Treasury bill rates and treasury cash reserves
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02298339
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hafer, R W & Kutan, A M, 1997. "More Evidence on the Money-Output Relationship," Economic Inquiry, Western Economic Association International, vol. 35(1), pages 48-58, January.
- John Y. Campbell & Pierre Perron, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots,"
NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220,
National Bureau of Economic Research, Inc.
- 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.
- John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc.
- Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
- Aizenman, Joshua & Guidotti, Pablo E., 1994.
"Capital controls, collection costs and domestic public debt,"
Journal of International Money and Finance, Elsevier, vol. 13(1), pages 41-54, February.
- Joshua Aizenman & Pablo E. Guidotti, 1990. "Capital Controls, Collection Costs, and Domestic Public Debt," NBER Working Papers 3443, National Bureau of Economic Research, Inc.
- Thomas Mayer, 1998.
"Indexed Bonds And Heterogeneous Agents,"
Contemporary Economic Policy, Western Economic Association International, vol. 16(1), pages 77-84, January.
- Thomas Mayer, 1993. "Indexed Bonds and Heterogeneous Agents," CESifo Working Paper Series 36, CESifo.
- Mayer, T., 1993. "Indexed Bonds and Heterogenous Agents," Papers 93-07, California Davis - Institute of Governmental Affairs.
- Cebula, Richard J, 1991. "Federal Government Budget Deficits and Interest Rates: Reply," Public Finance = Finances publiques, , vol. 46(2), pages 331-334.
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Cebula, Richard & Koch, James, 1988. "An Empirical Note on Deficits, Interest Rates, and International Capital Flows," MPRA Paper 50165, University Library of Munich, Germany.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bosker, Maarten & Brakman, Steven & Garretsen, Harry & Schramm, Marc, 2008.
"A century of shocks: The evolution of the German city size distribution 1925-1999,"
Regional Science and Urban Economics, Elsevier, vol. 38(4), pages 330-347, July.
- Maarten Bosker & Steven Brakman & Harry Garretsen & Marc Schramm, 2006. "A Century of Shocks: The Evolution of the German City Size Distribution 1925 – 1999," CESifo Working Paper Series 1728, CESifo.
- Barbone, Luca & Forni, Lorenzo, 1997. "Are markets learning? : behavior in the secondary market for Brady bonds," Policy Research Working Paper Series 1734, The World Bank.
- Johannes W. Fedderke, 2022.
"Identifying steady‐state growth and inflation in the South African economy, 1960–2020,"
South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 279-300, September.
- Johannes W. Fedderke, 2021. "Identifying SteadyState Growth and Inflation in the South African Economy 19602020," Working Papers 11013, South African Reserve Bank.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan, 2015. "Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets," International Econometric Review (IER), Econometric Research Association, vol. 7(1), pages 13-33, April.
- Murthy, N. R. Vasudeva & Phillips, Joseph M., 1996. "The relationship between budget deficits and capital inflows: Further econometric evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 485-494.
- Punyasavatsut, Chaiyuth & Coxhead, Ian A., 2002.
"On The Decline Of Agriculture In Developing Countries: A Reinterpretation Of The Evidence,"
Staff Papers
12659, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
- Punyasavatsut, Chaiyuth & Coxhead, Ian, 2002. "On the Decline of Agriculture in Developing Countries: A Reinterpretation of the Evidence," Staff Paper Series 457, University of Wisconsin, Agricultural and Applied Economics.
- Dan H. Andersen & Hans-Joachim Voth, 1997.
"Neutrality and Mediterranean Shipping Under Danish Flag, 1750-1807,"
Oxford University Economic and Social History Series
_018, Economics Group, Nuffield College, University of Oxford.
- Hans-Joachim Voth & Dan H. Andersen, 1997. "Neutrality and Mediterranean Shipping Under Danish Flag, 1750-1807," Economics Series Working Papers 1997-W18, University of Oxford, Department of Economics.
- Johannes W. Fedderke, 2022.
"Identifying supply and demand shocks in the South African Economy, 1960–2020,"
South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 349-389, September.
- Johannes W. Fedderke, 2021. "Identifying Supply and Demand Shocks in the South African Economy 19602020," Working Papers 11012, South African Reserve Bank.
- Alberto Bagnai, 2010. "CEEC vs. PIGS: a comparative panel assessment of financial sustainability and twin deficits," Working Papers LuissLab 1088, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Saffet Akdag & Ömer İskenderoglu & Andrew Adewale Alola, 2020. "The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise," Letters in Spatial and Resource Sciences, Springer, vol. 13(1), pages 49-65, April.
- Sanogo, Issa & Maliki Amadou, Mahamane, 2010. "Rice market integration and food security in Nepal: The role of cross-border trade with India," Food Policy, Elsevier, vol. 35(4), pages 312-322, August.
- Charles Nelson & Jeremy Piger & Eric Zivot, 1999.
"Unit Root Tests in the Presence of Markov Regime-Switching,"
Discussion Papers in Economics at the University of Washington
0040, Department of Economics at the University of Washington.
- Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Working Papers 0040, University of Washington, Department of Economics.
- Ericsson, Neil R., 1992.
"Cointegration, exogeneity, and policy analysis: An overview,"
Journal of Policy Modeling, Elsevier, vol. 14(3), pages 251-280, June.
- Neil R. Ericsson, 1991. "Cointegration, exogeneity, and policy analysis: an overview," International Finance Discussion Papers 415, Board of Governors of the Federal Reserve System (U.S.).
- Carmen M. Reinhart, 1995.
"Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries,"
IMF Staff Papers, Palgrave Macmillan, vol. 42(2), pages 290-312, June.
- Ms. Carmen Reinhart, 1994. "Devaluation, Relative Prices, and International Trade: Evidence From Developing Countries," IMF Working Papers 1994/140, International Monetary Fund.
- Reinhart, Carmen, 1995. "Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries," MPRA Paper 6974, University Library of Munich, Germany.
- Reinhart, Carmen, 1994. "Devaluation, Relative Prices, and International Trade," MPRA Paper 13708, University Library of Munich, Germany.
- Fakhri J. Hasanov & Jeyhun I. Mikayilov & Sabuhi Yusifov & Khatai Aliyev & Samra Talishinskaya, 2019. "The role of social and physical infrastructure spending in tradable and non-tradable growth," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(1), March.
- Magris Martin & Iosifidis Alexandros, 2021. "Approximate Bayes factors for unit root testing," Papers 2102.10048, arXiv.org, revised Feb 2021.
- Atiq-ur-Rehman, 2011.
"Impact of Model Specification Decisions on Unit Root Tests,"
International Econometric Review (IER), Econometric Research Association, vol. 3(2), pages 22-33, September.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
- Nicholas Apergis & Beatrice Simo-Kengne & Rangan Gupta, 2014.
"The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data,"
Journal of Real Estate Literature, Taylor & Francis Journals, vol. 22(1), pages 83-99, January.
- Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data," Working Papers 201326, University of Pretoria, Department of Economics.
- Ho, Kin Yip & Tsui, Albert K.C., 2004. "Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach," China Economic Review, Elsevier, vol. 15(4), pages 424-442.
- González-Gómez, Manuel & Álvarez-Díaz, Marcos & Otero-Giráldez, María Soledad, 2013.
"Estimating the long-run impact of forest fires on the eucalyptus timber supply in Galicia, Spain,"
Journal of Forest Economics, Elsevier, vol. 19(2), pages 149-161.
- Manuel González-Gómez & Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez, 2012. "Estimating the Long-Run Impact of Forest Fires on the Eucalyptus Timber Supply in Galicia, Spain," Working Papers 1206, Universidade de Vigo, Departamento de Economía Aplicada.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:atlecj:v:27:y:1999:i:4:p:435-443. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.