IDEAS home Printed from https://ideas.repec.org/r/eee/moneco/v4y1978i4p637-660.html
   My bibliography  Save this item

Money, income, and sunspots: Measuring economic relationships and the effects of differencing

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Ismael Sanchez & Daniel Pena, 2001. "Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(1), pages 45-66, January.
  2. R. I. Udegbunam, 2002. "Openness, Stock Market Development, and Industrial Growth in Nigeria," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 41(1), pages 69-92.
  3. 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.
  4. Lekunze, Joseph Nembo & Luvhengo, Usapfa & Shoko, Rangarirai Roy, 2016. "Structural Analysis Of Minimum Wage Rates, Unemployment And Food Prices Of Farm Workers In South Africa: Co-Integration Approach," Journal of Agribusiness and Rural Development, University of Life Sciences, Poznan, Poland, vol. 42(4).
  5. Rik Hafer, 1985. "Monetary stabilization policy: evidence from money demand forecasts," Review, Federal Reserve Bank of St. Louis, vol. 67(May), pages 21-26.
  6. Roberto ESPOSTI & Pierpaolo PIERANI, 2001. "Building the Knowledge Stock: Lags, Depreciation and Uncertainty in Agricultural R&D," Working Papers 145, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  7. Ghulam Ghouse & Saud Ahmad Khan & Atiq Ur Rehman & Muhammad Ishaq Bhatti, 2021. "ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series," Mathematics, MDPI, vol. 9(22), pages 1-15, November.
  8. John T. Cuddington & Rodney Ludema & Shamila A Jayasuriya, 2002. "Prebisch-Singer Redux," Working Papers Central Bank of Chile 140, Central Bank of Chile.
    • Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002. "Prebisch-Singer Redux," Working Papers 15857, United States International Trade Commission, Office of Economics.
  9. Yash P. Mehra, 1986. "Recent financial deregulation and the interest elasticity of M1 demand," Economic Review, Federal Reserve Bank of Richmond, vol. 72(Jul), pages 13-24.
  10. Gordon, Robert J, 1984. "The Short-run Demand for Money: A Reconsideration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(4), pages 403-434, November.
  11. David E. A. Giles, 2006. "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers 0603, Department of Economics, University of Victoria.
  12. V. Vance Roley, 1985. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc.
  13. Perloff, Jeffrey M. & Suslow, Valerie Y. & Seguin, Paul J., 1996. "Higher Prices from Entry: Pricing of Brand-Name Drugs," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1sh175fc, Department of Agricultural & Resource Economics, UC Berkeley.
  14. N. Gregory Mankiw & Lawrence H. Summers, 1984. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc.
  15. David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria.
  16. Perloff, Jeffrey M. & Suslow, Valerie Y. & Seguin, Paul J., 1995. "Higher Prices from Entry: Pricing of Brand-Name Drugs," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt75g4k1nt, Department of Agricultural & Resource Economics, UC Berkeley.
  17. Jorge Eduardo Carrera & Mariano Féliz & Demian Tupac Panigo, 2000. "Raíces unitarias y ciclos en las principales variables macroeconómicas de argentina," IIE, Working Papers 020, IIE, Universidad Nacional de La Plata.
  18. Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur, 2018. "ARDL model as a remedy for spurious regression: problems, performance and prospectus," MPRA Paper 83973, University Library of Munich, Germany.
  19. Ang, Andrew & Bekaert, Geert & Wei, Min, 2007. "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May.
  20. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics.
  21. Robert J. Barro & Mark Rush, 1980. "Unanticipated Money and Economic Activity," NBER Chapters, in: Rational Expectations and Economic Policy, pages 23-73, National Bureau of Economic Research, Inc.
  22. Felipe Larraín & Aníbal Larraín, 1988. "El Caso del Dinero Desaparecido Chile 1984-1986," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 25(75), pages 247-282.
  23. Jorge Eduardo Carrera & Mariano Féliz & Demian Tupac Panigo, 2000. "Raíces unitarias y ciclos en las principales variables macroeconómicas de argentina," Department of Economics, Working Papers 020, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
  24. Carrera, Jorge Eduardo & Feliz, Mariano & Panigo, Demian, 2003. "Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables," Journal of Applied Economics, Universidad del CEMA, vol. 6(2), pages 1-26, November.
  25. Robert Novy-Marx, 2012. "Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars," NBER Working Papers 18063, National Bureau of Economic Research, Inc.
  26. Kenyon Bolton & Sébastien Breau, 2012. "Growing Unequal? Changes in the Distribution of Earnings across Canadian Cities," Urban Studies, Urban Studies Journal Limited, vol. 49(6), pages 1377-1396, May.
  27. N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
  28. Bennett T. McCallum, 1993. "Unit roots in macroeconomic time series: some critical issues," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 13-44.
  29. Esposti, Roberto & Pierani, Pierpaolo, 2000. "Modelling technical change in Italian agriculture: a latent variable approach," Agricultural Economics, Blackwell, vol. 22(3), pages 261-270, April.
  30. Russell, Bill, 2011. "Non-stationary inflation and panel estimates of United States short and long-run Phillips curves," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 406-419, September.
  31. Michael T. Belongia, 1991. "Monetary policy and the farm/nonfarm price ratio: a comparison of effects," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 30-46.
  32. Maskus, Keith E. & McDaniel, Christine, 1999. "Impacts of the Japanese patent system on productivity growth," Japan and the World Economy, Elsevier, vol. 11(4), pages 557-574, December.
  33. Phillips, P.C.B., 1986. "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December.
  34. Roberto Esposti & Pierpaolo Pierani, 1997. "The Source of Technical Change in Italian Agriculture: A Latent Variable Approach," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 411, Wisconsin-Madison Agricultural and Applied Economics Department.
  35. Mankiw, N. Gregory, 1987. "The optimal collection of seigniorage : Theory and evidence," Journal of Monetary Economics, Elsevier, vol. 20(2), pages 327-341, September.
  36. Schwert, G. William, 1989. "Business cycles, financial crises, and stock volatility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 83-125, January.
  37. John Hagelin & Maxwell Rainforth & Kenneth Cavanaugh & Charles Alexander & Susan Shatkin & John Davies & Anne Hughes & Emanuel Ross & David Orme-Johnson, 1999. "Effects of Group Practice of the Transcendental Meditation Program on Preventing Violent Crime in Washington, D.C.: Results of the National Demonstration Project, June--July 1993," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 47(2), pages 153-201, June.
  38. Stephen M. Miller & Frank S. Russek, 1989. "Are The Twin Deficits Really Related?," Contemporary Economic Policy, Western Economic Association International, vol. 7(4), pages 91-115, October.
  39. Sundell, Paul A., 1990. "An Examination of Federal Reserve Behavior: An Applied Reaction Function Approach," Staff Reports 278322, United States Department of Agriculture, Economic Research Service.
  40. Yuval Arbel & Chaim Fialkoff & Amichai Kerner, 2020. "The Chicken and Egg Problem: Obesity and the Urban Monocentric Model," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 576-606, November.
  41. Peter Foldvari & Bas Leeuwen & Jan Zanden, 2013. "The Contribution of Migration to Economic Development in Holland 1570–1800," De Economist, Springer, vol. 161(1), pages 1-18, March.
  42. Roberto Esposti, 2000. "Stochastic Technical Change and Procyclical TFP The Case of Italian Agriculture," Journal of Productivity Analysis, Springer, vol. 14(2), pages 119-141, September.
  43. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India.
  44. David Mayers & Clifford W. Smith, 2010. "Compensation and Board Structure: Evidence From the Insurance Industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 297-327, June.
  45. Joyce, Theodore, 1990. "A time-series analysis of unemployment and health : The case of birth outcomes in New York city," Journal of Health Economics, Elsevier, vol. 8(4), pages 419-436, February.
  46. D. Ventosa-Santaulària, 2009. "Spurious Regression," Journal of Probability and Statistics, Hindawi, vol. 2009, pages 1-27, August.
  47. Ardeni, Pier Giorgio & Wright, Brian, 1990. "The long term behavior of commodity prices," Policy Research Working Paper Series 358, The World Bank.
  48. Wang Cindy Shin-Huei & Hafner Christian M., 2018. "A simple solution of the spurious regression problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(3), pages 1-14, June.
  49. Bennett T. McCallum, 1993. "Macroeconomics After Two Decades of Rational Expectations," NBER Working Papers 4367, National Bureau of Economic Research, Inc.
  50. I. U. Mangla, 1979. "An Annual Money Demand Function for Pakistan. Some Further Results," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 18(1), pages 21-33.
  51. H. Sonmez Atesoglu & John Smithin, 2006. "Real wages, productivity and economic growth in the G7, 1960-2002," Review of Political Economy, Taylor & Francis Journals, vol. 18(2), pages 223-233.
  52. Dias, Maria Helena Ambrosio & Dias, Joilson, 2010. "Measuring the Cyclical Component of a Time Series: a New Proposed Methodology," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(1), October.
  53. Sundell, Paul & Denbaly, Mark, 1992. "Modeling Long-Term Government Bond Yields: An Efficient Market Approach," Staff Reports 278623, United States Department of Agriculture, Economic Research Service.
  54. Ikonen, Pasi, 2017. "Financial depth, debt, and growth," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number e51, July.
  55. Walter Wasserfallen & Jean-Marie Gassmann & Andreas Gfeller, 1986. "Die Nachfrage nach Telefongesprächen - Erklärung und Prognose Eine empirische Untersuchung für die Schweiz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 187-197, June.
  56. Anne Mikkola, 1989. "Transactions demand for money, deregulation and stock exchanges," Finnish Economic Papers, Finnish Economic Association, vol. 2(1), pages 31-38, Spring.
  57. Joseph G. Haubrich, 1991. "Financial efficiency and aggregate fluctuations: an exploration," Economic Review, Federal Reserve Bank of Cleveland, vol. 27(Q IV), pages 25-36.
  58. John T. Cuddington, 1992. "An empirical analysis of real commodity price trends: Aggregation, model selection and implications," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 7(2), pages 159-179.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.