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Money, Income and Dynamic Lag Patterns

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  • Jim Lee

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  • Jim Lee, 1997. "Money, Income and Dynamic Lag Patterns," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 97-104, July.
    • Handle: RePEc:wly:soecon:v:64:y:1997:i:1:p:97-104
    DOI: 10.1002/j.2325-8012.1997.tb00008.x
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    References listed on IDEAS

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    1. Friedman, Benjamin M. & Kuttner, Kenneth N., 1993. "Another look at the evidence on money-income causality," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 189-203.
    2. Sims, Christopher A, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, American Economic Association, vol. 70(2), pages 250-257, May.
    3. Rik Hafer & Richard G. Sheehan, 1987. "Policy inference using VAR models: the effects of alternative lag structures," Working Papers 1986-009, Federal Reserve Bank of St. Louis.
    4. Sean Becketti & Charles S. Morris, 1992. "Does money matter anymore? A comment on Friedman and Kuttner," Research Working Paper 92-07, Federal Reserve Bank of Kansas City.
    5. Fackler, James S & Krieger, Sandra C, 1986. "An Application of Vector Time Series Techniques to Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 71-80, January.
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    Cited by:

    1. Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021. "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, vol. 95(C), pages 76-96.

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