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1
Cointegration and tests of present value models
Campbell, John Y.
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Shiller, Robert J.
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1986
Persistent link: https://www.econbiz.de/10000694815
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2
Unit root tests are useful for selecting forecasting models
Diebold, Francis X.
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Kilian, Lutz
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1999
Persistent link: https://www.econbiz.de/10001365329
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3
Liquidity effects and the monetary transmission mechanism
Christiano, Lawrence J.
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Eichenbaum, Martin S.
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1992
Persistent link: https://www.econbiz.de/10000136586
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4
Neither a borrower nor a lender be : an economic analysis of interest restrictions and usury laws
Glaeser, Edward L.
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1994
Persistent link: https://www.econbiz.de/10000907678
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5
Explaining forward exchange bias...intraday
Lyons, Richard K.
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1995
Persistent link: https://www.econbiz.de/10000908941
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6
Term, inflation, and foreign exchange risk premia : a unified treatment
Svensson, Lars E. O.
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1993
Persistent link: https://www.econbiz.de/10000883892
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7
Short-run independence of monetary policy under pegged exchange rates and effects of money on exchange rates and interest rates
Stockman, Alan C.
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1993
Persistent link: https://www.econbiz.de/10000886032
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8
Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O.
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1994
Persistent link: https://www.econbiz.de/10000886335
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9
Inside money, outside money and short term interest rates
Chari, Varadarajan V.
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1995
Persistent link: https://www.econbiz.de/10000937783
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10
Interest-rate smoothing
Barro, Robert J.
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1988
Persistent link: https://www.econbiz.de/10000749331
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