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Citations for "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered"

by Christopher A. Sims

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  1. Benjamin M. Friedman, 1984. "The Value of Intermediate Targets in Implementing Monetary Policy," NBER Working Papers 1487, National Bureau of Economic Research, Inc.
  2. James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.
  3. Roger E. A. Farmer, 1990. "AIL Theory and the Ailing Phillips Curve: A Contract-Based Approach to Aggregate Supply," NBER Chapters, in: Asymmetric Information, Corporate Finance, and Investment, pages 207-230 National Bureau of Economic Research, Inc.
  4. Bennett T. McCallum, 1987. "Inflation: Theory and Evidence," NBER Working Papers 2312, National Bureau of Economic Research, Inc.
  5. Moersch, Mathias, 1996. "Predicting output with a money market spread," Journal of Economics and Business, Elsevier, vol. 48(2), pages 185-199, May.
  6. Mark Gertler & Simon Gilchrist, 1993. "Monetary policy, business cycles and the behavior of small manufacturing firms," Finance and Economics Discussion Series 93-4, Board of Governors of the Federal Reserve System (U.S.).
  7. Carmen M. Reinhart & Vincent Raymond Reinhart, 1991. "Fluctuaciones del Producto y Choques Monetarios: Evidencia Colombiana," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 0(20), pages 53-85, December.
  8. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  9. Bennett T. McCallum, 2002. "Recent developments in monetary policy analysis: the roles of theory and evidence," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 67-96.
  10. Catherine Bruneau & Olivier De Bandt, 1999. "La modélisation Var "structurel" : application à la politique monétaire en France," Économie et Prévision, Programme National Persée, vol. 137(1), pages 67-94.
  11. Gjerde, Oystein & Saettem, Frode, 1999. "Causal relations among stock returns and macroeconomic variables in a small, open economy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(1), pages 61-74, January.
  12. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2015. "Losing track of the asset markets: the case of housing and stock," ISER Discussion Paper 0932, Institute of Social and Economic Research, Osaka University.
  13. repec:ecb:ecbwps:20141803 is not listed on IDEAS
  14. Darrat, Ali F. & Chopin, Marc C. & Lobo, Bento J., 2005. "Money and macroeconomic performance: revisiting divisia money," Review of Financial Economics, Elsevier, vol. 14(2), pages 93-101.
  15. Hume, Michael & Sentance, Andrew, 2009. "The global credit boom: Challenges for macroeconomics and policy," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1426-1461, December.
  16. repec:zbw:iwhdps:6-12 is not listed on IDEAS
  17. Ogun, T. P., 2010. "Infrastructure and Poverty Reduction: Implications for Urban Development in Nigeria," Working Paper Series wp2010-43, World Institute for Development Economic Research (UNU-WIDER).
  18. Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011. "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 275-287, October.
  19. Azariadis, Costas & Bullard, James & Ohanian, Lee, 2004. "Trend-reverting fluctuations in the life-cycle model," Journal of Economic Theory, Elsevier, vol. 119(2), pages 334-356, December.
  20. Kemal Bagzibagli, 2014. "Monetary transmission mechanism and time variation in the Euro area," Empirical Economics, Springer, vol. 47(3), pages 781-823, November.
  21. Bertrand Candelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Grangercausality in Distribution with Application to Financial Contagion," Working Papers 2014-162, Department of Research, Ipag Business School.
  22. Richard H. Clarida & Benjamin M. Friedman, 1986. "The Behavior of U.S. Short-Term Interest Rates Since 1979-10," Cowles Foundation Discussion Papers 695, Cowles Foundation for Research in Economics, Yale University.
  23. Lee, Cheng F & Rui, Oliver M, 2000. "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China's Stock Markets," Review of Quantitative Finance and Accounting, Springer, vol. 14(4), pages 341-60, June.
  24. Martin B. Schmidt, 2004. "Exogeneity within the M2 Demand Function: Evidence from a Large Macroeconomic System," Economic Inquiry, Western Economic Association International, vol. 42(4), pages 634-646, October.
  25. Aksoy, Yunus & León-Ledesma, Miguel A., 2005. "Interest rates and output in the long-run," Working Paper Series 0434, European Central Bank.
  26. Hafer, R.W. & Haslag, Joseph H. & Jones, Garett, 2007. "On money and output: Is money redundant?," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 945-954, April.
  27. Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1997. "Monetary policy shocks: what have we learned and to what end?," Working Paper Series, Macroeconomic Issues WP-97-18, Federal Reserve Bank of Chicago.
  28. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 0002, European Central Bank.
  29. Timothy Cogley & Thomas Sargent, . "Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US," Working Papers 2133503, Department of Economics, W. P. Carey School of Business, Arizona State University.
  30. Sims, Christopher A. & Zha, Tao, 2006. "Does Monetary Policy Generate Recessions?," Macroeconomic Dynamics, Cambridge University Press, vol. 10(02), pages 231-272, April.
  31. Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
  32. Sun, Rongrong, 2014. "Review over Empirical Evidence on Real Effects of Monetary Policy," MPRA Paper 58513, University Library of Munich, Germany.
  33. Fabio Canova & Gianni de Nicoló, 1999. "On the sources of business cycles in the G-7," Economics Working Papers 459, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2000.
  34. Thomas J. Sargent, 2002. "Commentary : the evolution of economic understanding and postwar stabilization policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 79-94.
  35. Matheny, K. J., 1998. "Equilibrium beliefs in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 393-413, November.
  36. Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, 04.
  37. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
  38. Caporale, Tony & Grier, Kevin B, 1998. "A Political Model of Monetary Policy with Application to the Real Fed Funds Rate," Journal of Law and Economics, University of Chicago Press, vol. 41(2), pages 409-28, October.
  39. Gian Luigi Mazzi & Frédéric Reynès & Matthieu Lemoine & Paola Veroni, 2008. "Real Time Estimation of Potential Output and Output Gap for the Euro-Area : Comparing Production Function with Unobserved Components and SVAR Approaches," Sciences Po publications 2008-34, Sciences Po.
  40. Thomas I. Palley, 1996. "The Saving-Investment Nexus: Why it Matters and How it Works," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 1996-01, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
  41. Kadima D. Kalonji & Jan Gottschalk & Ken Miyajima, 2008. "Analyzing Determinants of Inflation When There Are Data Limitation; The Case of Sierra Leone," IMF Working Papers 08/271, International Monetary Fund.
  42. Francisco Rosende & Roberto Toso, 1984. "Una Explicación para la Tasa de Interés Real en Chile en el Período 1975-1983," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 21(62), pages 25-36.
  43. Hakan Berument, 2005. "Measuring Monetary Policy for A Small Open Economy : Turkey," Working Papers 0509, Department of Economics, Bilkent University.
  44. Scheide, Joachim, 1989. "On real and monetary explanations of business cycles in West Germany," Kiel Working Papers 356, Kiel Institute for the World Economy.
  45. Scheide, Joachim, 1991. "On the causality between output, money and the terms of trade in Germany," Kiel Working Papers 475, Kiel Institute for the World Economy.
  46. Abildgren, Kim, 2012. "Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011," Working Paper Series 1460, European Central Bank.
  47. Albuquerque, Bruno & Baumann, Ursel & Seitz, Franz, 2015. "The information content of money and credit for US activity," Working Paper Series 1803, European Central Bank.
  48. Stuart J. Fowler, 2005. "Income Inequality, Monetary Policy, and the Business Cycle," Working Papers 200507, Middle Tennessee State University, Department of Economics and Finance.
  49. Yimin Xu & Jakob de Haan, 2016. "Does the Fed's unconventional monetary policy weaken the link between the financial and the real sector?," DNB Working Papers 529, Netherlands Central Bank, Research Department.
  50. Strongin, Steven, 1995. "The identification of monetary policy disturbances explaining the liquidity puzzle," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 463-497, June.
  51. Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers 2/RT/08, Central Bank of Ireland.
  52. Jon Faust & John S. Irons, 1996. "Money, politics and the post-war business cycle," International Finance Discussion Papers 572, Board of Governors of the Federal Reserve System (U.S.).
  53. Robert J. Gordon, 1981. "Price Inertia and Policy Ineffectiveness in the United States, 1890-1980," NBER Working Papers 0744, National Bureau of Economic Research, Inc.
  54. Hugo Benitez-Silva & Selcuk Eren & Frank Heiland & Sergi Jimenez-Martín, 2009. "How Well Do Individuals Predict the Selling Prices of Their Homes?," Economics Working Paper Archive wp_571, Levy Economics Institute.
  55. Carlo A. Favero, 2007. "The Econometrics of Monetary Policy: an Overview," Working Papers 329, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  56. Lee, Hahn Shik & Siklos, Pierre L., 1997. "The role of seasonality in economic time series reinterpreting money-output causality in U.S. data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 381-391, September.
  57. Ali Darrat, 2002. "On Budget Deficits And Interest Rates: Another Look At The Evidence," International Economic Journal, Taylor & Francis Journals, vol. 16(2), pages 19-29.
  58. Osmani Teixeira de Carvalho Guillén & José Valentim Machado Vicente & Claudio Oliveira de Moraes, 2013. "Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime," Working Papers Series 334, Central Bank of Brazil, Research Department.
  59. R. W. Hafer & Ali M. Kutan, 2002. "Detrending and the Money-Output Link: International Evidence," Southern Economic Journal, Southern Economic Association, vol. 69(1), pages 159-174, July.
  60. Mansor H. Ibrahim, 2004. "Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls," Finance 0411010, EconWPA.
  61. Campbell, J.Y. & Perron, P., 1991. "Pitfalls and Opportunities: What Macroeconomics should know about unit roots," Papers 360, Princeton, Department of Economics - Econometric Research Program.
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  63. Athanasenas, Athanasios L., 2010. "Credit, income, and causality: A contemporary co-integration analysis," European Journal of Operational Research, Elsevier, vol. 201(1), pages 194-205, February.
  64. James H. Stock & Mark W. Watson, 1987. "Interpreting Evidence on Money-Income Causality," NBER Working Papers 2228, National Bureau of Economic Research, Inc.
  65. Douch, Mohamed, 2005. "The macroeconomic effects of monetary policy and financial crisis," MPRA Paper 1120, University Library of Munich, Germany.
  66. Atabani Adi Agya & Du Jun, 2015. "Estimate of Equilibrium Real Exchange Rate and Misalignment of Chinese Yuan Vis-a-Vis US Dollar," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 1(3), pages 148-165, September.
  67. Sarno, Lucio & Taylor, Mark P., 1998. "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
  68. Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, EconWPA.
  69. Carlo A. Favero, 2007. "Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models," Working Papers 327, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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  71. Joseph H. Haslag & Xue Li, 2015. "Money, Interest Rates and Output Revisited," Working Papers 1507, Department of Economics, University of Missouri.
  72. Muhammad, Shahbaz & V G R, Chandran & Pervaiz, Azeem, 2011. "Natural gas consumption and economic growth: cointegration, causality and forecast error variance decomposition tests for Pakistan," MPRA Paper 35103, University Library of Munich, Germany, revised 30 Nov 2011.
  73. Charles I. Plosser, 1989. "Money and business cycles: a real business cycle interpretation," Proceedings, Federal Reserve Bank of St. Louis.
  74. Benjamin M. Friedman, 1993. "The role of judgment and discretion in the conduct of monetary policy: consequences of changing financial markets," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 151-225.
  75. Tae-Hwy Lee & Weiping Yang, 2014. "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers 201406, University of California at Riverside, Department of Economics.
  76. De La Cruz Martinez, Justino, 1999. "Mexico's balance of payments and exchange rates: a cointegration analysis," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 401-421.
  77. Benjamin M. Friedman, 1995. "Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?," NBER Working Papers 5212, National Bureau of Economic Research, Inc.
  78. Aguiar-Conraria, Luís & Azevedo, Nuno & Soares, Maria Joana, 2008. "Using wavelets to decompose the time–frequency effects of monetary policy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2863-2878.
  79. Kelly, Logan J. & Barnett, William A. & Keating, John W., 2011. "Rethinking the liquidity puzzle: Application of a new measure of the economic money stock," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 768-774, April.
  80. Fabio Canova & Gianni De Nicolo, 2000. "Monetary disturbances matter for business fluctuations in the G-7," International Finance Discussion Papers 660, Board of Governors of the Federal Reserve System (U.S.).
  81. Reinhart, Carmen & Reinhart, Vincent, 1991. "Output Fluctuations and Monetary Shocks: Evidence from Colombia," MPRA Paper 6980, University Library of Munich, Germany.
  82. Duo Qin, 2010. "Econometric Studies of Business Cycles in the History of Econometrics," Working Papers 669, Queen Mary University of London, School of Economics and Finance.
  83. Benjamin M. Friedman, 1996. "The Rise and Fall of Money Growth Targets as Guidelines for U.S. Monetary Policy," NBER Working Papers 5465, National Bureau of Economic Research, Inc.
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  87. Hasan Engin Duran, 2015. "Regional Employment Volatility In Turkey: Causes And Consequences," Working Papers 2015/06, Turkish Economic Association.
  88. Benjamin M. Friedman & Kenneth N. Kuttner, 1989. "Money, Income and Prices After the 1980s," NBER Working Papers 2852, National Bureau of Economic Research, Inc.
  89. Francisco Rosende & Matías Tapia, 2012. "Monetary Policy in Chile: Institutions, Objectives, and Instruments," Documentos de Trabajo 414, Instituto de Economia. Pontificia Universidad Católica de Chile..
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