and Econometrics, in: Functional Structure Inference, pages 227-255, Emerald Group Publishing Limited.
    8. Jones, Barry E. & Stracca, Livio, 2008. "Does money matter in the IS curve? The case of the UK," Working Paper Series 904, European Central Bank.
    9. Ireland, Peter N., 2014. "The Macroeconomic Effects Of Interest On Reserves," Macroeconomic Dynamics, Cambridge University Press, vol. 18(6), pages 1271-1312, September.
    10. Elger, Thomas & Jones, Barry E. & Nilsson, Birger, 2006. "Forecasting with Monetary Aggregates: Recent Evidence for the United States," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 428-446.
    11. Cysne, Rubens Penha, 2000. "Divisia indexes, money and welfare," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 396, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    12. Richard G. Anderson & Jason J. Buol, 2005. "Revisions to user costs for the Federal Reserve Bank of St. Louis monetary services indices," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 735-750.
    13. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Building new monetary services indices: methodology and source data," Working Papers 1996-008, Federal Reserve Bank of St. Louis.
    14. Hjertstrand, Per & Swofford, James L., 2019. "Revealed preference tests of indirect and homothetic weak separability of financial assets, consumption and leisure," Journal of Financial Stability, Elsevier, vol. 42(C), pages 108-114.
    15. Stracca, Livio, 2001. "Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area," Working Paper Series 79, European Central Bank.
    16. Richard G. Anderson & Barry E. Jones, 2011. "A comprehensive revision of the U.S. monetary services (divisia) indexes," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 325-360.
    17. Johannes Sauer, 2006. "Economic Theory and Econometric Practice: Parametric Efficiency Analysis," Empirical Economics, Springer, vol. 31(4), pages 1061-1087, November.
    18. William A Barnett & Unja Chae & John W Keating, 2012. "Forecast Design In Monetary Capital Stock Measurement," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-53.
    19. Binner, Jane M. & Bissoondeeal, Rakesh K. & Elger, C. Thomas & Jones, Barry E. & Mullineux, Andrew W., 2009. "Admissible monetary aggregates for the euro area," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 99-114, February.
    20. Sauer, J.F., 2005. "“Efficiency Flooding”: Black-Box Frontiers and Policy Implications," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(1), pages 17-52.
    21. Mauricio Calani & J. Rodrigo Fuentes & Klaus Schmidt-Hebbel, 2008. "A Systemic Approach to Money Demand Modeling," Working Papers Central Bank of Chile 512, Central Bank of Chile.
    22. Serletis, Apostolos & Shintani, Mototsugu, 2006. "Chaotic monetary dynamics with confidence," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 228-252, March.
    23. Elger Thomas & Binner Jane M., 2004. "The UK Household Sector Demand for Risky Money," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-22, March.
    24. William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, University Library of Munich, Germany.
    25. Binner, Jane & Elger, Thomas, 2002. "The UK Personal Sector Demand for Risky Money," Working Papers 2002:9, Lund University, Department of Economics.
    26. Binner, Jane M. & Chaudhry, Sajid & Kelly, Logan & Swofford, James L., 2018. "“Risky” monetary aggregates for the UK and US," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 127-138.
    27. Thornton, Saranna Robinson, 2000. "How do broader monetary aggregates and divisia measures of money perform in McCallum's adaptive monetary rule?," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 181-204.
    28. Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010. "Does money matter in inflation forecasting?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.
    29. Sarwar, haroon & Hussian, zakir & Awan, masood sarwar, 2011. "Money Demand Functions for Pakistan (Divisia Approach)," MPRA Paper 34361, University Library of Munich, Germany.

  26. Richard G. Anderson & William G. Dewald, 1994. "Replication and scientific standards in economics a decade later: the impact of JMCB project," Working Papers 1994-007, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Anderson, Richard G., 2017. "Should you choose to do so...: A replication paradigm," Economics Discussion Papers 2017-79, Kiel Institute for the World Economy (IfW Kiel).

  27. Richard G. Anderson & Kenneth A. Kavajecz, 1994. "A historical perspective on the Federal Reserve's monetary aggregates," Working Papers 1994-006, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Giampiero M. Gallo & Massimiliano Marcellino, "undated". "Ex Post and Ex Ante Analysis of Provisional Data," Working Papers 141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

Articles

  1. Richard G. Anderson & Yang Liu, 2013. "Banks and credit unions: competition not going away," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr.

    Cited by:

    1. Naaman, Christine & Magnan, Michel & Hammami, Ahmad & Yao, Li, 2021. "Credit unions vs. commercial banks, who takes more risk?," Research in International Business and Finance, Elsevier, vol. 55(C).

  2. Richard G. Anderson & Yang Liu, 2013. "How low can you go? negative interest rates and investors’ flight to safety," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan.

    Cited by:

    1. Corsi, Fulvio & Lillo, Fabrizio & Pirino, Davide & Trapin, Luca, 2018. "Measuring the propagation of financial distress with Granger-causality tail risk networks," Journal of Financial Stability, Elsevier, vol. 38(C), pages 18-36.
    2. Adam Glapiński, 2021. "Analiza ujemnych stóp procentowych na przykładzie Danii, Szwajcarii oraz Szwecji," Bank i Kredyt, Narodowy Bank Polski, vol. 52(3), pages 191-226.
    3. Fabian Schär, 2021. "Decentralized Finance: On Blockchain- and Smart Contract-Based Financial Markets," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 153-174, April.
    4. Violeta A. Gutkowski, 2021. "Lockdown Responses to COVID-19," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 127-151, April.
    5. Evan Karson & Christopher J. Neely, 2020. "More Stories of Unconventional Monetary Policy," Working Papers 2020-043, Federal Reserve Bank of St. Louis.
    6. Edison Yu, 2016. "Did quantitative easing work?," Economic Insights, Federal Reserve Bank of Philadelphia, vol. 1(1), pages 5-13, January.
    7. Maria E. Canon & Limor Golan & Cody A. Smith, 2021. "Understanding the Gender Earnings Gap: Hours Worked, Occupational Sorting, and Labor Market Experience," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 175-205, April.
    8. Miroslav Titze, 2016. "Menová politika záporných úrokových sadzieb v eurozóne a Japonsku [Monetary Policy of Negative Interest Rates in Eurozone and Japan]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(8), pages 953-972.
    9. Jozef Kiselak & Philipp Hermann & Milan Stehlik, 2016. "Negative interest rates: why and how?," Papers 1601.02246, arXiv.org.
    10. Wenbin Wu, 2018. "The Credit Channel at the Zero Lower Bound through the Lens of Equity Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 435-448, March.

  3. Anderson, Richard G. & Binner, Jane M. & Schmidt, Vincent A., 2012. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Economics Letters, Elsevier, vol. 117(1), pages 174-177.
    See citations under working paper version above.
  4. Richard G. Anderson, 2012. "Driving to recession and recovery," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Agapova, Elena & Baranov, Nikolay & E. Bykova & Dmitrieva, Maya & Lobov, Artem, 2014. "Modern Problems of Development of State Contract in Russian Economy," Published Papers r90212, Russian Presidential Academy of National Economy and Public Administration.

  5. Richard G. Anderson, 2012. "How positive are recent employment and labor market trends?," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Julie L. Hotchkiss, 2014. "Adjusted Employment-to-Population Ratio as an Indicator of Labor Market Strength," FRB Atlanta Working Paper 2014-8, Federal Reserve Bank of Atlanta.

  6. Richard G Anderson & Kevin L Kliesen, 2012. "How Does the FOMC Learn About Economic Revolutions? Evidence from the New Economy Era, 1994–2001," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 47(1), pages 27-56, January.

    Cited by:

    1. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.

  7. Richard G. Anderson & Barry E. Jones, 2011. "A comprehensive revision of the U.S. monetary services (divisia) indexes," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 325-360.

    Cited by:

    1. Michael T. Belongia & Peter N. Ireland, 2012. "A "Working" Solution to the Question of Nominal GDP Targeting," Boston College Working Papers in Economics 802, Boston College Department of Economics, revised 04 Jan 2013.
    2. Pablo Kurlat, 2019. "Deposit Spreads and the Welfare Cost of Inflation," 2019 Meeting Papers 211, Society for Economic Dynamics.
    3. William Barnett, 2013. "Friedman and Divisia Monetary Measures," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201312, University of Kansas, Department of Economics, revised Dec 2013.
    4. Keating, John W. & Kelly, Logan J. & Valcarcel, Victor J., 2014. "Solving the price puzzle with an alternative indicator of monetary policy," Economics Letters, Elsevier, vol. 124(2), pages 188-194.
    5. Belongia, Michael T. & Ireland, Peter N., 2014. "The Barnett critique after three decades: A New Keynesian analysis," Journal of Econometrics, Elsevier, vol. 183(1), pages 5-21.
    6. Michael T. Belongia & Peter N. Ireland, 2013. "Instability: Monetary and Real," Boston College Working Papers in Economics 830, Boston College Department of Economics.
    7. William Barnett & Biyan Tang, 2015. "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201506, University of Kansas, Department of Economics, revised Nov 2015.
    8. El-Shagi, Makram & Kelly, Logan, 2019. "What can we learn from country-level liquidity in the EMU?," Journal of Financial Stability, Elsevier, vol. 42(C), pages 75-83.
    9. Michael T. Belongia & Peter N. Ireland, 2016. "Money and Output: Friedman and Schwartz Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1223-1266, September.
    10. William Barnett & Jia Liu & Ryan Mattson & Jeff van den Noort, 2012. "The New CFS Divisia Monetary Aggregates: Design, Construction, and Data Sources," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201208, University of Kansas, Department of Economics, revised May 2012.
    11. Richard G. Anderson & Marcelle Chauvet & Barry E. Jones, 2013. "Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy," Working Papers 2013-018, Federal Reserve Bank of St. Louis.
    12. Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach," Economics Bulletin, AccessEcon, vol. 33(2), pages 1101-1115.
    13. Zachary Bethune & Guillaume Rocheteau & Peter Rupert, 2015. "Aggregate Unemployment and Household Unsecured Debt," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(1), pages 77-100, January.
    14. Fleissig, Adrian R. & Jones, Barry E., 2015. "The impact of commercial sweeping on the demand for monetary assets during the Great Recession," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 412-422.
    15. Binner, Jane M. & Chaudhry, Sajid & Kelly, Logan & Swofford, James L., 2018. "“Risky” monetary aggregates for the UK and US," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 127-138.
    16. Apostolos Serletis & Periklis Gogas, 2014. "Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(1), pages 229-241, February.
    17. Michael T. Belongia & Peter N. Ireland, 2012. "Quantitative Easing: Interest Rates and Money in the Measurement of Monetary Policy," Boston College Working Papers in Economics 801, Boston College Department of Economics.
    18. Sunil Paul & M. Ramachandran, 2013. "Do Currency Equivalent Monetary Aggregates Have an Edge over Their Simple Sum Counterparts?," South Asian Journal of Macroeconomics and Public Finance, , vol. 2(2), pages 107-143, December.
    19. Rakesh Bissoondeeal & Michail Karoglou & Andy Mullineux, 2014. "Breaks in the UK Household Sector Money Demand Function," Manchester School, University of Manchester, vol. 82, pages 47-68, December.
    20. Anderson, Richard G. & Duca, John V. & Fleissig, Adrian R. & Jones, Barry E., 2019. "New monetary services (Divisia) indexes for the post-war U.S," Journal of Financial Stability, Elsevier, vol. 42(C), pages 3-17.
    21. Guidolin, Massimo & Pedio, Manuela, 2019. "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.

  8. Richard G. Anderson & Barry E. Jones, 2011. "Liquidity crises in the small and large," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Belongia, Michael T. & Ireland, Peter N., 2014. "The Barnett critique after three decades: A New Keynesian analysis," Journal of Econometrics, Elsevier, vol. 183(1), pages 5-21.

  9. Richard G. Anderson & Charles S. Gascon, 2011. "A closer look: assistance programs in the wake of the crisis," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan, pages 4-10.

    Cited by:

    1. Richard G. Anderson & Barry E. Jones, 2011. "A comprehensive revision of the U.S. monetary services (divisia) indexes," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 325-360.

  10. Richard G. Anderson & Kevin L. Kliesen, 2010. "FOMC learning and productivity growth (1985-2003): a reading of the record," Review, Federal Reserve Bank of St. Louis, vol. 92(Mar), pages 129-154.

    Cited by:

    1. Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CAMA Working Papers 2010-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Richard G. Anderson & Kevin L. Kliesen, 2011. "How does the FOMC learn about economic revolutions? evidence from the New Economy Era, 1994-2001," Working Papers 2011-041, Federal Reserve Bank of St. Louis.
    3. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.

  11. Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010. "Does money matter in inflation forecasting?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.
    See citations under working paper version above.
  12. Richard G. Anderson & Charles S. Gascon & Yang Liu, 2010. "Doubling your monetary base and surviving: some international experience," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 481-506.

    Cited by:

    1. Fabian Schär, 2021. "Decentralized Finance: On Blockchain- and Smart Contract-Based Financial Markets," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 153-174, April.
    2. Violeta A. Gutkowski, 2021. "Lockdown Responses to COVID-19," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 127-151, April.
    3. Stefan Behrendt, 2013. "Monetary Transmission via the Central Bank Balance Sheet," Global Financial Markets Working Paper Series 49-2013, Friedrich-Schiller-University Jena.
    4. Evan Karson & Christopher J. Neely, 2020. "More Stories of Unconventional Monetary Policy," Working Papers 2020-043, Federal Reserve Bank of St. Louis.
    5. Richard Robinson & Marwan El Nasser, 2013. "Decomposing US Money Supply Changes since the Financial Crisis," IJFS, MDPI, vol. 1(2), pages 1-13, June.
    6. Maria E. Canon & Limor Golan & Cody A. Smith, 2021. "Understanding the Gender Earnings Gap: Hours Worked, Occupational Sorting, and Labor Market Experience," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 175-205, April.
    7. Karras, Georgios, 2013. "Asymmetric effects of monetary policy with or without Quantitative Easing: Empirical evidence for the US," The Journal of Economic Asymmetries, Elsevier, vol. 10(1), pages 1-9.
    8. Raphael Auer & Sebastien Kraenzlin, 2011. "International liquidity provision during the financial crisis: a view from Switzerland," Review, Federal Reserve Bank of St. Louis, vol. 93(Nov), pages 409-418.
    9. Ahrendsen, Bruce L., 2012. "The Global Financial Crisis: Implications For Capital To Agribusiness," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 6(1-2), pages 1-4, September.
    10. Wolfram Berger & Friedrich Kissmer, 2013. "Monetary Policy and Asset Prices: When Cleaning Up Hits the Zero Lower Bound," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(III), pages 291-312, September.
    11. Brett W. Fawley & Christopher J. Neely, 2013. "Four stories of quantitative easing," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 51-88.
    12. Beckworth, David, 2017. "Permanent versus temporary monetary base Injections: Implications for past and future Fed Policy," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 110-126.
    13. Richard G. Anderson, 2012. "Quantitative easing the Swedish way," Economic Synopses, Federal Reserve Bank of St. Louis.

  13. Richard G. Anderson, 2010. "The first U.S. quantitative easing: the 1930s," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Hans J Blommestein & Philip Turner, 2012. "Interactions between sovereign debt management and monetary policy under fiscal dominance and financial instability," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 213-237, Bank for International Settlements.
    2. Jaremski, Matthew & Mathy, Gabriel, 2018. "How was the quantitative easing program of the 1930s Unwound?," Explorations in Economic History, Elsevier, vol. 69(C), pages 27-49.

  14. Richard G. Anderson & Charles S. Gascon, 2009. "The commercial paper market, the Fed, and the 2007-2009 financial crisis," Review, Federal Reserve Bank of St. Louis, vol. 91(Nov), pages 589-612.

    Cited by:

    1. Sven Klingler & Olav Syrstad, 2021. "Disclosing the Undisclosed: Commercial Paper As Hidden Liquidity Suffers," Working Paper 2021/16, Norges Bank.
    2. Radde, Sören & Cui, Wei, 2016. "Search-based endogenous asset liquidity and the macroeconomy," Working Paper Series 1917, European Central Bank.
    3. Cui, Wei, 2016. "Monetary–fiscal interactions with endogenous liquidity frictions," European Economic Review, Elsevier, vol. 87(C), pages 1-25.
    4. Scott Brave & Hesna Genay, 2011. "Federal Reserve policies and financial market conditions during the crisis," Working Paper Series WP-2011-04, Federal Reserve Bank of Chicago.
    5. Kyle D. Allen & Drew B. Winters, 2021. "Auditor response to changing risk: money market funds during the financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 1057-1086, April.
    6. Nicholas Borst, 2013. "Shadow Deposits as a Source of Financial Instability: Lessons from the American Experience for China," Policy Briefs PB13-14, Peterson Institute for International Economics.
    7. Haghani Rizi, Majid & Kishor, N. Kundan, 2017. "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper 83471, University Library of Munich, Germany.
    8. Stefański, Maciej, 2022. "Macroeconomic effects and transmission channels of quantitative easing," Economic Modelling, Elsevier, vol. 114(C).
    9. Gorton, Gary & Metrick, Andrew & Xie, Lei, 2021. "The flight from maturity," Journal of Financial Intermediation, Elsevier, vol. 47(C).
    10. David Luttrell & Harvey Rosenblum & Jackson Thies, 2012. "Understanding the risks inherent in shadow banking: a primer and practical lessons learned," Staff Papers, Federal Reserve Bank of Dallas, issue Nov.
    11. Wiggins, Rosalind, 2020. "The Commercial Paper Funding Facility (U.S. GFC)," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(3), pages 174-201, April.
    12. Kozubovska, Mariolia, 2017. "The effect of US bank holding companies’ exposure to asset-backed commercial paper conduits on the information opacity and systemic risk," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 530-545.
    13. Soeren Radde & Wei Cui, 2013. "Search-Based Endogenous Illiquidity, Business Cycles and Monetary Policy," 2013 Meeting Papers 1009, Society for Economic Dynamics.
    14. Richard G. Anderson & Barry E. Jones, 2011. "A comprehensive revision of the U.S. monetary services (divisia) indexes," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 325-360.
    15. John V. Duca, 2014. "What drives the shadow banking system in the short and long run?," Working Papers 1401, Federal Reserve Bank of Dallas.
    16. Duca, John V., 2016. "How capital regulation and other factors drive the role of shadow banking in funding short-term business credit," Journal of Banking & Finance, Elsevier, vol. 69(S1), pages 10-24.
    17. Marius Cristian Acatrinei, 2020. "Financial stability indicator for non-banking markets," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 3-9, November.
    18. Pablo Kurlat, 2015. "Liquidity as Social Expertise," NBER Working Papers 21118, National Bureau of Economic Research, Inc.
    19. James Felkerson, 2011. "$29,000,000,000,000: A Detailed Look at the Fed's Bailout by Funding Facility and Recipient," Economics Working Paper Archive wp_698, Levy Economics Institute.
    20. Akay, Ozgur (Ozzy) & Griffiths, Mark D. & Kotomin, Vladimir & Winters, Drew B., 2013. "A look inside AMLF: What traded and who benefited," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1643-1657.
    21. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
    22. James W. Fuchs & R. Alton Gilbert & Andrew P. Meyer, 2013. "The future of community banks: lessons from banks that thrived during the recent financial crisis," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 115-144.
    23. Metrick, Andrew, 2020. "Market Liquidity Programs: GFC and Before," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(3), pages 41-70, April.
    24. Andrea Roncella & Ignacio Ferrero, 2020. "A MacIntyrean Perspective on the Collapse of a Money Market Fund," Journal of Business Ethics, Springer, vol. 165(1), pages 29-43, August.

  15. Richard G. Anderson, 2009. "Resolving a banking crisis, the Nordic way," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Michele Fratianni & Francesco Marchionne, 2010. "Banks’ Great Bailout of 2008-2009," Working Papers 2010-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    2. Michele Fratianni & Francesco Marchionne, 2009. "Rescuing Banks from the Effects of the Financial Crisis," Mo.Fi.R. Working Papers 30, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    3. Richard G. Anderson & Charles S. Gascon & Yang Liu, 2010. "Doubling your monetary base and surviving: some international experience," Review, Federal Reserve Bank of St. Louis, vol. 92(Nov), pages 481-506.

  16. Richard G. Anderson, 2009. "The curious case of the U.S. monetary base," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 12-13.

    Cited by:

    1. Nancy Muller Durán & Ignacio Perrotini Hernández, 2018. "¿Existe alguna relación entre la base monetaria y la tasa de interés de la Reserva Federal de los Estados Unidos?," Contaduría y Administración, Accounting and Management, vol. 63(4), pages 41-42, Octubre-D.
    2. Nancy Muller Durán & Ignacio Perrotini Hernández, 2018. "Is there any relationship between the monetary base and the interest rate of the US Federal Reserve?," Contaduría y Administración, Accounting and Management, vol. 63(4), pages 43-44, Octubre-D.

  17. Richard G. Anderson, 2009. "Bankers' acceptances: yesterday's instrument to restart today's credit markets?," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Richard G. Anderson & Charles S. Gascon, 2009. "The commercial paper market, the Fed, and the 2007-2009 financial crisis," Review, Federal Reserve Bank of St. Louis, vol. 91(Nov), pages 589-612.

  18. Björn Hagströmer & Richard G. Anderson & Jane M. Binner & Thomas Elger & Birger Nilsson, 2008. "Mean–Variance Versus Full‐Scale Optimization: Broad Evidence For The Uk," Manchester School, University of Manchester, vol. 76(s1), pages 134-156, September.

    Cited by:

    1. Kassimatis, Konstantinos, 2021. "Mean-variance versus utility maximization revisited: The case of constant relative risk aversion," International Review of Financial Analysis, Elsevier, vol. 78(C).
    2. David Johnstone & Dennis Lindley, 2013. "Mean-Variance and Expected Utility: The Borch Paradox," Papers 1306.2728, arXiv.org.

  19. Richard G. Anderson, 2008. "Paying interest on deposits at Federal Reserve banks," Economic Synopses, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Friday K. Ohuche & Joseph Nnanna, 2018. "An evaluation of alternative approaches to the application of cash reserve requirements in Nigeria," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(1), pages 85-106, January.
    2. Silvio Contessi & Johanna L. Francis, 2009. "U.S. commercial bank lending through 2008:Q4: new evidence from gross credit flows," Working Papers 2009-011, Federal Reserve Bank of St. Louis.
    3. Bofinger, Peter & ,, 2010. "A primer on unconventional monetary policy," CEPR Discussion Papers 7755, C.E.P.R. Discussion Papers.

  20. Richard Anderson & William Greene & B. D. McCullough & H. D. Vinod, 2008. "The role of data/code archives in the future of economic research," Journal of Economic Methodology, Taylor & Francis Journals, vol. 15(1), pages 99-119.

    Cited by:

    1. Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019. "Replication studies in economics—How many and which papers are chosen for replication, and why?," Research Policy, Elsevier, vol. 48(1), pages 62-83.
    2. Michael A. Clemens, 2017. "The Meaning Of Failed Replications: A Review And Proposal," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 326-342, February.
    3. Maren Duvendack & Richard W. Palmer-Jones & W. Robert Reed, 2014. "Replications in Economics: A Progress Report," Working Papers in Economics 14/26, University of Canterbury, Department of Economics and Finance.
    4. Vlaeminck, Sven, 2013. "Data Management in Scholarly Journals and Possible Roles for Libraries - Some Insights from EDaWaX," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23(1), pages 49-79.
    5. Gabriel Okasa & Kenneth A. Younge, 2022. "Sample Fit Reliability," Papers 2209.06631, arXiv.org.
    6. KWON Seokbeom & MOTOHASHI Kazuyuki, 2020. "Incentive or Disincentive for Disclosure of Research Data? A Large-Scale Empirical Analysis and Implications for Open Science Policy," Discussion papers 20058, Research Institute of Economy, Trade and Industry (RIETI).
    7. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    8. Frank Mueller-Langer & Patrick Andreoli-Versbach, 2014. "Open Access to Research Data: Strategic Delay and the Ambiguous Welfare Effects of Mandatory Data Disclosure," RatSWD Working Papers 239, German Data Forum (RatSWD).
    9. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    10. Albers, Sönke, 2012. "Optimizable and implementable aggregate response modeling for marketing decision support," International Journal of Research in Marketing, Elsevier, vol. 29(2), pages 111-122.
    11. Patrick Andreoli-Versbach & Frank Mueller-Langer, 2013. "Open Access to Data: An Ideal Professed but not Practised," RatSWD Working Papers 215, German Data Forum (RatSWD).
    12. A. Yalta & A. Yalta, 2010. "Should Economists Use Open Source Software for Doing Research?," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 371-394, April.
    13. Graham A. Davis, 2012. "Replicating "Sources of Slow Growth in African Economies"," Working Papers 2012-09, Colorado School of Mines, Division of Economics and Business.
    14. Sven Vlaeminck & Gert G. Wagner & Joachim Wagner & Dietmar Harhoff & Olaf Siegert, 2013. "Replizierbare Forschung in den Wirtschaftswissenschaften erhöhen – eine Herausforderung für wissenschaftliche Infrastrukturdienstleister," RatSWD Working Papers 224, German Data Forum (RatSWD).
    15. Mark J. McCabe & Frank Mueller-Langer, 2019. "Does Data Disclosure Increase Citations? Empirical Evidence from a Natural Experiment in Leading Economics Journals," JRC Working Papers on Digital Economy 2019-02, Joint Research Centre.
    16. Graham A. Davis, 2012. "Replicating Sachs and Warner: The 1997 Working Paper," Working Papers 2012-08, Colorado School of Mines, Division of Economics and Business.
    17. Vlaeminck, Sven & Podkrajac, Felix, 2017. "Journals in Economic Sciences: Paying Lip Service to Reproducible Research?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 41(1-4), pages 1-16.
    18. Frank Mueller-Langer & Marc Scheufen, 2013. "Academic publishing and open access," Chapters, in: Ruth Towse & Christian Handke (ed.), Handbook on the Digital Creative Economy, chapter 32, pages 365-377, Edward Elgar Publishing.
    19. Arne Henningsen & Géraldine Henningsen, 2011. "Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES," IFRO Working Paper 2011/9, University of Copenhagen, Department of Food and Resource Economics.
    20. Maren Duvendack & Richard Palmer-Jones, 2013. "Replication of quantitative work in development studies: Experiences and suggestions," Progress in Development Studies, , vol. 13(4), pages 307-322, October.
    21. Le Zhang & Andreas Ortmann, 2012. "A reproduction and replication of Engel’s meta-study of dictator game experiments," Discussion Papers 2012-44, School of Economics, The University of New South Wales.

  21. Richard G. Anderson, 2007. "How well do wages follow productivity growth?," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.

    Cited by:

    1. Mathieu Dufour & Ellen Russell, 2015. "Why Isn't Productivity More Popular? A Bargaining Power Approach to the Pay/Productivity Linkage in Canada," International Productivity Monitor, Centre for the Study of Living Standards, vol. 28, pages 47-62, Spring.
    2. Robert G Murphy & Adam Rohde, 2018. "Rational Bias in Inflation Expectations," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 44(1), pages 153-171, January.
    3. René Cabral & André Varella Mollick & Eduardo Saucedo, 2016. "Violence in Mexico and its effects on labor productivity," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(2), pages 317-339, March.
    4. Fofack, Achille & Temkeng, Serge, 2021. "A cross-sectoral analysis of the relation between labor productivity and labor compensation in the European Union," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 62, pages 54-65.

  22. Richard G. Anderson & Marcela M. Williams, 2007. "Currency design in the United States and abroad: counterfeit deterrence and visual accessibility," Review, Federal Reserve Bank of St. Louis, vol. 89(Sep), pages 371-414.

    Cited by:

    1. Kylie Springer & Priya Subramanian & Terence Turton, 2015. "Australian Banknotes: Assisting People with Vision Impairment," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 01-12, March.
    2. Frank A.G. den Butter & Stefan P.T. Groot & Faroek Lazrak, 2007. "The Transaction Costs Perspective on Standards as a Source of Trade and Productivity Growth," Tinbergen Institute Discussion Papers 07-090/3, Tinbergen Institute.
    3. Nurfarhana Hassan & Tahir Ahmad & Naji Arafat Mahat & Hasmerya Maarof & Mujahid Abdullahi & Nur Farah Dina Ajid & Zarith Sofia Jasmi & Foo Keat How, 2023. "Authentication of Counterfeit Hundred Ringgit Malaysian Banknotes Using Fuzzy Graph Method," Mathematics, MDPI, vol. 11(4), pages 1-12, February.
    4. Kim Nguyen & Anny Francis, 2019. "Confidence in Australian Banknotes," RBA Research Discussion Papers rdp2019-12, Reserve Bank of Australia.

  23. Richard G. Anderson, 2006. "Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC," Review, Federal Reserve Bank of St. Louis, vol. 88(Jan), pages 81-93.

    Cited by:

    1. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    2. Frank Mueller-Langer & Patrick Andreoli-Versbach, 2014. "Open Access to Research Data: Strategic Delay and the Ambiguous Welfare Effects of Mandatory Data Disclosure," RatSWD Working Papers 239, German Data Forum (RatSWD).
    3. Roderick Hill, 2008. "Optimal taxation and economic growth: a comment," Public Choice, Springer, vol. 134(3), pages 419-427, March.
    4. Fumio Hayashi & Yuta Tachi, 2023. "Nowcasting Japan’s GDP," Empirical Economics, Springer, vol. 64(4), pages 1699-1735, April.
    5. Naoko Hara & Hibiki Ichiue, 2010. "Real-time Analysis on Japan's Labor Productivity," Bank of Japan Working Paper Series 10-E-7, Bank of Japan.
    6. Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012. "An Area-Wide Real-Time Database for the Euro Area," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1000-1013, November.

  24. Richard G. Anderson & Kevin L. Kliesen, 2006. "The 1990s acceleration in labor productivity: causes and measurement," Review, Federal Reserve Bank of St. Louis, vol. 88(May), pages 181-202.

    Cited by:

    1. Richard G. Anderson & Kevin L. Kliesen, 2010. "FOMC learning and productivity growth (1985-2003): a reading of the record," Review, Federal Reserve Bank of St. Louis, vol. 92(Mar), pages 129-154.
    2. Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CAMA Working Papers 2010-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. René Cabral & André Varella Mollick & Eduardo Saucedo, 2016. "Violence in Mexico and its effects on labor productivity," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(2), pages 317-339, March.
    4. Elliott, Graham & Müller, Ulrich K, 2014. "Pre and post break parameter inference," University of California at San Diego, Economics Working Paper Series qt4j733246, Department of Economics, UC San Diego.
    5. Kevin L. Kliesen & John A. Tatom, 2018. "Is American manufacturing in decline?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(3), pages 107-123, July.
    6. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
    7. Hilda Kahne & Zachary Mabel, 2010. "Single Mothers and Other Low Earners: Policy Routes to Adequate Wages," Poverty & Public Policy, John Wiley & Sons, vol. 2(3), pages 113-149, August.
    8. Antonio Paradiso, 2023. "A reconstruction of the time series of global technology from 5500 BC to the 2000s," Working Papers 2023:12, Department of Economics, University of Venice "Ca' Foscari".

  25. Richard G. Anderson & Jason J. Buol, 2005. "Revisions to user costs for the Federal Reserve Bank of St. Louis monetary services indices," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 735-750.

    Cited by:

    1. William Barnett & Jia Liu & Ryan Mattson & Jeff van den Noort, 2012. "The New CFS Divisia Monetary Aggregates: Design, Construction, and Data Sources," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201208, University of Kansas, Department of Economics, revised May 2012.
    2. Richard G. Anderson & Marcelle Chauvet & Barry E. Jones, 2013. "Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy," Working Papers 2013-018, Federal Reserve Bank of St. Louis.
    3. Elger, Thomas & Jones, Barry E. & Nilsson, Birger, 2006. "Forecasting with Monetary Aggregates: Recent Evidence for the United States," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 428-446.
    4. Richard G. Anderson & Barry E. Jones, 2011. "A comprehensive revision of the U.S. monetary services (divisia) indexes," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 325-360.
    5. Serletis, Apostolos & Uritskaya, Olga Y., 2007. "Detecting signatures of stochastic self-organization in US money and velocity measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 385(1), pages 281-291.
    6. Apostolos Serletis & Sajjadur Rahman, 2009. "The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR," Open Economies Review, Springer, vol. 20(5), pages 607-630, November.
    7. Anderson, Richard G. & Duca, John V. & Fleissig, Adrian R. & Jones, Barry E., 2019. "New monetary services (Divisia) indexes for the post-war U.S," Journal of Financial Stability, Elsevier, vol. 42(C), pages 3-17.

  26. Richard G. Anderson, 2005. "Wicksell's natural rate," Monetary Trends, Federal Reserve Bank of St. Louis, issue Mar.

    Cited by:

    1. Papetti, Andrea, 2019. "Demographics and the natural real interest rate: historical and projected paths for the euro area," Working Paper Series 2258, European Central Bank.
    2. Nicolás Cachanosky & Peter Lewin, 2016. "An empirical application of the EVA® framework to business cycles," Review of Financial Economics, John Wiley & Sons, vol. 30(1), pages 60-67, September.

  27. Richard G. Anderson & Daniel L. Thornton, 2004. "The FOMCs considerable period," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb.

    Cited by:

    1. Hannes Haushofer & Gabriel Moser & Renate Unger, 2005. "Fundamental and Nonfundamental Factors in the Euro/U.S. Dollar Market in 2002 and 2003," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 58-76.

  28. Richard G. Anderson & Jeffrey Loesel & Robert H. Rasche, 2003. "A reconstruction of the Federal Reserve Bank of St. Louis adjusted monetary base and reserves," Review, Federal Reserve Bank of St. Louis, vol. 85(Sep), pages 39-69.

    Cited by:

    1. Claude B. Erb & Campbell R. Harvey, 2013. "The Golden Dilemma," NBER Working Papers 18706, National Bureau of Economic Research, Inc.
    2. Telser, Lester G., 2007. "Solvency vs competition: Hobson's choice for the Fed," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1151-1173, November.
    3. Richard G. Anderson, 2006. "Monetary base," Working Papers 2006-049, Federal Reserve Bank of St. Louis.
    4. Liu, Xiaochun, 2017. "Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 275-293.
    5. Chiuling Lu & Raymond So, 2005. "Return Relationships between Listed Banks and Real Estate Firms: Evidence from Seven Asian Economies," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 189-206, September.

  29. Richard G. Anderson & Michelle T. Meisch, 2003. "Does uncertainty about oil prices slow down the economy?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 12-13.

    Cited by:

    1. Luo, Jiawen & Ji, Qiang & Klein, Tony & Todorova, Neda & Zhang, Dayong, 2020. "On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks," Energy Economics, Elsevier, vol. 89(C).
    2. Charfeddine, Lanouar & Klein, Tony & Walther, Thomas, 2020. "Reviewing the oil price–GDP growth relationship: A replication study," Energy Economics, Elsevier, vol. 88(C).

  30. Anderson, Richard G. & Hoffman, Dennis L. & Rasche, Robert H., 2002. "Reply to the comments on 'A vector error-correction forecasting model of the U.S. economy'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 613-614, December.
    See citations under working paper version above.
  31. Anderson, Richard G. & Hoffman, Dennis L. & Rasche, Robert H., 2002. "A vector error-correction forecasting model of the US economy," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 569-598, December.

    Cited by:

    1. David Hendry & Andrew B. Martinez, 2016. "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers 784, University of Oxford, Department of Economics.
    2. Barakchian , Seyed Mahdi, 2012. "Implications of Cointegration for Forecasting: A Review and an Empirical Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 7(1), pages 87-118, October.
    3. Lastrapes, William D., 2002. "Comments on 'A vector error-correction forecasting model of the US economy'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 607-611, December.
    4. Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013. "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
    5. Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P., 2013. "What causes household debt to increase in South Africa?," Economic Modelling, Elsevier, vol. 33(C), pages 482-492.
    6. José Fernando Escobar R. & Carlos Esteban Posada P., 2005. "Dinero, precios, tasa de interés y actividad económica: un modelo del caso colombiano 1984:I-2003:IV," Monetaria, CEMLA, vol. 0(1), pages 1-34, enero-mar.
    7. José Fernando Escobar R. & Carlos Esteban Posada P., 2004. "Dinero, Precios, Tasa de Interés y Actividad Económica: Un Modelo del Caso Colombiano," Borradores de Economia 303, Banco de la Republica de Colombia.
    8. Haug, Alfred A. & Karagedikli, Ozer & Ranchhod, Satish, 2005. "Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 55-74, February.
    9. Guo, Zi-Yi, 2017. "Comparison of Error Correction Models and First-Difference Models in CCAR Deposits Modeling," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 17(4).
    10. Burger, Kees & Smit, Hidde & Vogelvang, Ben, 2002. "Exchange Rates and Natural Rubber Prices, the Effect of the Asian Crisis," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24958, European Association of Agricultural Economists.
    11. Li Xiangfei & Zhang Zaisheng & Huang Chao, 2014. "An EPC Forecasting Method for Stock Index Based on Integrating Empirical Mode Decomposition, SVM and Cuckoo Search Algorithm," Journal of Systems Science and Information, De Gruyter, vol. 2(6), pages 481-504, December.
    12. Ashiya, Masahiro, 2007. "Forecast accuracy of the Japanese government: Its year-ahead GDP forecast is too optimistic," Japan and the World Economy, Elsevier, vol. 19(1), pages 68-85, January.
    13. Tom Stark, 1998. "A Bayesian vector error corrections model of the U.S. economy," Working Papers 98-12, Federal Reserve Bank of Philadelphia.
    14. Mahdi Barakchian, S., 2015. "Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis," Economic Modelling, Elsevier, vol. 46(C), pages 11-26.
    15. Dipesh Karki & Hari Gopal Risal, 2019. "Asymmetric Impact of Oil Price on Inflation: Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 31(1), pages 21-46, April.
    16. Wagatha, Matthias, 2007. "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper 8602, University Library of Munich, Germany.
    17. Georgios Gatopoulos & Helen Gazopoulou & George A. Zombanakis, 2020. "Assessing the Impact of Domestic Economic Crises on Foreign Travel Data Recording: The Greek Case," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 327-339.
    18. John Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers 07-1, Bank of Canada.
    19. Chuku, Chuku & Effiong, Ekpeno & Sam, Ndifreke, 2010. "Oil price distortions and their short- and long-run impacts on the Nigerian economy," MPRA Paper 24434, University Library of Munich, Germany.

  32. Richard G. Anderson, 2002. "Retail sweep programs and money demand," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov.

    Cited by:

    1. Richard G. Anderson & Jeffrey Loesel & Robert H. Rasche, 2003. "A reconstruction of the Federal Reserve Bank of St. Louis adjusted monetary base and reserves," Review, Federal Reserve Bank of St. Louis, vol. 85(Sep), pages 39-69.
    2. Jones, Barry E. & Dutkowsky, Donald H. & Elger, Thomas, 2005. "Sweep programs and optimal monetary aggregation," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 483-508, February.
    3. Lotti, Francesca & Marcucci, Juri, 2007. "Revisiting the empirical evidence on firms' money demand," Journal of Economics and Business, Elsevier, vol. 59(1), pages 51-73.

  33. Richard G. Anderson & Robert H. Rasche, 2001. "Retail sweep programs and bank reserves, 1994-1999," Review, Federal Reserve Bank of St. Louis, vol. 83(Jan), pages 51-72.
    See citations under working paper version above.
  34. Richard G. Anderson & Felix Andrist & Marcela M. Williams, 2000. "Real output in Switzerland: new estimates for 1914-47," Review, Federal Reserve Bank of St. Louis, vol. 82(May), pages 43-70.

    Cited by:

    1. Marius Brulhart & Didier Dupertuis & Elodie Moreau, 2016. "Inheritance Flows in Switzerland, 1911-2011," Cahiers de Recherches Economiques du Département d'économie 16.05, Université de Lausanne, Faculté des HEC, Département d’économie.
    2. Khavarinejad , Abolfazl, 2009. "Estimation of Gross Domestic Product of Iran (1906-1935)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 5(3), pages 81-127, July.
    3. Gebhard Kirchgässner & Silika Prohl, 2008. "Sustainability of Swiss Fiscal Policy," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(I), pages 57-83, March.
    4. Barbara Rudolf & Mathias Zurlinden, 2009. "Measuring Capital Stocks and Capital Services in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 61-105, March.

  35. Richard G. Anderson & Robert H. Rasche, 1999. "Eighty years of observations on the adjusted monetary base: 1918-1997," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-22.

    Cited by:

    1. Allan H. Meltzer, 2005. "Origins of the Great Inflation," Review, Federal Reserve Bank of St. Louis, vol. 87(Mar), pages 145-176.

  36. Collins, Sean & Anderson, Richard, 1998. "Modeling U.S. Households' Demands for Liquid Wealth in an Era of Financial Change," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(1), pages 83-101, February.
    See citations under working paper version above.
  37. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1997. "Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: monetary aggregation theory and statistical index numbers," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 31-52.

    Cited by:

    1. William R. Emmons, 1999. "What can \"buy-and-hold\" stock investors expect?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jun.
    2. William A. Barnett, 1996. "Which Road Leads to Stable Money Demand?," Macroeconomics 9611001, University Library of Munich, Germany.
    3. Michael J. Dueker, 1999. "A barometer of financial market uncertainty," Monetary Trends, Federal Reserve Bank of St. Louis, issue May.
    4. Frank A. Schmid, 1999. "Quality spreads in the bond market," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
    5. R. Alton Gilbert, 1999. "Has the quality of bank loans deteriorated?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
    6. Richard G. Anderson, 2003. "Some tables of historical U.S. currency and monetary aggregates data," Working Papers 2003-006, Federal Reserve Bank of St. Louis.
    7. Belongia, Michael, 2005. "Where simple sum and Divisia monetary aggregates part: illustrations and evidence for the United States," MPRA Paper 18969, University Library of Munich, Germany, revised Mar 2005.

  38. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1997. "Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 25-30.

    Cited by:

    1. William Barnett & Chang Ho Kwag, 2005. "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200513, University of Kansas, Department of Economics, revised May 2005.
    2. William A. Barnett, 1996. "Which Road Leads to Stable Money Demand?," Macroeconomics 9611001, University Library of Munich, Germany.
    3. Chin-Hong, Puah & Lee-Chea, Hiew, 2010. "Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia," MPRA Paper 31731, University Library of Munich, Germany.
    4. William Barnett & Marcelle Chauvet, 2009. "International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview," Open Economies Review, Springer, vol. 20(1), pages 1-37, February.
    5. Ali F. Darrat & Marc C. Chopin & Bento J. Lobo, 2005. "Money and macroeconomic performance: revisiting divisia money," Review of Financial Economics, John Wiley & Sons, vol. 14(2), pages 93-101.
    6. Raghbendra Jha & Ibotombi Longjam, 2008. "A Divisia type saving aggregate for India," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(1), pages 51-66.

  39. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1997. "Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 53-82.

    Cited by:

    1. William A. Barnett, 1996. "Which Road Leads to Stable Money Demand?," Macroeconomics 9611001, University Library of Munich, Germany.
    2. Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010. "Does money matter in inflation forecasting?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.

  40. Richard G. Anderson & Robert H. Rasche, 1996. "A revised measure of the St. Louis adjusted monetary base," Review, Federal Reserve Bank of St. Louis, vol. 78(Mar), pages 3-13.
    See citations under working paper version above.
  41. Richard G. Anderson & Robert H. Rasche, 1996. "Measuring the adjusted monetary base in an era of financial change," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 3-37.

    Cited by:

    1. Michael J. Dueker & Apostolos Serletis, 1996. "The sensitivity of empirical studies to alternative measures of the monetary base and reserves," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 51-69.
    2. Donald S. Allen, 1998. "How closely do banks manage vault cash?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 43-54.
    3. Tatom, John A., 2014. "U.S. monetary policy in disarray," Journal of Financial Stability, Elsevier, vol. 12(C), pages 47-58.
    4. Richard G. Anderson & Robert H. Rasche, 1996. "A revised measure of the St. Louis adjusted monetary base," Review, Federal Reserve Bank of St. Louis, vol. 78(Mar), pages 3-13.
    5. Cosimano, Thomas F. & McDonald, Bill, 1998. "What's different among banks?," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 57-70, February.
    6. Richard G. Anderson & Robert H. Rasche, 1997. "Construction of an estimated domestic monetary base using new estimates of foreign holdings of U.S. currency," Working Papers 1997-019, Federal Reserve Bank of St. Louis.
    7. Vilasuso, Jon, 1999. "The Liquidity Effect and the Operating Procedure of the Federal Reserve," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 443-461, July.

  42. Richard G. Anderson & William G. Dewald, 1994. "Replication and scientific standards in applied economics a decade after the Journal of Money, Credit and Banking project," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 79-83.

    Cited by:

    1. B. D. McCullough & H. D. Vinod, 2003. "Verifying the Solution from a Nonlinear Solver: A Case Study," American Economic Review, American Economic Association, vol. 93(3), pages 873-892, June.
    2. Richard G. Anderson, 2006. "Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC," Review, Federal Reserve Bank of St. Louis, vol. 88(Jan), pages 81-93.
    3. Frank Mueller-Langer & Patrick Andreoli-Versbach, 2014. "Open Access to Research Data: Strategic Delay and the Ambiguous Welfare Effects of Mandatory Data Disclosure," RatSWD Working Papers 239, German Data Forum (RatSWD).
    4. Vinod, H. D., 2001. "Care and feeding of reproducible econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 87-88, January.
    5. McCullough, B D, 1999. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 191-202, March-Apr.
    6. William L. Goffe & Robert P. Parks, 1997. "The Future Information Infrastructure in Economics," Journal of Economic Perspectives, American Economic Association, vol. 11(3), pages 75-94, Summer.

  43. Richard G. Anderson & Kenneth A. Kavajecz, 1994. "A historical perspective on the Federal Reserve's monetary aggregates: definition, construction and targeting," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 1-31.

    Cited by:

    1. Rotemberg, Julio J., 2015. "The Federal Reserve׳s abandonment of its 1923 objectives of monetary policy," Research in Economics, Elsevier, vol. 69(4), pages 475-493.
    2. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1997. "Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 25-30.
    3. Sean Collins & William C. Whitesell, 1996. "A minor redefinition of M2," Finance and Economics Discussion Series 96-7, Board of Governors of the Federal Reserve System (U.S.).
    4. William A. Barnett, 1996. "Which Road Leads to Stable Money Demand?," Macroeconomics 9611001, University Library of Munich, Germany.
    5. McCallum, Bennett T. & Nelson, Edward, 2010. "Money and Inflation: Some Critical Issues," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 3, pages 97-153, Elsevier.
    6. Edward Nelson, 2007. "Milton Friedman and U.S. monetary history: 1961-2006," Working Papers 2007-002, Federal Reserve Bank of St. Louis.
    7. Mahmood ul Hasan Khan & Fida Hussain, 2005. "Monetary Aggregates in Pakistan: Theoretical and Empirical Underpinnings," SBP Working Paper Series 07, State Bank of Pakistan, Research Department.
    8. Barnett, William & Suvra Bhadury, Soumya & Ghosh, Taniya, 2015. "An SVAR Approach to Evaluation of Monetary Policy in India: Solution to the Exchange Rate Puzzles in an Open Economy," Studies in Applied Economics 41, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
    9. Richard G. Anderson & William G. Dewald, 1994. "Replication and scientific standards in economics a decade later: the impact of JMCB project," Working Papers 1994-007, Federal Reserve Bank of St. Louis.
    10. Richard G. Anderson & Jason J. Buol, 2005. "Revisions to user costs for the Federal Reserve Bank of St. Louis monetary services indices," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 735-750.
    11. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1996. "Building new monetary services indices: methodology and source data," Working Papers 1996-008, Federal Reserve Bank of St. Louis.
    12. John C. Robertson & Ellis W. Tallman, 1999. "Vector autoregressions: forecasting and reality," Economic Review, Federal Reserve Bank of Atlanta, vol. 84(Q1), pages 4-18.
    13. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1997. "Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: building new monetary services indexes: concepts, data and methods," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 53-82.
    14. Sophia Lazaretou, 2009. "Money supply and Greek history monetary statistics: definition, construction, sources and data," Working Papers 105, Bank of Greece.
    15. Richard G. Anderson & Robert H. Rasche, 1996. "Measuring the adjusted monetary base in an era of financial change," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 3-37.
    16. Tule Kpughur Moses & Oboh Ugbem Victor & Ebuh Godday Uwawunkonye & Onipede Samuel Fumilade & Gbadebo Nathaniel, 2020. "Does Exchange Rate Volatility Affect Economic Growth in Nigeria?," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(7), pages 1-54, July.
    17. Richard G. Anderson, 2003. "Some tables of historical U.S. currency and monetary aggregates data," Working Papers 2003-006, Federal Reserve Bank of St. Louis.
    18. Giampiero M. Gallo & Massimiliano Marcellino, "undated". "Ex Post and Ex Ante Analysis of Provisional Data," Working Papers 141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    19. David C. Wheelock, 1999. "National monetary policy by regional design: the evolving role of the Federal Reserve banks in Federal Reserve System policy," Working Papers 1998-010, Federal Reserve Bank of St. Louis.

  44. Richard G. Anderson & Jeffrey J. Hallman, 1993. "Has the long-run velocity of M2 shifted? Evidence from the P* model," Economic Review, Federal Reserve Bank of Cleveland, vol. 29(Q I), pages 14-26.

    Cited by:

    1. Imad Moosa & Basil Al-Nakeeb, 2020. "An augmented P-Star model of US inflation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 555-566, December.
    2. Mukherjee, Deepraj & Kemme, David, 2008. "Evaluating inflation forecast models for Poland: Openness matters, money does not (but its cost does)," MPRA Paper 14952, University Library of Munich, Germany.
    3. Rodríguez, Carlos A., 2004. "A P* Model of Inflation in Puerto Rico," MPRA Paper 41278, University Library of Munich, Germany.
    4. Mujeri, Mustafa Kamal & Shahiduzzaman , Md & Islam, Md Ezazul, 2009. "Application of the P?Star Model for Measuring Inflationary Pressure in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 32(1), pages 1-22, March.
    5. Carlos A. Rodríguez Ramos, 2003. "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," Econometrics 0302002, University Library of Munich, Germany.
    6. Carlos A. Rodríguez Ramos, 2003. "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," EERI Research Paper Series EERI_RP_2003_06, Economics and Econometrics Research Institute (EERI), Brussels.

  45. Richard G. Anderson, 1993. "The effect of mortgage refinancing on money demand and the monetary aggregates," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 49-63.

    Cited by:

    1. Richard G. Anderson & Michael Bordo & John V. Duca, 2016. "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," Economics Working Papers 16111, Hoover Institution, Stanford University.
    2. Michael D. Bordo & John V. Duca, 2023. "Money Matters: Broad Divisia Money and the Recovery of Nominal GDP from the COVID-19 Recession," NBER Working Papers 31304, National Bureau of Economic Research, Inc.
    3. I. Biefang-Frisancho Mariscal & P.G.A. Howells, 2012. "Income velocity and non-GDP transactions in the UK," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(1), pages 97-110, March.
    4. Duca, John V., 2006. "Mutual funds and the evolving long-run effects of stock wealth on U.S. consumption," Journal of Economics and Business, Elsevier, vol. 58(3), pages 202-221.
    5. Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.

  46. Dewald, William G & Thursby, Jerry G & Anderson, Richard G, 1988. "Replication in Empirical Economics: The Journal of Money, Credit and Banking Project: Reply," American Economic Review, American Economic Association, vol. 78(5), pages 1162-1163, December.

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    1. Leonard E. Burman & W. Robert Reed & James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(6), pages 787-793, November.
    2. Valérie Orozco & Christophe Bontemps & Elise Maigné & Virginie Piguet & Annie Hofstetter & Anne Lacroix & Fabrice Levert & Jean‐Marc Rousselle, 2020. "How To Make A Pie: Reproducible Research For Empirical Economics And Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 34(5), pages 1134-1169, December.
    3. Orozco, Valérie & Bontemps, Christophe & Maigné, Elise & Piguet, V. & Hofstetter, A. & Lacroix, Anne & Levert, F. & Rousselle, J.M, 2018. "How To Make A Pie: Reproducible Research for Empirical Economics & Econometrics," TSE Working Papers 18-933, Toulouse School of Economics (TSE).
    4. Raymond Hubbard & Daniel E. Vetter, 1992. "The Publication Incidence of Replications and Critical Commentary in Economics," The American Economist, Sage Publications, vol. 36(1), pages 29-34, March.
    5. Benson Honig & Joseph Lampel & Donald Siegel & Paul Drnevich, 2014. "Ethics in the Production and Dissemination of Management Research: Institutional Failure or Individual Fallibility?," Journal of Management Studies, Wiley Blackwell, vol. 51(1), pages 118-142, January.
    6. Almudena Sevilla Sanz & Annalisa Cristini, 2011. "Do House Prices Affect Consumption? A Comparison Exercise," Economics Series Working Papers 589, University of Oxford, Department of Economics.
    7. Grahame Thompson, 1993. "Causality in economics: Rhetorical ethic or positivist empiric?," Quality & Quantity: International Journal of Methodology, Springer, vol. 27(1), pages 47-71, February.

  47. Dewald, William G & Thursby, Jerry G & Anderson, Richard G, 1986. "Replication in Empirical Economics: The Journal of Money, Credit and Banking Project," American Economic Review, American Economic Association, vol. 76(4), pages 587-603, September.

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    1. Christensen, Garret & Miguel, Edward & Sturdy, Jennifer, 2017. "Transparency, Reproducibility, and the Credibility of Economics Research," MetaArXiv 9a3rw, Center for Open Science.
    2. Gérard Charreaux, 2008. "La recherche en finance d’entreprise:quel positionnement méthodologique?," Working Papers CREGO 1080501, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
    3. Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019. "Replication studies in economics—How many and which papers are chosen for replication, and why?," Research Policy, Elsevier, vol. 48(1), pages 62-83.
    4. Leonard E. Burman & W. Robert Reed & James Alm, 2010. "A Call for Replication Studies," Public Finance Review, , vol. 38(6), pages 787-793, November.
    5. Morten Søberg, 2002. "The Duhem-Quine thesis and experimental economics. A reinterpretation," Discussion Papers 329, Statistics Norway, Research Department.
    6. Michael A. Clemens, 2017. "The Meaning Of Failed Replications: A Review And Proposal," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 326-342, February.
    7. Maren Duvendack & Richard Palmer-Jones & W. Robert Reed, 2016. "What is Meant by ‘Replication’ and Why Does It Encounter Resistance in Economics?," Working Papers in Economics 16/34, University of Canterbury, Department of Economics and Finance.
    8. David Card, 2022. "Design-Based Research in Empirical Microeconomics," Working Papers 654, Princeton University, Department of Economics, Industrial Relations Section..
    9. Katrin Hussinger & Maikel Pellens, 2018. "Guilt by Association: How Scientific Misconduct Harms Prior Collaborators," DEM Discussion Paper Series 18-15, Department of Economics at the University of Luxembourg.
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    1. Kurt Kratena & Gerhard Streicher & Simone Salotti & Mark Sommer & Juan Manuel Valderas Jaramillo, 2017. "FIDELIO 2: Overview and theoretical foundations of the second version of the Fully Interregional Dynamic Econometric Long-term Input-Output model for the EU-27," JRC Research Reports JRC105900, Joint Research Centre.
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    Cited by:

    1. Allan D. Brunner, 1994. "The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function," International Finance Discussion Papers 466, Board of Governors of the Federal Reserve System (U.S.).
    2. Robert H. Rasche, 1985. "Interest rate volatility and alternative monetary control procedure," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 46-63.
    3. Gary S. Anderson & Marvin Goodfriend & Anil K. Kashyap & George R. Moore & Richard D. Porter, 1984. "A weekly perfect foresight model of the nonborrowed reserve operating procedure," Working Paper 84-04, Federal Reserve Bank of Richmond.
    4. John B. Taylor & John C. Williams, 2008. "A black swan in the money market," Working Paper Series 2008-04, Federal Reserve Bank of San Francisco.
    5. V. Vance Roley, 1985. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc.
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