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The effects of Japanese interventions on FX-forecast heterogeneity

Reitz, Stefan; Stadtmann, Georg; Taylor, Mark P. - In: Economics letters 108 (2010) 1, pp. 62-64

Persistent link: https://www.econbiz.de/10008662250

Taylor rules, omitted variables, and interest rate smoothing in the US

Castelnuovo, Efrem - In: Economics letters 81 (2003) 1, pp. 55-59

Persistent link: https://www.econbiz.de/10001796392

Financial predicators of real activity and the financial accelerator

Mody, Ashoka; Taylor, Mark P. - In: Economics letters 82 (2004) 2, pp. 167-172

Persistent link: https://www.econbiz.de/10001895389

Measuring the temporary component of stock prices : robust multivariate analysis

Gallagher, Liam; Taylor, Mark P. - In: Economics letters 67 (2000) 2, pp. 193-200

Persistent link: https://www.econbiz.de/10001471343

The slope of the yield curve and real economic activity : tracing the transmission mechanism

Peel, David - In: Economics letters 59 (1998) 3, pp. 353-360

Persistent link: https://www.econbiz.de/10001242834

A stable US money demand function : 1874 - 1975

MacDonald, Ronald - In: Economics letters 39 (1992) 2, pp. 191-198

Persistent link: https://www.econbiz.de/10001130822

Periodically collapsing stock price bubbles : a robust test

Taylor, Mark P. - In: Economics letters 61 (1998) 2, pp. 221-228

Persistent link: https://www.econbiz.de/10001252481

Foreign exchange market efficiency and cointegration : some evidence from the recent float

MacDonald, Ronald - In: Economics letters 1 (1989), pp. 63-68

Persistent link: https://www.econbiz.de/10001059892

The stock return-inflation puzzle revisited

Gallagher, Liam; Taylor, Mark P. - In: Economics letters 75 (2002) 2, pp. 147-156

Persistent link: https://www.econbiz.de/10001650958

Uncertainty and Monetary Policy in Good and Bad Times : A Replication of the VAR Investigation by Bloom (2009)

Caggiano, Giovanni - 2020

This paper revisits the well-known VAR evidence on the real effects of uncertainty shocks by Bloom (Econometrica 2009(3): 623-685. doi: 10.3982/ECTA6248). We replicate the results in a narrow sense using Eviews. In a wide sense, we extend his study by working with a smooth transition-VAR...

Persistent link: https://www.econbiz.de/10012825689