MONEY GROWTH AND INFLATION IN THE UNITED STATES
暂无分享,去创建一个
[1] Yanqin Fan,et al. Consistent model specification tests : Omitted variables and semiparametric functional forms , 1996 .
[2] M. Woodford,et al. INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY , 2005, Macroeconomic Dynamics.
[3] Norman R. Swanson,et al. Money and output viewed through a rolling window , 1998 .
[4] James M. Nason,et al. Nonparametric exchange rate prediction , 1990 .
[5] Helge Berger,et al. Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARS , 2008, SSRN Electronic Journal.
[6] R. Hafer,et al. Is money irrelevant , 1988 .
[7] Todd E. Clark,et al. Tests of Equal Forecast Accuracy and Encompassing for Nested Models , 1999 .
[8] Norman R. Swanson,et al. An Out of Sample Test for Granger Causality , 2000 .
[9] J. Stock,et al. A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series , 1998 .
[10] F. Diebold,et al. Comparing Predictive Accuracy , 1994, Business Cycles.
[11] J. Galí,et al. Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory , 1998 .
[12] C. Hsiao,et al. A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS , 2001, Econometric Theory.
[13] Lars E. O. Svensson,et al. Money and Inflation in the Euro Area: A Case for Monetary Indicators? , 2000 .
[14] Warren E. Weber,et al. Money, Inflation, and Output under Fiat and Commodity Standards , 1997, Journal of Political Economy.
[15] B. Hansen. Sample Splitting and Threshold Estimation , 2000 .
[16] R. Engle. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .
[17] Bruce E. Hansen,et al. Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis , 1996 .
[18] Mark P. Taylor,et al. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? , 2001 .
[19] Frederic S. Mishkin,et al. Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? , 1996 .
[20] G. S. Watson,et al. Smooth regression analysis , 1964 .
[21] J. B. Ramsey,et al. DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS , 1998, Macroeconomic Dynamics.
[22] Alan M. Taylor,et al. Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price , 2000 .
[23] E. Nadaraya. On Estimating Regression , 1964 .
[24] Michael P. Clements,et al. Forecasting economic and financial time-series with non-linear models , 2004 .
[25] J. Stock,et al. Measuring Money Growth When Financial Markets are Changing , 1994 .
[26] Bennett T. McCallum,et al. Robustness properties of a rule for monetary policy , 1988 .
[27] Todd E. Clark,et al. The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence , 2003 .
[28] E. Leeper,et al. Putting &Apos;M&Apos; Back in Monetary Policy , 2003 .
[29] J. Stock,et al. Forecasting Output and Inflation: The Role of Asset Prices , 2001 .
[30] W. Barnett,et al. The Theory of Monetary Aggregation , 2000 .
[31] F. Diebold,et al. The Past, Present, and Future of Macroeconomic Forecasting , 2020, Business Cycles.
[32] Jean Boivin. The Fed's Conduct of Monetary Policy: Has it Changed and Does it Matter? , 1999 .
[33] Nonlinearity and Business Cycles , 1995 .
[34] Marcelle Chauvet,et al. Real Time Changes in Monetary Policy , 2009 .
[35] G. Dwyer. Rules and discretion in monetary policy , 1993 .
[36] Benjamin M. Friedman,et al. Money, Income, Prices, and Interest Rates , 1992 .
[37] James D. Hamilton. What is an Oil Shock? , 2000 .
[38] Suojin Wang,et al. A simple consistent bootstrap test for a parametric regression function , 1998 .
[39] James A. Chalfant,et al. The Changing Empirical Definition of Money: Some Estimates from a Model of the Demand for Money Substitutes , 1989, Journal of Political Economy.
[40] Michael T. Belongia. Measurement Matters: Recent Results from Monetary Economics Reexamined , 1996, Journal of Political Economy.
[41] Qi Li,et al. Consistent model specification tests for time series econometric models , 1999 .
[42] M. Woodford,et al. Indicator Variables for Optimal Policy , 2000, SSRN Electronic Journal.
[43] D. Peel,et al. Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation , 1997, Journal of Political Economy.
[44] Lars E. O. Svensson. Comment on: The future of monetary aggregates in monetary policy analysis ☆ , 2003 .
[45] Qi Li,et al. Nonparametric Econometrics: Theory and Practice , 2006 .
[46] Simon M. Potter. Nonlinear Time Series Modelling: An Introduction , 1999 .
[47] H. Tong,et al. Semiparametric non‐linear time series model selection , 2004 .
[48] Clive W. J. Granger,et al. OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS , 2001, Macroeconomic Dynamics.
[49] Jonathan D. Cryer,et al. Time Series Analysis , 1986 .
[50] Norman R. Swanson,et al. A Consistent Test for Nonlinear Out of Sample Predictive Accuracy , 2002 .
[51] Norman R. Swanson,et al. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes , 2005 .
[52] W. D. Haan. The Comovement Between Output And Prices , 2000 .
[53] Some Monetary Facts , 1995 .
[54] John B. Taylor. Discretion versus policy rules in practice , 1993 .
[55] Kurt Brännäs. Modelling Non-Linear Economic Relationships , 1994 .
[56] M. Woodford,et al. The Inflation-Targeting Debate , 2004 .
[57] Norman R. Swanson,et al. OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY , 2001, Macroeconomic Dynamics.
[58] Eric M. Leeper,et al. The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification , 1994, Journal of Political Economy.
[59] Mark A. Thoma,et al. FINANCIAL MARKET VARIABLES DO NOT PREDICT REAL ACTIVITY , 1998 .
[60] J. Zheng,et al. A consistent test of functional form via nonparametric estimation techniques , 1996 .
[61] Jeffrey S. Racine,et al. Semiparametric ARX neural-network models with an application to forecasting inflation , 2001, IEEE Trans. Neural Networks.
[62] K. West,et al. Asymptotic Inference about Predictive Ability , 1996 .
[63] Michael S. Hanson. The "price puzzle" reconsidered , 2004 .
[64] S. Johansen. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models , 1996 .
[65] The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence , 2006 .