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A reexamination of Mishkin's neutrality test

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  • Shelley, Gary L.
  • Wallace, Frederick H.

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  • 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.
    • Handle: RePEc:eee:jebusi:v:47:y:1995:i:3:p:255-265
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    References listed on IDEAS

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    1. Levi, Maurice & Shapiro, Alan C, 1987. "A Market-Based Test of the Effect of Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 25(2), pages 341-349, April.
    2. Mishkin, Frederic S, 1982. "Does Anticipated Aggregate Demand Policy Matter? Further Econometric Results," American Economic Review, American Economic Association, vol. 72(4), pages 788-802, September.
    3. Stock, James H. & Watson, Mark W., 1989. "Interpreting the evidence on money-income causality," Journal of Econometrics, Elsevier, vol. 40(1), pages 161-181, January.
    4. Mishkin, Frederic S, 1982. "Does Anticipated Monetary Policy Matter? An Econometric Investigation," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 22-51, February.
    5. Murphy, Kevin M & Topel, Robert H, 2002. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 88-97, January.
    6. Frydman, Roman & Rappoport, Peter, 1987. "Is the Distinction between Anticipated and Unanticipated Money Growth Relevant in Explaining Aggregate Output?," American Economic Review, American Economic Association, vol. 77(4), pages 693-703, September.
    7. Fackler, James S & Parker, Randall E, 1990. "Anticipated Money, Unanticipated Money, and Output: 1873-1930," Economic Inquiry, Western Economic Association International, vol. 28(4), pages 774-787, October.
    8. Thoma, Mark A, 1989. "Do Prices Lead Money? A Reexamination of the Neutrality Hypothesis," Economic Inquiry, Western Economic Association International, vol. 27(2), pages 197-217, April.
    9. Sheehan, Richard G, 1985. "Money, Anticipated Changes, and Policy Effectiveness," American Economic Review, American Economic Association, vol. 75(3), pages 524-529, June.
    10. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
    11. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-247, February.
    12. F. Darrat, Ali, 1991. "Policy impacts under rational expectations," Journal of Banking & Finance, Elsevier, vol. 15(2), pages 257-271, April.
    13. Darrat, Ali F., 1987. "The policy ineffectiveness proposition : Some further tests," Economics Letters, Elsevier, vol. 25(2), pages 117-122.
    14. Cecchetti, Stephen G, 1987. "Testing Short-run Neutrality: International Evidence," The Review of Economics and Statistics, MIT Press, vol. 69(1), pages 135-140, February.
    15. Koray, Faik & Carter Hill, R., 1988. "Money, debt, and economic activity," Journal of Macroeconomics, Elsevier, vol. 10(3), pages 351-370.
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