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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

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

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

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

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

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

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

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

Predicting the money multiplier: forecasts from component and aggregate models

Hafer, R. W.; Hein, Scott E. - Federal Reserve Bank of St. Louis - 1983

Persistent link: https://www.econbiz.de/10005360587

Comparing Multi-State Kalman Filter and ARIMA forecasts: an application to the money multiplier

Hafer, R. W.; Hein, Scott E.; Kool, Clemens J.M. - Federal Reserve Bank of St. Louis - 1985

This paper derives one-month ahead forecasts of the money (M I) multiplier using the Multi-State Kalman Filter and Box-Jenkins ARIMA methods. A comparison of the forecasts far the period 1980-82 reveals that the Multi-State Kalman Filter procedure was generally superior to the ARIMA procedure In...

Persistent link: https://www.econbiz.de/10005360619