John Carlson
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Jean Burson & John B. Carlson & O. Emre Ergungor & Patricia Waiwood, 2013.
"Do public pension obligations affect state funding costs?,"
Working Papers (Old Series)
1301, Federal Reserve Bank of Cleveland.
Cited by:
- Byron Lutz & Louise Sheiner, 2014. "The Fiscal Stress Arising from State and Local Retiree Health Obligations," NBER Working Papers 19779, National Bureau of Economic Research, Inc.
- William A. Branch & John B. Carlson & George W. Evans & Bruce McGough, 2006.
"Adaptive learning, endogenous inattention, and changes in monetary policy,"
Working Papers (Old Series)
0610, Federal Reserve Bank of Cleveland.
- Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2006. "Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy," University of Oregon Economics Department Working Papers 2006-6, University of Oregon Economics Department.
Cited by:
- Honkapohja, Seppo & Evans, George W., 2008.
"Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch,"
CEPR Discussion Papers
6640, C.E.P.R. Discussion Papers.
- Evans, George W. & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy: an overview of recent research," Bank of Finland Research Discussion Papers 32/2007, Bank of Finland.
- Evans, George & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," SIRE Discussion Papers 2008-03, Scottish Institute for Research in Economics (SIRE).
- George W. Evans & Seppo Honkapohja, 2008. "Expectations, Learning, And Monetary Policy: An Overview Of Recent Research," Working Papers Central Bank of Chile 501, Central Bank of Chile.
- George W. Evans & Seppo Honkapohja, 2009. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 2, pages 027-076, Central Bank of Chile.
- Cone, Thomas E., 2008. "Optimal information acquisition and monetary policy," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1370-1389, December.
- John B. Carlson & Ben R. Craig & William R. Melick, 2005.
"Recovering market expectations of FOMC rate changes with options on federal funds futures,"
Working Papers (Old Series)
0507, Federal Reserve Bank of Cleveland.
- John B. Carlson & Ben R. Craig & William R. Melick, 2005. "Recovering market expectations of FOMC rate changes with options on federal funds futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(12), pages 1203-1242, December.
Cited by:
- Jahangir Sultan, 2012. "Options on federal funds futures and interest rate volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(4), pages 330-359, April.
- John C. Williams, 2009.
"Heeding Daedalus: Optimal Inflation and the Zero Lower Bound,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 1-49.
- John C. Williams, 2009. "Heeding Daedalus: Optimal inflation and the zero lower bound," Working Paper Series 2009-23, Federal Reserve Bank of San Francisco.
- Jukka Sihvonen & Sami Vähämaa, 2014. "Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(4), pages 346-373, April.
- Yasmeen Bayaa & Mahmoud Qadan, 2024. "Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 981-1003, December.
- Chen, Zhengyang, 2019.
"The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission,"
EconStor Preprints
204579, ZBW - Leibniz Information Centre for Economics.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," MPRA Paper 96339, University Library of Munich, Germany.
- Zhengyang Chen, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," 2019 Papers pch1858, Job Market Papers.
- Husted, Lucas & Rogers, John & Sun, Bo, 2020.
"Monetary policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 115(C), pages 20-36.
- Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Monetary Policy Uncertainty," International Finance Discussion Papers 1215, Board of Governors of the Federal Reserve System (U.S.).
- Renne, Jean-Paul, 2016. "A tractable interest rate model with explicit monetary policy rates," European Journal of Operational Research, Elsevier, vol. 251(3), pages 873-887.
- Amine Bouden, 2008. "The Behavior Of The Implied Volatility Surface: Evidence From Crude Oil Futures Options," World Scientific Book Chapters, in: Mondher Bellalah & Jean-Luc Prigent & Jean-Michel Sahut & Georges Pariente & Olivier Levyne & Michel (ed.), Risk Management And Value Valuation and Asset Pricing, chapter 8, pages 151-175, World Scientific Publishing Co. Pte. Ltd..
- Bo Young Chang & Bruno Feunou, 2013. "Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility," Staff Working Papers 13-37, Bank of Canada.
- Maarten van Oordt, 2017. "Which Model to Forecast the Target Rate?," Staff Working Papers 17-60, Bank of Canada.
- Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst, 2014.
"A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities,"
Working Papers
2014:22, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst, 2014. "A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities," Papers 1409.1956, arXiv.org.
- William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely, 2006. "What are the odds? option-based forecasts of FOMC target changes," Review, Federal Reserve Bank of St. Louis, vol. 88(Nov), pages 543-562.
- Nikolay Gospodinov & Ibrahim Jamali, 2018. "Monetary policy uncertainty, positions of traders and changes in commodity futures prices," European Financial Management, European Financial Management Association, vol. 24(2), pages 239-260, March.
- Bruce McGough & William A. Branch & John Carlson, 2004.
"Monetary Policy, Endogenous Inattention, and the Output-Inflation Variance Tradeoff,"
Computing in Economics and Finance 2004
136, Society for Computational Economics.
Cited by:
- Branch, William A., 2007. "Sticky information and model uncertainty in survey data on inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 245-276, January.
- Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2004.
"Monetary Policy, Endogenous Inattention, and the Volatility Trade-off,"
University of Oregon Economics Department Working Papers
2004-19, University of Oregon Economics Department, revised 15 May 2007.
- William A. Branch & John Carlson & George W. Evans & Bruce McGough, 2009. "Monetary Policy, Endogenous Inattention and the Volatility Trade‐off," Economic Journal, Royal Economic Society, vol. 119(534), pages 123-157, January.
- WilliamA. Branch & John Carlson & GeorgeW. Evans & Bruce McGough, 2009. "Monetary Policy, Endogenous Inattention and the Volatility Trade-off," Economic Journal, Royal Economic Society, vol. 119(534), pages 123-157, January.
- William A. Branch & John B. Carlson & George W. Evans & Bruce McGough, 2004. "Monetary policy, endogenous inattention, and the volatility trade-off," Working Papers (Old Series) 0411, Federal Reserve Bank of Cleveland.
- William Branch & John Carlson & George W. Evans & Bruce McGough, 2006. "Monetary Policy, Endogenous Inattention, and the Volatility Trade-off," 2006 Meeting Papers 106, Society for Economic Dynamics.
Cited by:
- Paul Hubert & Giovanni Ricco, 2018.
"Imperfect information in macroeconomics,"
Post-Print
hal-03458122, HAL.
- Paul Hubert & Giovanni Ricco, 2018. "Imperfect Information in Macroeconomics," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 181-196.
- Paul Hubert & Giovanni Ricco, 2018. "Imperfect information in macroeconomics," SciencePo Working papers Main hal-03458122, HAL.
- Gaballo, G., 2012.
"Good Luck or Good Policy? An Expectational Theory of Macro-Volatility Switches,"
Working papers
402, Banque de France.
- Gaballo, Gaetano, 2013. "Good luck or good policy? An expectational theory of macro volatility switches," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2755-2770.
- George W. Evans & William A. Branch, 2005.
"Model Uncertainty and Endogenous Volatility,"
Computing in Economics and Finance 2005
33, Society for Computational Economics.
- William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
- Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
- Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2006.
"Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy,"
University of Oregon Economics Department Working Papers
2006-6, University of Oregon Economics Department.
- William A. Branch & John B. Carlson & George W. Evans & Bruce McGough, 2006. "Adaptive learning, endogenous inattention, and changes in monetary policy," Working Papers (Old Series) 0610, Federal Reserve Bank of Cleveland.
- Mankiw, N. Gregory & Reis, Ricardo, 2002.
"Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve,"
Scholarly Articles
3415324, Harvard University Department of Economics.
- N. Gregory Mankiw & Ricardo Reis, 2001. "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," Harvard Institute of Economic Research Working Papers 1922, Harvard - Institute of Economic Research.
- N. Gregory Mankiw & Ricardo Reis, 2001. "Sticky information versus sticky prices: a proposal to replace the New-Keynesian Phillips curve," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- N. Gregory Mankiw & Ricardo Reis, 2001. "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," NBER Working Papers 8290, National Bureau of Economic Research, Inc.
- N. Gregory Mankiw & Ricardo Reis, 2002. "Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(4), pages 1295-1328.
- Milani, Fabio, 2008.
"Learning, monetary policy rules, and macroeconomic stability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3148-3165, October.
- Fabio Milani, 2005. "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics 0508019, University Library of Munich, Germany.
- Kwangyong Park, 2019. "Uncertainty, Attention Allocation and Monetary Policy Asymmetry," Working Papers 2019-5, Economic Research Institute, Bank of Korea.
- Pfajfar, D., 2012.
"Formation of Rationally Heterogeneous Expectations,"
Discussion Paper
2012-083, Tilburg University, Center for Economic Research.
- Pfajfar, Damjan, 2013. "Formation of rationally heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1434-1452.
- Pfajfar, D., 2012. "Formation of Rationally Heterogeneous Expectations," Other publications TiSEM f256da5c-c711-49c8-bd12-9, Tilburg University, School of Economics and Management.
- Nathan Goldstein & Ben‐Zion Zilberfarb, 2023. "The closer we get, the better we are?," Economic Inquiry, Western Economic Association International, vol. 61(2), pages 364-376, April.
- Park, Kwangyong, 2023. "Do more frequent price adjustments guarantee less effective monetary stimulus when uncertainty rises?," Journal of Macroeconomics, Elsevier, vol. 78(C).
- Yingying Xu & Zhixin Liu & Zichao Jia & Chi-Wei Su, 2017. "Is time-variant information stickiness state-dependent?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(3), pages 169-187, December.
- Lena Dräger, 2011.
"Endogenous Persistence with Recursive Inattentiveness,"
Macroeconomics and Finance Series
201103, University of Hamburg, Department of Socioeconomics.
- Lena Draeger, 2011. "Endogenous persistence with recursive inattentiveness," KOF Working papers 11-285, KOF Swiss Economic Institute, ETH Zurich.
- Carola Conces Binder, 2021. "Central Bank Communication and Disagreement about the Natural Rate Hypothesis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 81-123, June.
- Martin Ellison & Tony Yates, 2007.
"Escaping Volatile Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 981-993, June.
- Martin Ellison & Tony Yates, 2007. "Escaping Volatile Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 981-993, June.
- Orland, Andreas & Roos, Michael W.M., 2019. "Price-setting with quadratic adjustment costs: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 88-116.
- Fabio Milani, 2005.
"Expectations, Learning and Macroeconomic Persistence,"
Macroeconomics
0510022, University Library of Munich, Germany.
- Milani, Fabio, 2007. "Expectations, learning and macroeconomic persistence," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2065-2082, October.
- Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics.
- Efrem Castelnuovo, 2006. "Monetary Policy Switch, the Taylor Curve, and the Great Moderation," Computing in Economics and Finance 2006 59, Society for Computational Economics.
- Alberto Locarno, 2007.
"Imperfect Knowledge, Adaptive Learning, and the Bias Against Activist Monetary Policies,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 47-85, September.
- Alberto Locarno, 2006. "Imperfect knowledge, adaptive learning and the bias against activist monetary policies," Temi di discussione (Economic working papers) 590, Bank of Italy, Economic Research and International Relations Area.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2015.
"Monetary Policy under Behavioral Expectations: Theory and Experiment,"
Tinbergen Institute Discussion Papers
15-087/II, Tinbergen Institute.
- Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2017. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series 42, Bank of Lithuania.
- Hahn, Volker, 2014. "Transparency In Monetary Policy, Signaling, And Heterogeneous Information," Macroeconomic Dynamics, Cambridge University Press, vol. 18(2), pages 369-394, March.
- John B. Carlson & Eduard A. Pelz & Mark E. Wohar, 2001.
"Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests,"
Working Papers (Old Series)
0113, Federal Reserve Bank of Cleveland.
Cited by:
- Charles R. Nelson & Jinho Bae, 2004.
"Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance?,"
Econometric Society 2004 Far Eastern Meetings
452, Econometric Society.
- Bae, Jinho & Nelson, Charles R., 2007. "Earnings growth and the bull market of the 1990s: Is there a case for rational exuberance?," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 690-707, December.
- Andrew Vivian, 2005. "The Equity Premium: 101 years of Empirical Evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2005 92, Money Macro and Finance Research Group.
- GIOT, Pierre & PETITJEAN, Mikael, 2007.
"The information content of the Bond-Equity Yield Ratio: Better than a random walk?,"
LIDAM Reprints CORE
1982, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Giot, Pierre & Petitjean, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," International Journal of Forecasting, Elsevier, vol. 23(2), pages 289-305.
- GIOT, Pierre & PETITJEAN, Mikael, 2006. "The information content of the Bond-Equity Yield Ratio: better than a random walk?," LIDAM Discussion Papers CORE 2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- McMillan, David G., 2013. "Consumption and stock prices: Evidence from a small international panel," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 76-88.
- Anne Vila Wetherilt & Simon Wells, 2004. "Long-horizon equity return predictability: some new evidence for the United Kingdom," Bank of England working papers 244, Bank of England.
- Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Valuation ratios and price deviations from fundamentals," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2325-2346, August.
- Boucher, Christophe, 2006. "Stock prices-inflation puzzle and the predictability of stock market returns," Economics Letters, Elsevier, vol. 90(2), pages 205-212, February.
- Charles R. Nelson & Jinho Bae, 2004.
"Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance?,"
Econometric Society 2004 Far Eastern Meetings
452, Econometric Society.
- John B. Carlson & Dennis L. Hoffman & Benjamin D. Keen & Robert H. Rasche, 1999.
"Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates,"
Working Papers (Old Series)
9917, Federal Reserve Bank of Cleveland.
- Carlson, John B. & Hoffman, Dennis L. & Keen, Benjamin D. & Rasche, Robert H., 2000. "Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 345-383, October.
Cited by:
- De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008.
"Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability,"
Working Paper Series
926, European Central Bank.
- Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers 432, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013. "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 377-404.
- Favero, Carlo A. & De Santis, Roberto A & Roffia, Barbara, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," CEPR Discussion Papers 8957, C.E.P.R. Discussion Papers.
- Richard G. Anderson & Michael Bordo & John V. Duca, 2016.
"Money and Velocity During Financial Crises: From the Great Depression to the Great Recession,"
Economics Working Papers
16111, Hoover Institution, Stanford University.
- Anderson, Richard G. & Bordo, Michael & Duca, John V., 2017. "Money and velocity during financial crises: From the great depression to the great recession," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 32-49.
- Richard G. Anderson & Michael Bordo & John V. Duca, 2016. "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," NBER Working Papers 22100, National Bureau of Economic Research, Inc.
- Richard G. Anderson & Michael D. Bordo & John V. Duca, 2015. "Money and velocity during financial crises: from the Great Depression to the Great Recession," Working Papers 1503, Federal Reserve Bank of Dallas.
- David Cronin, 2018. "US inflation and output since the 1970s: a P-star approach," Empirical Economics, Springer, vol. 54(2), pages 567-591, March.
- McCallum, Bennett T. & Nelson, Edward, 2010.
"Money and Inflation: Some Critical Issues,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 3, pages 97-153,
Elsevier.
- Bennett T. McCallum & Edward Nelson, 2010. "Money and inflation: some critical issues," Finance and Economics Discussion Series 2010-57, Board of Governors of the Federal Reserve System (U.S.).
- Stewart, Kenneth G., 2024.
"The simple macroeconometrics of the quantity theory and the welfare cost of inflation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
- Kenneth G. Stewart, 2023. "The Simple Macroeconometrics of the Quantity Theory And the Welfare Cost of Inflation," Department Discussion Papers 2301, Department of Economics, University of Victoria.
- Jiranyakul, Komain, 2009. "Relationship among Money, Prices and Aggregate Output in Thailand," MPRA Paper 46963, University Library of Munich, Germany.
- Setzer, Ralph & Wolff, Guntram B., 2009.
"Money demand in the euro area: new insights from disaggregated data,"
MPRA Paper
17483, University Library of Munich, Germany.
- Ralph Setzer & Guntram B. Wolff, 2009. "Money demand in the euro area: new insights from disaggregated data," European Economy - Economic Papers 2008 - 2015 373, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Ralph Setzer & Guntram Wolff, 2013. "Money demand in the euro area: new insights from disaggregated data," International Economics and Economic Policy, Springer, vol. 10(2), pages 297-315, June.
- Jones, Barry E. & Fleissig, Adrian R. & Elger, Thomas & Dutkowsky, Donald H., 2008. "Monetary policy and monetary asset substitution," Economics Letters, Elsevier, vol. 99(1), pages 18-22, April.
- Elger, Thomas & Jones, Barry E. & Nilsson, Birger, 2006. "Forecasting with Monetary Aggregates: Recent Evidence for the United States," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 428-446.
- João Valle e Azevedo & Pedro Teles, 2019.
"The Neutrality of Nominal Rates: How Long is the Long Run?,"
Working Papers
w201911, Banco de Portugal, Economics and Research Department.
- João Valle e Azevedo & João Ritto & Pedro Teles, 2022. "The Neutrality Of Nominal Rates: How Long Is The Long Run?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1745-1777, November.
- Teles, Pedro & Uhlig, Harald, 2010.
"Is Quantity Theory Still Alive?,"
CEPR Discussion Papers
8049, C.E.P.R. Discussion Papers.
- Pedro Teles & Harald Uhlig & João Valle e Azevedo, 2016. "Is Quantity Theory Still Alive?," Economic Journal, Royal Economic Society, vol. 126(591), pages 442-464, March.
- Teles, Pedro & Uhlig, Harald, 2013. "Is quantity theory still alive?," Working Paper Series 1605, European Central Bank.
- Pedro Teles & Harald Uhlig, 2010. "Is Quantity Theory Still Alive?," NBER Working Papers 16393, National Bureau of Economic Research, Inc.
- Michael Dotsey & Carl D. Lantz & Lawrence Santucci, 2000. "Is money useful in the conduct of monetary policy?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 23-48.
- De Santis, Roberto A., 2012. "Quantity theory is alive: the role of international portfolio shifts," Working Paper Series 1435, European Central Bank.
- Yu Hsing, 2006. "Tests of Functional Forms, Currency Substitution, and Capital Mobility of Czech Money Demand Function," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(4), pages 291-299.
- Alfred A. Haug & Julie Tam, 2001. "A Closer Look at Long Run Money Demand," Working Papers 2002_09, York University, Department of Economics, revised Sep 2002.
- Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009.
"Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006,"
PSE Working Papers
halshs-00575107, HAL.
- Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009. "Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006," Working Papers halshs-00575107, HAL.
- Luca Benati & Robert Lucas, Jr. & Juan Nicolini & Warren Weber, 2016.
"International Evidence on Long Run Money Demand,"
Working Papers
id:11152, eSocialSciences.
- Warren E. Weber & Robert Lucas & Juan Pablo Nicolini & Luca Benati, 2017. "International Evidence on Long Run Money Demand," 2017 Meeting Papers 1154, Society for Economic Dynamics.
- Luca Benati & Robert E. Lucas, Jr. & Juan Pablo Nicolini & Warren Weber, 2016. "International Evidence on Long Run Money Demand," NBER Working Papers 22475, National Bureau of Economic Research, Inc.
- Luca Benati & Robert E. Lucas Jr. & Juan Pablo Nicolini & Warren Weber, 2020. "International Evidence on Long-Run Money Demand," Diskussionsschriften dp2021, Universitaet Bern, Departement Volkswirtschaft.
- Benati, Luca & Lucas, Robert E. & Nicolini, Juan Pablo & Weber, Warren, 2021. "International evidence on long-run money demand," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 43-63.
- Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2019. "International Evidence on Long-Run Money Demand," Staff Report 587, Federal Reserve Bank of Minneapolis.
- Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2017. "International Evidence on Long-Run Money Demand," Working Papers 737, Federal Reserve Bank of Minneapolis.
- Masih, Mansur & De Mello, Lurion, 2009. "Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(2), pages 203-232.
- John B. Carlson & Jeffrey C. Schwarz, 1999. "Effects of movements in equities prices on M2 demand," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 2-9.
- Jones, Barry E. & Stracca, Livio, 2006. "Are money and consumption additively separable in the euro area? A non-parametric approach," Working Paper Series 704, European Central Bank.
- Matteo Mogliani & Giovanni Urga, 2018. "On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1645-1660, October.
- Oliver Hossfeld, 2010. "US Money Demand, Monetary Overhang, and Inflation," Working Papers 2010.4, International Network for Economic Research - INFER.
- Dieter Nautz & Karsten Ruth, 2008.
"Monetary disequilibria and the euro/dollar exchange rate,"
The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 701-716.
- Nautz, Dieter & Ruth, Karsten, 2005. "Monetary disequilibria and the Euro/Dollar exchange rate," Discussion Paper Series 1: Economic Studies 2005,18, Deutsche Bundesbank.
- Lothian, James R. & McCarthy, Cornelia H., 2009.
"The behavior of money and other economic variables: Two natural experiments,"
Journal of International Money and Finance, Elsevier, vol. 28(7), pages 1204-1220, November.
- James R. Lothian & Cornelia H. McCarthy, 2003. "The Behavior of Money and Other Economic Variables: Two Natural Experiments," International Finance 0311011, University Library of Munich, Germany.
- Dreger, Christian & Wolters, Jürgen, 2015.
"Unconventional monetary policy and money demand,"
Journal of Macroeconomics, Elsevier, vol. 46(C), pages 40-54.
- Christian Dreger & Jürgen Wolters, 2014. "Unconventional Monetary Policy and Money Demand," Discussion Papers of DIW Berlin 1382, DIW Berlin, German Institute for Economic Research.
- Kyungho Jang, 2008. "A Structural Vector Error Correction Model with Short-run and Long-run Restrictions," Korean Economic Review, Korean Economic Association, vol. 24, pages 199-232.
- Lance J. Bachmeier & Norman R. Swanson, 2003.
"Predicting Inflation: Does The Quantity Theory Help?,"
Departmental Working Papers
200317, Rutgers University, Department of Economics.
- Lance J. Bachmeier & Norman R. Swanson, 2005. "Predicting Inflation: Does The Quantity Theory Help?," Economic Inquiry, Western Economic Association International, vol. 43(3), pages 570-585, July.
- Calza, Alessandro & Sousa, João, 2003. "Why has broad money demand been more stable in the euro area than in other economies? A literature review," Working Paper Series 261, European Central Bank.
- Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.
- Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010.
"Does money matter in inflation forecasting?,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.
- Richard G. Anderson & Jane M. Binner & Barry E. Jones & Graham Kendall & Jonathan Tepper & Peter Tino, 2009. "Does money matter in inflation forecasting?," Working Papers 2009-030, Federal Reserve Bank of St. Louis.
- Alvarez, Fernando & Lippi, Francesco, 2011.
"Persistent Liquidity Effects and Long Run Money Demand,"
CEPR Discussion Papers
8650, C.E.P.R. Discussion Papers.
- Fernando Alvarez & Francesco Lippi, 2010. "Persistent Liquidity Effect and Long Run Money Demand," EIEF Working Papers Series 1017, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2010.
- Fernando Alvarez & Francesco Lippi, 2014. "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 71-107, April.
- Fernando E. Alvarez & Francesco Lippi, 2011. "Persistent Liquidity Effects and Long Run Money Demand," NBER Working Papers 17566, National Bureau of Economic Research, Inc.
- Donald H. Dutkowsky & Barry Z. Cynamon & Barry E. Jones, 2006. "U.S. Narrow Money for the Twenty-First Century," Economic Inquiry, Western Economic Association International, vol. 44(1), pages 142-152, January.
- Yu Hsing, 2007. "Currency Substitution, Capital Mobility and Functional Forms of Money Demand in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 12(1), pages 35-48, Jan-Jun.
- Yosuke Takeda & Atsuko Ueda, 2006. "Uncovering the Goodhart's Law: Theory and Evidence," 2006 Meeting Papers 162, Society for Economic Dynamics.
- Mulligan, Robert F. & Koppl, Roger, 2011. "Monetary policy regimes in macroeconomic data: An application of fractal analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 201-211, May.
- Roberto Santis, 2015. "Quantity theory is alive: the role of international portfolio shifts," Empirical Economics, Springer, vol. 49(4), pages 1401-1430, December.
- Sophie Altermatt, 2018. "The Long-Run Demand for M2 Reconsidered," Diskussionsschriften dp1824, Universitaet Bern, Departement Volkswirtschaft.
- Hendrickson, Joshua, 2010.
"Redundancy or Mismeasurement? A Reappraisal of Money,"
MPRA Paper
21477, University Library of Munich, Germany.
- Hendrickson, Joshua R., 2014. "Redundancy Or Mismeasurement? A Reappraisal Of Money," Macroeconomic Dynamics, Cambridge University Press, vol. 18(7), pages 1437-1465, October.
- Joshua R. Hendrickson, 2017. "An Evaluation of Friedman's Monetary Instability Hypothesis," Southern Economic Journal, John Wiley & Sons, vol. 83(3), pages 744-755, January.
- Ivo J. M. Arnold & Sebastian Roelands, 2011. "Housing Wealth And U.S. Money Demand: A Panel Estimation," Contemporary Economic Policy, Western Economic Association International, vol. 29(3), pages 382-391, July.
- Mr. David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 2007/089, International Monetary Fund.
- Inagaki, Kazuyuki, 2009. "Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments," Economic Modelling, Elsevier, vol. 26(1), pages 147-154, January.
- Markus Knell & Helmut Stix, 2003. "How Robust are Money Demand Estimations? A Meta-Analytic Approach," Working Papers 81, Oesterreichische Nationalbank (Austrian Central Bank).
- John R. Moroney, 2002. "Money Growth, Output Growth, and Inflation: Estimation of a Modern Quantity Theory," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 398-413, October.
- Christophe Faugere, 2024. "Velocity of Money and Productivity Growth: Explaining the 2% Inflation Target in the U.S. (1959–2007)," IJFS, MDPI, vol. 12(1), pages 1-34, February.
- David Cronin, 2021. "How Do Broad Money and the Stock Market Interact in Times of Crisis and of Calm?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 22(3), pages 7-28, July.
- Alfred A. Haug & Julie Tam, 2007. "A Closer Look At Long‐Run U.S. Money Demand: Linear Or Nonlinear Error‐Correction With M0, M1, Or M2?," Economic Inquiry, Western Economic Association International, vol. 45(2), pages 363-376, April.
- Carlson, John B. & Craig, Ben & Schwarz, Jeffrey C., 2000. "Structural uncertainty and breakpoint tests: an application to equilibrium velocity1," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 101-115.
- Nautz, Dieter & Offermanns, Christian J., 2006. "Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate," European Economic Review, Elsevier, vol. 50(5), pages 1279-1295, July.
- Samuel Reynard, 2006. "Money and the Great Disinflation," Working Papers 2006-07, Swiss National Bank.
- Ebadi, Esmaeil, 2018. "On the Effect of Government Spending on Money Demand in the United States: An ARDL Cointegration Approach," MPRA Paper 86399, University Library of Munich, Germany.
- Sophocles N. Brissimis & Nicholas S. Magginas, 2003.
"Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel,"
Working Papers
05, Bank of Greece.
- Brissimis, Sophocles N. & Magginas, Nicholas S., 2005. "Changes in financial structure and asset price substitutability: A test of the bank lending channel," Economic Modelling, Elsevier, vol. 22(5), pages 879-904, September.
- Peter Kugler & Samuel Reynard, 2022. "Money and inflation in Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-13, December.
- Edward J. Bryden & John B. Carlson & Ben R. Craig, 1995.
"Some Monte Carlo results on nonparametric changepoint tests,"
Working Papers (Old Series)
9517, Federal Reserve Bank of Cleveland.
Cited by:
- Mohamed Salah Eddine Arrouch & Echarif Elharfaoui & Joseph Ngatchou-Wandji, 2023. "Change-Point Detection in the Volatility of Conditional Heteroscedastic Autoregressive Nonlinear Models," Mathematics, MDPI, vol. 11(18), pages 1-31, September.
Articles
- John B. Carlson & Margaret M. Jacobson, 2014.
"New Rules for Credit Default Swap Trading: Can We Now Follow the Risk?,"
Economic Commentary, Federal Reserve Bank of Cleveland, issue June.
Cited by:
- Matthias Weber & John Duffy & Arthur Schram, 2019.
"Credit Default Swap Regulation in Experimental Bond Markets,"
Tinbergen Institute Discussion Papers
19-039/I, Tinbergen Institute.
- Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Working Papers on Finance 1905, University of St. Gallen, School of Finance.
- Weber, Matthias & Duffy, John & Schram, Arthur, 2024. "Regulation and the demand for credit default swaps in experimental bond markets," European Economic Review, Elsevier, vol. 165(C).
- Qiuhong Zhao, 2022. "Enhanced disclosure of credit derivatives, information asymmetry and credit risk," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(5-6), pages 717-751, May.
- Matthias Weber & John Duffy & Arthur Schram, 2019.
"Credit Default Swap Regulation in Experimental Bond Markets,"
Tinbergen Institute Discussion Papers
19-039/I, Tinbergen Institute.
- John B. Carlson, 2012.
"Public pensions under stress,"
Forefront, Federal Reserve Bank of Cleveland, issue Spring, pages 1-41..
Cited by:
- Sara Hinkley, 2017. "Structurally adjusting: Narratives of fiscal crisis in four US cities," Urban Studies, Urban Studies Journal Limited, vol. 54(9), pages 2123-2138, July.
- WilliamA. Branch & John Carlson & GeorgeW. Evans & Bruce McGough, 2009.
"Monetary Policy, Endogenous Inattention and the Volatility Trade-off,"
Economic Journal, Royal Economic Society, vol. 119(534), pages 123-157, January.
- William A. Branch & John Carlson & George W. Evans & Bruce McGough, 2009. "Monetary Policy, Endogenous Inattention and the Volatility Trade‐off," Economic Journal, Royal Economic Society, vol. 119(534), pages 123-157, January.
See citations under working paper version above.- William A. Branch & John B. Carlson & George W. Evans & Bruce McGough, 2004. "Monetary policy, endogenous inattention, and the volatility trade-off," Working Papers (Old Series) 0411, Federal Reserve Bank of Cleveland.
- Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2004. "Monetary Policy, Endogenous Inattention, and the Volatility Trade-off," University of Oregon Economics Department Working Papers 2004-19, University of Oregon Economics Department, revised 15 May 2007.
- William Branch & John Carlson & George W. Evans & Bruce McGough, 2006. "Monetary Policy, Endogenous Inattention, and the Volatility Trade-off," 2006 Meeting Papers 106, Society for Economic Dynamics.
- John B. Carlson & Ben R. Craig & Patrick C. Higgins & William R. Melick, 2006.
"FOMC communications and the predictability of near-term policy decisions,"
Economic Commentary, Federal Reserve Bank of Cleveland, issue Jun.
Cited by:
- Tadle, Raul Cruz, 2022. "FOMC minutes sentiments and their impact on financial markets," Journal of Economics and Business, Elsevier, vol. 118(C).
- James D. Hamilton, 2009.
"Daily Changes in Fed Funds Futures Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 567-582, June.
- James D. Hamilton, 2007. "Daily Changes in Fed Funds Futures Prices," NBER Working Papers 13112, National Bureau of Economic Research, Inc.
- Dräger, Lena & Lamla, Michael J. & Pfajfar, Damjan, 2016.
"Are survey expectations theory-consistent? The role of central bank communication and news,"
European Economic Review, Elsevier, vol. 85(C), pages 84-111.
- Lena Dräger & Michael Lamla & Damjan Pfajfar, 2015. "Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News," Finance and Economics Discussion Series 2015-35, Board of Governors of the Federal Reserve System (U.S.).
- M. Middeldorp, 2011.
"Central Bank Transparency, the Accuracy of Professional Forecasts, and Interest Rate Volatility,"
Working Papers
11-12, Utrecht School of Economics.
- Menno Middeldorp, 2011. "Central bank transparency, the accuracy of professional forecasts, and interest rate volatility," Staff Reports 496, Federal Reserve Bank of New York.
- Dräger, L. & Lamla, M.J. & Pfajfar, D., 2013.
"Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication,"
Discussion Paper
2013-063, Tilburg University, Center for Economic Research.
- Lamla, Michael & Dräger, Lena & Pfajfar, Damjan, 2015. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113170, Verein für Socialpolitik / German Economic Association.
- Lena Dräger & Michael J. Lamla & Damjan Pfajfar, 2014. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," Macroeconomics and Finance Series 201401, University of Hamburg, Department of Socioeconomics.
- Michael J. Lamla & Lena Draeger & Damjan Pfajfar, 2013. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," KOF Working papers 13-345, KOF Swiss Economic Institute, ETH Zurich.
- Dräger, L. & Lamla, M.J. & Pfajfar, D., 2013. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," Other publications TiSEM 4d696071-8776-4191-a84f-f, Tilburg University, School of Economics and Management.
- Nicholas Taylor, 2010.
"The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 399-420, March.
- Nicholas Taylor, 2010. "The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 399-420, March.
- James D. Hamilton, 2009. "Daily Changes in Fed Funds Futures Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 567-582, June.
- M.H. Middeldorp, 2011.
"FOMC Communication Policy and the Accuracy of Fed Funds Futures,"
Working Papers
11-13, Utrecht School of Economics.
- Menno Middeldorp, 2011. "FOMC communication policy and the accuracy of Fed Funds futures," Staff Reports 491, Federal Reserve Bank of New York.
- Michael Chiu, 2012. "Derivatives markets, products and participants: an overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the workshop "Data requirements for monitoring derivative transactions", organised by the People's Bank of China and the Irving Fisher , volume 35, pages 3-11, Bank for International Settlements.
- Alissa G. Karl, 2013. "‘Bank Talk,’ Performativity And Financial Markets," Journal of Cultural Economy, Taylor & Francis Journals, vol. 6(1), pages 63-77, February.
- Dunbar, Kwamie & Amin, Abu S., 2015. "The nature and impact of the market forecasting errors in the Federal funds futures market," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 174-192.
- Bennani, Hamza, 2014. "Does one word fit all? The asymmetric effects of central banks' communication policy," MPRA Paper 57150, University Library of Munich, Germany.
- Clemens Kool & Menno Middeldorp & Stephanie Rosenkranz, 2011.
"Central Bank Transparency and the Crowding Out of Private Information in Financial Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 765-774, June.
- Clemens Kool & Menno Middeldorp & Stephanie Rosenkranz, 2011. "Central Bank Transparency and the Crowding Out of Private Information in Financial Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 765-774, June.
- Bennani, Hamza, 2014. "The art of central banks' forward guidance at the zero lower bound," MPRA Paper 57043, University Library of Munich, Germany.
- Yasuo Nishiyama, 2017. "Open market operations and associated movements of the federal funds rate during the week prior to target changes," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 806-828, October.
- John B. Carlson & Ben R. Craig & William R. Melick, 2005.
"Recovering market expectations of FOMC rate changes with options on federal funds futures,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(12), pages 1203-1242, December.
See citations under working paper version above.
- John B. Carlson & Ben R. Craig & William R. Melick, 2005. "Recovering market expectations of FOMC rate changes with options on federal funds futures," Working Papers (Old Series) 0507, Federal Reserve Bank of Cleveland.
- John B. Carlson & William R. Melick & Erkin Y. Sahinoz, 2003.
"An option for anticipating Fed action,"
Economic Commentary, Federal Reserve Bank of Cleveland, issue Sep.
Cited by:
- Jahangir Sultan, 2012. "Options on federal funds futures and interest rate volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(4), pages 330-359, April.
- Dominique Guegan & Florian Ielpo, 2008. "Flexible time series models for subjective distribution estimation with monetary policy in view," PSE-Ecole d'économie de Paris (Postprint) halshs-00368356, HAL.
- Dominique Guegan & Florian Ielpo, 2007.
"Flexible time series models for subjective distribution estimation with monetary policy in view,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00188247, HAL.
- Dominique Guegan & Florian Ielpo, 2007. "Flexible time series models for subjective distribution estimation with monetary policy in view," Documents de travail du Centre d'Economie de la Sorbonne b07056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guégan & Florian Ielpo, 2008. "Flexible time series models for subjective distribution estimation with monetary policy in view," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 51(1), pages 79-103.
- Dominique Guegan & Florian Ielpo, 2008. "Flexible time series models for subjective distribution estimation with monetary policy in view," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368356, HAL.
- Dominique Guegan & Florian Ielpo, 2008. "Flexible time series models for subjective distribution estimation with monetary policy in view," Post-Print halshs-00368356, HAL.
- Dominique Guegan & Florian Ielpo, 2007. "Flexible time series models for subjective distribution estimation with monetary policy in view," Post-Print halshs-00188247, HAL.
- John B. Carlson, 2001.
"Why is the dividend yield so low?,"
Economic Commentary, Federal Reserve Bank of Cleveland, issue Apr.
Cited by:
- Jason Hecht, 2008. "Modelling cross-sectional profitability and capital intensity using panel corrected significance tests," Applied Financial Economics, Taylor & Francis Journals, vol. 18(18), pages 1501-1513.
- Santhi Appannan Author_Email: santhi_appannan@yahoo.com & Lee Wei Sim, 2011. "A Study On Leading Determinants Of Dividend Policy In Malaysia Listed Companies For Food Industry Under Consumer Product Sector," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-209, Conference Master Resources.
- Carlson, John B. & Craig, Ben & Schwarz, Jeffrey C., 2000.
"Structural uncertainty and breakpoint tests: an application to equilibrium velocity1,"
Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 101-115.
Cited by:
- Peter Lildholdt & Anne Vila Wetherilt, 2004.
"Anticipation of monetary policy in UK financial markets,"
Bank of England working papers
241, Bank of England.
- Peter Lildholdt & Anne Vila-Wetherilt, 2004. "Anticipation Of Monetary Policy In UK Financial Markets," Royal Economic Society Annual Conference 2004 20, Royal Economic Society.
- Serpil Canbas & Murat Doganlar & Yildirim B.Onal, 2002. "Measurement of Foreign Exchange Exposure on the Turkish Private Banks’ Stock Prices," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(22), pages 17-32.
- Fatih Cin & Fikret Dulger, 2002. "Income Velocity of Money (M2): The Case of Turkey, 1986-2000," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(22), pages 33-48.
- Szczygielski, Jan Jakub & Bwanya, Princess Rutendo & Charteris, Ailie & Brzeszczyński, Janusz, 2021. "The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets," Finance Research Letters, Elsevier, vol. 43(C).
- Bordes, C. & Clerc, L. & Marimoutou, V., 2007.
"Is there a structural break in equilibrium velocity in the euro area?,"
Working papers
165, Banque de France.
- Christian Bordes & Laurent Clerc & Vêlayoudom Marimoutou, 2007. "Is there a structural break in equilibrium velocity in the euro area?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308654, HAL.
- Christian Bordes & Laurent Clerc & Vêlayoudom Marimoutou, 2007. "Is there a structural break in equilibrium velocity in the euro area?," Post-Print hal-00308654, HAL.
- Richard Ashley & Randal J. Verbrugge, 2015. "Persistence Dependence in Empirical Relations: The Velocity of Money," Working Papers (Old Series) 1530, Federal Reserve Bank of Cleveland.
- Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022. "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, vol. 109(C).
- Sumit Kumar Maji & Arindam Laha & Debasish Sur, 2020. "Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(3), pages 239-269, August.
- Paul G. Egan & Anthony J. Leddin, 2016. "Examining Monetary Policy Transmission in the People's Republic of China–Structural Change Models with a Monetary Policy Index," Asian Development Review, MIT Press, vol. 33(1), pages 74-110, March.
- Tulay Yucel & Gulizar Kurt, 2002. "Cash Conversion Cycle, Cash Management and Profitability: An Empirical Study on the ISE Traded Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(22), pages 1-16.
- Peter Lildholdt & Anne Vila Wetherilt, 2004.
"Anticipation of monetary policy in UK financial markets,"
Bank of England working papers
241, Bank of England.
- Carlson, John B. & Hoffman, Dennis L. & Keen, Benjamin D. & Rasche, Robert H., 2000.
"Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates,"
Journal of Monetary Economics, Elsevier, vol. 46(2), pages 345-383, October.
See citations under working paper version above.
- John B. Carlson & Dennis L. Hoffman & Benjamin D. Keen & Robert H. Rasche, 1999. "Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates," Working Papers (Old Series) 9917, Federal Reserve Bank of Cleveland.
- John B. Carlson & Eduard A. Pelz, 2000.
"Investor expectations and fundamentals: disappointment ahead?,"
Economic Commentary, Federal Reserve Bank of Cleveland, issue May.
Cited by:
- Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34.
- John B. Carlson & Eduard A. Pelz & Mark E. Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Papers (Old Series) 0113, Federal Reserve Bank of Cleveland.
- John B. Carlson & Jeffrey C. Schwarz, 1999.
"Effects of movements in equities prices on M2 demand,"
Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 2-9.
Cited by:
- Richard G. Anderson & Michael Bordo & John V. Duca, 2016.
"Money and Velocity During Financial Crises: From the Great Depression to the Great Recession,"
Economics Working Papers
16111, Hoover Institution, Stanford University.
- Anderson, Richard G. & Bordo, Michael & Duca, John V., 2017. "Money and velocity during financial crises: From the great depression to the great recession," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 32-49.
- Richard G. Anderson & Michael Bordo & John V. Duca, 2016. "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," NBER Working Papers 22100, National Bureau of Economic Research, Inc.
- Richard G. Anderson & Michael D. Bordo & John V. Duca, 2015. "Money and velocity during financial crises: from the Great Depression to the Great Recession," Working Papers 1503, Federal Reserve Bank of Dallas.
- Max Gillman & Michal Kejak & Giulia Ghiani, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," CEU Working Papers 2014_3, Department of Economics, Central European University.
- Calza, Alessandro & Sousa, João, 2003. "Why has broad money demand been more stable in the euro area than in other economies? A literature review," Working Paper Series 261, European Central Bank.
- Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.
- F. Cavalli & A. Naimzada & N. Pecora, 2022. "A stylized macro-model with interacting real, monetary and stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 225-257, January.
- Mr. David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 2007/089, International Monetary Fund.
- David Cronin, 2021. "How Do Broad Money and the Stock Market Interact in Times of Crisis and of Calm?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 22(3), pages 7-28, July.
- Cronin, David, 2014. "The interaction between money and asset markets: A spillover index approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 185-202.
- Richard G. Anderson & Michael Bordo & John V. Duca, 2016.
"Money and Velocity During Financial Crises: From the Great Depression to the Great Recession,"
Economics Working Papers
16111, Hoover Institution, Stanford University.
- John B. Carlson, 1999.
"The recent ascent in stock prices: how exuberant are you?,"
The Region, Federal Reserve Bank of Minneapolis, vol. 13(Dec), pages 8-11,47.
- John B. Carlson, 1999. "The recent ascent in stock prices: how exuberant are you?," Economic Commentary, Federal Reserve Bank of Cleveland, issue Aug.
Cited by:
- Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34.
- Binswanger, Mathias, 2004. "Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 237-252, May.
- Binswanger, Mathias, 2004. "How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 185-201, April.
- John B. Carlson & Mark E. Schweitzer, 1998.
"Productivity measures and the \\"new economy\\","
Economic Commentary, Federal Reserve Bank of Cleveland, issue Jun.
Cited by:
- Winger, Alan R., 2000. "Regional Growth in the "New" Economy," The Review of Regional Studies, Southern Regional Science Association, vol. 30(1), pages 27-41, Summer.
- John B. Carlson & Kevin H. Sargent, 1997.
"The recent ascent of stock prices: can it be explained by earnings growth or other fundamentals?,"
Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 2-12.
Cited by:
- Bohl, Martin T. & Siklos, Pierre L., 2004. "The present value model of U.S. stock prices redux: a new testing strategy and some evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 208-223, May.
- Alberto Montagnoli & Oreste Napolitano, 2004.
"Financial Condition Index and interest rate settings: a comparative analysis,"
Money Macro and Finance (MMF) Research Group Conference 2004
1, Money Macro and Finance Research Group.
- Alberto Montagnoli & Oreste Napolitano, 2005. "Financial Condition Index And Interest Rate Settings: A Comparative Analysis," Working Papers 8_2005, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Alberto Montagnoli & Oreste Napolitano, 2006. "Financial Condition Index and interest rate settings: a comparative analysis," Discussion Papers 2_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34.
- Dean Croushore, 1999. "How useful are forecasts of corporate profits?," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-12.
- Raphael I. Udegbunam & Hassan E. Oaikhenan, 2012. "Interest Rate Risk of Stock Prices in Nigeria," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(1), pages 93-113, April.
- Laopodis, Nikiforos T., 2011. "Equity prices and macroeconomic fundamentals: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(2), pages 247-276, April.
- Rapach, David E., 2001. "Macro shocks and real stock prices," Journal of Economics and Business, Elsevier, vol. 53(1), pages 5-26.
- Laopodis, Nikiforos T., 2016. "Industry returns, market returns and economic fundamentals: Evidence for the United States," Economic Modelling, Elsevier, vol. 53(C), pages 89-106.
- Henri Pagès, 1999. "A note on the Gordon growth model with nonstationary dividend growth," BIS Working Papers 75, Bank for International Settlements.
- Binswanger, Mathias, 2004. "Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 237-252, May.
- Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur, 2014. "How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries," MPRA Paper 59587, University Library of Munich, Germany.
- Laopodis, Nikiforos T., 2009. "Are fundamentals still relevant for European economies in the post-Euro period?," Economic Modelling, Elsevier, vol. 26(5), pages 835-850, September.
- Binswanger, Mathias, 2004. "How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 185-201, April.
- Fourçans André & Warin Thierry & Evans John T. & Hens Luc & Saenen Bert & Abid Fathi & Mikhail Azmi D. & Salehizadeh Mehdi, 2000. "Global Economy Quarterly, Issue 3," Global Economy Journal, De Gruyter, vol. 1(3), pages 109-109, December.
- John B. Carlson & Benjamin D. Keen, 1996.
"MZM: a monetary aggregate for the 1990s?,"
Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 15-23.
Cited by:
- Oliver Hossfeld, 2010. "US Money Demand, Monetary Overhang, and Inflation," Working Papers 2010.4, International Network for Economic Research - INFER.
- Dreger, Christian & Wolters, Jürgen, 2015.
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