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Richard Sheehan

Personal Details

First Name:Richard
Middle Name:
Last Name:Sheehan
Suffix:
RePEc Short-ID:psh315
[This author has chosen not to make the email address public]

Affiliation

Department of Finance
Mendoza College of Business
University of Notre Dame

South Bend, Indiana (United States)
http://www.nd.edu/~finance/

: (574) 631-6370

102 Mendoza College of Business, Notre Dame, IN 46556
RePEc:edi:dfbndus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Richard G. Sheehan & R. W. Hafer, 1987. "On the response of interest rates to unexpected weekly money: are policy changes important?," Working Papers 1987-005, Federal Reserve Bank of St. Louis.
  2. R. W. Hafer & Richard G. Sheehan, 1987. "Policy inference using VAR models: the effects of alternative lag structures," Working Papers 1986-009, Federal Reserve Bank of St. Louis.
  3. R. W. Hafer & Richard G. Sheehan, 1987. "On the sensitivity of VAR forecasts to alternative lag structures," Working Papers 1987-004, Federal Reserve Bank of St. Louis.
  4. Ehsan Ahmed & J. Barkley Rosser & Richard G. Sheehan, 1986. "A model of global aggregate supply and demand using vector autoregressive techniques," Working Papers 1986-004, Federal Reserve Bank of St. Louis.
  5. Michael T. Belongia & R. W. Hafer & Richard G. Sheehan, 1986. "A note on the temporal stability of the interest rate-weekly money relationship," Working Papers 1986-002, Federal Reserve Bank of St. Louis.
  6. Michael T. Belongia & Richard G. Sheehan, 1985. "The efficient markets hypothesis and weekly money: some contrary evidence," Working Papers 1985-004, Federal Reserve Bank of St. Louis.
  7. Richard G. Sheehan, 1985. "Is there a stable relationship between debt growth and the money stock?," Working Papers 1985-013, Federal Reserve Bank of St. Louis.
  8. J. Barkley Rosser & Richard G. Sheehan, 1985. "A vector autoregressive model of Saudi Arabian inflation," Working Papers 1985-011, Federal Reserve Bank of St. Louis.
  9. Michael T. Belongia & Richard G. Sheehan, 1985. "On the importance of being expected: insights to the weekly money puzzle," Working Papers 1985-007, Federal Reserve Bank of St. Louis.

Articles

  1. Richard Sheehan, 2013. "Valuing Core Deposits," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 197-220, April.
  2. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.
  3. Cosimano, Thomas F & Sheehan, Richard G, 1994. "Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks?," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 761-770, November.
  4. Sheehan, Richard G, 1992. "U.S. Influences on Foreign Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(4), pages 447-464, November.
  5. Hafer, R W & Sheehan, Richard G, 1991. "Policy Inference Using VAR Models," Economic Inquiry, Western Economic Association International, vol. 29(1), pages 44-52, January.
  6. Schirm, David C & Sheehan, Richard G & Ferri, Michael G, 1989. "Financial Market Responses to Treasury Debt Announcements: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(3), pages 394-400, August.
  7. Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 252-272, June.
  8. Hafer, R. W. & Sheehan, Richard G., 1989. "The sensitivity of VAR forecasts to alternative lag structures," International Journal of Forecasting, Elsevier, vol. 5(3), pages 399-408.
  9. Belongia, Michael T & Hafer, R W & Sheehan, Richard G, 1988. "On the Temporal Stability of the Interest Rate-Weekly Money Relationship," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 516-520, August.
  10. Ahmed, Ehsan & Rosser, J. Jr. & Sheehan, Richard G., 1988. "A global model of OECD aggregate supply and demand using vector autoregressive techniques," European Economic Review, Elsevier, vol. 32(9), pages 1711-1729, November.
  11. Belongia, Michael T & Sheehan, Richard G, 1987. "The Informational Efficiency of Weekly Money Announcements: An Econometric Critique," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 351-356, July.
  12. Richard G. Sheehan, 1987. "Does U. S. money growth determine money growth in other nations?," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 5-14.
  13. Sheehan, Richard G, 1985. "Money, Anticipated Changes, and Policy Effectiveness," American Economic Review, American Economic Association, vol. 75(3), pages 524-529, June.
  14. Richard G. Sheehan, 1985. "The federal reserve reaction function: does debt growth influence monetary policy?," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 24-33.
  15. Richard G. Sheehan, 1985. "Weekly money announcements: new information and its effects," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 25-34.
  16. Sheehan, Richard G. & Kelly, Neil, 1983. "Oil prices and world inflation," Journal of Economics and Business, Elsevier, vol. 35(2), pages 235-238, June.
  17. Sheehan, Richard G., 1983. "Money-income causality: Results for six countries," Journal of Macroeconomics, Elsevier, vol. 5(4), pages 473-494.
  18. Sheehan, Richard G, 1976. "The Interaction between the Actual and the Potential Rates of Growth: Comment," The Review of Economics and Statistics, MIT Press, vol. 58(4), pages 494-496, November.

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.

Working papers

  1. Richard G. Sheehan & R. W. Hafer, 1987. "On the response of interest rates to unexpected weekly money: are policy changes important?," Working Papers 1987-005, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Gamber, Edward N. & Hakes, David R., 1995. "Do shifts in federal reserve policy regimes explain interest rate anomalies?," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 227-240.
    2. 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.

  2. R. W. Hafer & Richard G. Sheehan, 1987. "On the sensitivity of VAR forecasts to alternative lag structures," Working Papers 1987-004, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Emilian Dobrescu, 2015. "Net Indirect Taxes and Sectoral Structure of Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-29, June.

  3. Michael T. Belongia & R. W. Hafer & Richard G. Sheehan, 1986. "A note on the temporal stability of the interest rate-weekly money relationship," Working Papers 1986-002, Federal Reserve Bank of St. Louis.

    Cited by:

    1. Richard Deaves & Angelo Melino & James E. Pesando, 1987. "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money," NBER Working Papers 2125, National Bureau of Economic Research, Inc.
    2. Daniel L. Thornton, 1989. "Tests of covered interest rate parity," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 55-66.

Articles

  1. Richard Sheehan, 2013. "Valuing Core Deposits," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 197-220, April.

    Cited by:

    1. John Ashton & Andros Gregoriou & Jerome V. Healy, 2013. "The relative influence of price and choice factors on retail deposit quantities," Working Papers 13006, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    2. Bindseil, Ulrich & Domnick, Clemens & Zeuner, Jörg, 2015. "Critique of accommodating central bank policies and the 'expropriation of the saver' - A review," Occasional Paper Series 161, European Central Bank.
    3. Jaakko Sääskilahti, 2018. "Retail Bank Interest Margins in Low Interest Rate Environments," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(1), pages 37-68, February.

  2. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.

    Cited by:

    1. Ehsan Ahmed & Honggang Li & J. Barkley Rosser, 2006. "Nonlinear bubbles in Chinese Stock Markets in the 1990s," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 1-18, Winter.
    2. Akbar Komijani & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013. "The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 3(1), pages 43-50.
    3. Mehrara, Mohsen & Oskoui, Kamran Niki, 2007. "The sources of macroeconomic fluctuations in oil exporting countries: A comparative study," Economic Modelling, Elsevier, vol. 24(3), pages 365-379, May.
    4. Axel Pierru and Walid Matar, 2014. "The Impact of Oil Price Volatility on Welfare in the Kingdom of Saudi Arabia: Implications for Public Investment Decision-making," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).

  3. Cosimano, Thomas F & Sheehan, Richard G, 1994. "Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks?," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 761-770, November.

    Cited by:

    1. Sherrill Shaffer, 1996. "Capital requirements and rational discount window borrowing," Working Papers 96-4, Federal Reserve Bank of Philadelphia.
    2. D H Kim, 2003. "Another Look at Yield Spreads: The Role of Liquidity," The School of Economics Discussion Paper Series 0306, Economics, The University of Manchester.
    3. Daniel L. Thornton, 1996. "Identifying the liquidity effect: the case of nonborrowed reserves," Working Papers 1996-002, Federal Reserve Bank of St. Louis.
    4. Kim, Iljoong & Kim, Inbae, 2007. "Endogenous selection of monetary institutions: With the case of discount windows and bureaucratic discretion," International Review of Law and Economics, Elsevier, vol. 27(3), pages 330-350, September.
    5. D H Kim, 2002. "Another look at yield spreads: The role of liquidity," Centre for Growth and Business Cycle Research Discussion Paper Series 04, Economics, The Univeristy of Manchester.
    6. Dutkowsky, Donald H. & McCoskey, Suzanne K., 2001. "Near integration, bank reluctance, and discount window borrowing," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1013-1036, June.

  4. Sheehan, Richard G, 1992. "U.S. Influences on Foreign Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(4), pages 447-464, November.

    Cited by:

    1. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.

  5. Hafer, R W & Sheehan, Richard G, 1991. "Policy Inference Using VAR Models," Economic Inquiry, Western Economic Association International, vol. 29(1), pages 44-52, January.

    Cited by:

    1. Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 252-272, June.
    2. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.
    3. Kamas, Linda, 1995. "Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia," Journal of Development Economics, Elsevier, vol. 46(1), pages 145-161, February.
    4. Anari, Ali & Kolari, James, 2001. "Stock Prices and Inflation," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(4), pages 587-602, Winter.
    5. Darrat, Ali F & Glascock, John L, 1993. "On the Real Estate Market Efficiency," The Journal of Real Estate Finance and Economics, Springer, vol. 7(1), pages 55-72, July.
    6. Jaramillo-Villanueva, Jose Luis & Sarker, Rakhal, 2009. "Exchange Rate Sensitivity of Fresh Tomatoes Imports from Mexico to the United States," 2009 Conference, August 16-22, 2009, Beijing, China 51459, International Association of Agricultural Economists.
    7. Claude Deniau & Georges Fiori & Alexandre Mathis, 1992. "Sélection du nombre de retards dans un modèle VAR : conséquences éventuelles du choix des critères," Économie et Prévision, Programme National Persée, vol. 106(5), pages 61-69.
    8. Mark Wheeler, 1999. "The macroeconomic impacts of government debt: An empirical analysis of the 1980s and 1990s," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 27(3), pages 273-284, September.
    9. Fujihara, Roger A. & Mougoue, Mbodja, 1996. "International linkages between short-term real interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 451-473.
    10. Hafer, R. W., 1992. "Inflation and price instability in China: A comment," China Economic Review, Elsevier, vol. 3(2), pages 213-218.
    11. Anari, Ali & Kolari, James, 1999. "Nonmonetary effects of the financial crisis in the Great Depression," Journal of Economics and Business, Elsevier, vol. 51(3), pages 215-235, May.
    12. Mark Wheeler & Susan Pozo, 1997. "Is the world economy more integrated today than a century ago?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(2), pages 139-154, June.

  6. Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 252-272, June.

    Cited by:

    1. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.
    2. Ahmed, Ehsan & Barkley Rosser, J. Jr. & Uppal, Jamshed Y., 1999. "Evidence of nonlinear speculative bubbles in pacific-rim stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 21-36.

  7. Hafer, R. W. & Sheehan, Richard G., 1989. "The sensitivity of VAR forecasts to alternative lag structures," International Journal of Forecasting, Elsevier, vol. 5(3), pages 399-408.

    Cited by:

    1. Rangan Gupta & Stephen M. Miller, 2009. "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers 200901, University of Pretoria, Department of Economics.
    2. Ribeiro Ramos, Francisco Fernando, 2003. "Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy," International Journal of Forecasting, Elsevier, vol. 19(1), pages 95-110.
    3. Acharya, Ram N. & Gentle, Paul F. & Mishra, Ashok K. & Paudel, Krishna P., 2008. "Examining The Crb Index As An Indicator For U.S. Inflation," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6760, Southern Agricultural Economics Association.
    4. Nguyen, Dao Thi Hong & Sun, Sizhong & Anwar, Sajid, 2017. "A long-run and short-run analysis of the macroeconomic interrelationships in Vietnam," Economic Analysis and Policy, Elsevier, vol. 54(C), pages 15-25.
    5. Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
    6. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    7. H. Atesoglu & Donald Dutkowsky, 1992. "The changing effect of money on aggregate output in the u.s," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(2), pages 221-236, June.
    8. Kumar, V. & Leone, Robert P. & Gaskins, John N., 1995. "Aggregate and disaggregate sector forecasting using consumer confidence measures," International Journal of Forecasting, Elsevier, vol. 11(3), pages 361-377, September.
    9. Shoesmith, Gary L., 1995. "Multiple cointegrating vectors, error correction, and forecasting with Litterman's model," International Journal of Forecasting, Elsevier, vol. 11(4), pages 557-567, December.
    10. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    11. Markus Eller & Jarmila Urvová, 2012. "How Sustainable Are Public Debt Levels in Emerging Europe?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 48-79.
    12. Francisco F. R. Ramos, 1996. "Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance," Econometrics 9601003, EconWPA.
    13. Rangan Gupta, 2009. "Bayesian Methods Of Forecasting Inventory Investment," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 113-126, March.
    14. Ren, Yunwen & Xiao, Zhiguo & Zhang, Xinsheng, 2013. "Two-step adaptive model selection for vector autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 349-364.
    15. Elif Cepni & Nezir Kose, 2006. "Assessing the Currency Crises in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 6(1), pages 37-64.

  8. Belongia, Michael T & Hafer, R W & Sheehan, Richard G, 1988. "On the Temporal Stability of the Interest Rate-Weekly Money Relationship," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 516-520, August.

    Cited by:

    1. Richard G. Sheehan & R. W. Hafer, 1987. "On the response of interest rates to unexpected weekly money: are policy changes important?," Working Papers 1987-005, Federal Reserve Bank of St. Louis.
    2. Olivier Basdevant, 2003. "On applications of state-space modelling in macroeconomics," Reserve Bank of New Zealand Discussion Paper Series DP2003/02, Reserve Bank of New Zealand.
    3. 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.
    4. Sumner, Scott & Gulley, O. David & Newman, Ross, 1998. "Money Demand and Nominal Debt: An Equilibrium Model of the Liquidity Effect," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 267-293, April.
    5. V. Vance Roley & Simon M. Wheatley, 1990. "Temporal Variation in the Interest-Rate Response to Money Announcements," NBER Working Papers 3471, National Bureau of Economic Research, Inc.

  9. Ahmed, Ehsan & Rosser, J. Jr. & Sheehan, Richard G., 1988. "A global model of OECD aggregate supply and demand using vector autoregressive techniques," European Economic Review, Elsevier, vol. 32(9), pages 1711-1729, November.

    Cited by:

    1. Hilde Christiane Bjørnland, 1997. "Estimating Core Inflation - The Role of Oil Price Shocks and Imported Inflation," Discussion Papers 200, Statistics Norway, Research Department.
    2. Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 252-272, June.
    3. Ravazzolo, Francesco & Vespignani, Joaquin, 2015. "A new monthly indicator of global real economic activity," Working Papers 2015-07, University of Tasmania, Tasmanian School of Business and Economics.
    4. Ying Fan & Jian-Ling Jiao & Qiao-Mei Liang & Zhi-Yong Han & Yi-Ming Wei, 2007. "The impact of rising international crude oil price on China's economy: an empirical analysis with CGE model," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 27(4), pages 404-424.
    5. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.
    6. Ahmed, Ehsan & Barkley Rosser, J. Jr. & Uppal, Jamshed Y., 1999. "Evidence of nonlinear speculative bubbles in pacific-rim stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 21-36.
    7. Ehsan Ahmed & Honggang Li & J. Barkley Rosser, 2006. "Nonlinear bubbles in Chinese Stock Markets in the 1990s," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 1-18, Winter.

  10. Belongia, Michael T & Sheehan, Richard G, 1987. "The Informational Efficiency of Weekly Money Announcements: An Econometric Critique," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 351-356, July.

    Cited by:

    1. Gerald P. Dwyer & R. W. Hafer, 1989. "Interest rates and economic announcements," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 34-46.
    2. Daniel L. Thornton, 1989. "Tests of covered interest rate parity," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 55-66.
    3. Michael T. Belongia, 1987. "Predicting interest rates: a comparison of professional and market- based forecasts," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 9-15.

  11. Sheehan, Richard G, 1985. "Money, Anticipated Changes, and Policy Effectiveness," American Economic Review, American Economic Association, vol. 75(3), pages 524-529, June.

    Cited by:

    1. Shelley, Gary L. & Wallace, Frederick H., 1995. "A reexamination of Mishkin's neutrality test," Journal of Economics and Business, Elsevier, vol. 47(3), pages 255-265, August.
    2. Fackler, James S., 2002. "Comment on 'Forecasting with a real-time data set for macroeconomists'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 559-562, December.

  12. Richard G. Sheehan, 1985. "The federal reserve reaction function: does debt growth influence monetary policy?," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 24-33.

    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. Arora, Harjit K. & Smyth, David J., 1995. "Presidential regimes and the federal reserve's accommodation of federal budget deficits," The North American Journal of Economics and Finance, Elsevier, vol. 6(1), pages 53-63.
    3. Darrat, Ali F & Glascock, John L, 1993. "On the Real Estate Market Efficiency," The Journal of Real Estate Finance and Economics, Springer, vol. 7(1), pages 55-72, July.
    4. Jean-Paul Pollin & William Marois, 1985. "Avant-propos," Revue Économique, Programme National Persée, vol. 36(6), pages 1155-1168.

  13. Richard G. Sheehan, 1985. "Weekly money announcements: new information and its effects," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 25-34.

    Cited by:

    1. Gamber, Edward N. & Hakes, David R., 1995. "Do shifts in federal reserve policy regimes explain interest rate anomalies?," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 227-240.
    2. Poole, William, 1988. "Monetary Policy Lessons of Recent Inflation and Disinflation," Journal of Economic Perspectives, American Economic Association, vol. 2(3), pages 73-100, Summer.
    3. R. W. Hafer, 1985. "Further evidence on stock price response to changes in weekly money and the discount rate," Working Papers 1985-015, Federal Reserve Bank of St. Louis.
    4. Sumner, Scott & Gulley, O. David & Newman, Ross, 1998. "Money Demand and Nominal Debt: An Equilibrium Model of the Liquidity Effect," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 267-293, April.
    5. Daniel L. Thornton, 1989. "Tests of covered interest rate parity," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 55-66.
    6. Peter C. Liu, 1994. "Are Money Announcement Forecasts Rational?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(4), pages 475-483, November.
    7. Michael T. Belongia, 1987. "Predicting interest rates: a comparison of professional and market- based forecasts," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 9-15.
    8. Charles E. Hegji, 1989. "FOMC Targets, Base Drift and Inflationary Expectations," Eastern Economic Journal, Eastern Economic Association, vol. 15(1), pages 45-54, Jan-Mar.
    9. Andreas Fischer, 1989. "Interpreting the Term Structure of Interest Rates Using Weekly Money Announcements," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 125(I), pages 43-53, March.

  14. Sheehan, Richard G. & Kelly, Neil, 1983. "Oil prices and world inflation," Journal of Economics and Business, Elsevier, vol. 35(2), pages 235-238, June.

    Cited by:

    1. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.
    2. Kesicki, Fabian, 2010. "The third oil price surge - What's different this time?," Energy Policy, Elsevier, vol. 38(3), pages 1596-1606, March.

  15. Sheehan, Richard G., 1983. "Money-income causality: Results for six countries," Journal of Macroeconomics, Elsevier, vol. 5(4), pages 473-494.

    Cited by:

    1. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "International monetary transmission to the Euro area: Evidence from the U.S., Japan and China," MPRA Paper 49707, University Library of Munich, Germany.
    2. Richard G. Sheehan, 1987. "Does U. S. money growth determine money growth in other nations?," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 5-14.
    3. Vespignani, Joaquin L., 2015. "International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China," Economic Modelling, Elsevier, vol. 44(C), pages 131-141.

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