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The link between monetary aggregates and prices

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  • John A. Tatom

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  • John A. Tatom, 1990. "The link between monetary aggregates and prices," Working Papers 1990-002, Federal Reserve Bank of St. Louis.
    • Handle: RePEc:fip:fedlwp:1990-002
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    References listed on IDEAS

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    1. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-793, May.
    2. Christiano, Lawrence J. & Eichenbaum, Martin, 1990. "Unit roots in real GNP: Do we know, and do we care?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 32(1), pages 7-61, January.
    3. W. Michael Cox & Harvey Rosenblum, 1989. "Money and inflation in a deregulated financial environment," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue May, pages 1-19.
    4. Yash P. Mehra, 1988. "The forecast performance of alternative models of inflation," Economic Review, Federal Reserve Bank of Richmond, vol. 74(Sep), pages 10-18.
    5. Pecchenino, R. A. & Rasche, Robert H., 1990. "P* type models: Evaluation and forecasts," International Journal of Forecasting, Elsevier, vol. 6(3), pages 421-440, October.
    6. Barro, Robert J, 1978. "Unanticipated Money, Output, and the Price Level in the United States," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 549-580, August.
    7. Meltzer, Allan H., 1990. "Unit roots, investment measures and other essays," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 32(1), pages 1-6, January.
    8. Kenneth N. Kuttner, 1990. "Inflation and the growth rate of money," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 14(Jan), pages 2-11.
    9. Perron, Pierre, 1990. "Testing for a Unit Root in a Time Series with a Changing Mean," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 153-162, April.
    10. Diebold, Francis X. & Rudebusch, Glenn D., 1991. "On the power of Dickey-Fuller tests against fractional alternatives," Economics Letters, Elsevier, vol. 35(2), pages 155-160, February.
    11. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
    12. Jeffrey J. Hallman & Richard D. Porter & David H. Small, 1989. "M2 per unit of potential GNP as an anchor for the price level," Staff Studies 157, Board of Governors of the Federal Reserve System (U.S.).
    13. W. Michael Cox & Joseph H. Haslag, 1989. "The effects of financial deregulation on inflation, velocity growth, and monetary targeting," Working Papers 8907, Federal Reserve Bank of Dallas.
    14. Joseph H. Haslag, 1990. "Monetary aggregates and the rate of inflation," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Mar, pages 1-12.
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    Cited by:

    1. Aurelijus Dabušinskas, 2005. "Money and Prices in Estonia," Bank of Estonia Working Papers 2005-07, Bank of Estonia, revised 10 Nov 2005.

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    Keywords

    Money; Inflation (Finance);

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