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On the response of interest rates to unexpected weekly money: are policy changes important?
Sheehan, Richard G.; Hafer, R.W. - Federal Reserve Bank of St. Louis - 1987
Persistent link: https://www.econbiz.de/10005360574
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Policy inference using VAR models: the effects of alternative lag structures
Hafer, R.W.; Sheehan, Richard G. - Federal Reserve Bank of St. Louis - 1987
Persistent link: https://www.econbiz.de/10005360638
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Stock prices, inflation and real activity: a test of the Fama hypothesis, 1920-84
Kool, Clemens J.M.; Hafer, R.W. - Federal Reserve Bank of St. Louis - 1988
Also called: Inflation and stock prices: a long term view
Persistent link: https://www.econbiz.de/10005352770
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Do fundamentals, bubbles or neither determine stock prices? Some international evidence
Gerald P. Dwyer, Jr.; Hafer, R.W. - Federal Reserve Bank of St. Louis - 1989
Persistent link: https://www.econbiz.de/10005352795
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Forecasting inflation using interest rate and time-series models: some international evidence
Hafer, R.W.; Hein, Scott E. - Federal Reserve Bank of St. Louis - 1988
Persistent link: https://www.econbiz.de/10005352934
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On the sensitivity of VAR forecasts to alternative lag structures
Hafer, R.W.; Sheehan, Richard G. - Federal Reserve Bank of St. Louis - 1987
Persistent link: https://www.econbiz.de/10005707785
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A note on the temporal stability of the interest rate-weekly money relationship
Belongia, Michael T.; Hafer, R.W.; Sheehan, Richard G. - Federal Reserve Bank of St. Louis - 1986
Persistent link: https://www.econbiz.de/10005490903
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Federal government debt and inflation: evidence from Granger causality tests
Hafer, R.W.; Hein, Scott E. - Federal Reserve Bank of St. Louis - 1986
Persistent link: https://www.econbiz.de/10005490927