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Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates

Jones, Barry E.; Nesmith, Travis D. - 1999

Persistent link: https://www.econbiz.de/10001443058

Sweep programs and optimal monetary aggregation

Jones, Barry E.; Dutkowsky, Donald H.; Elger, Thomas - In: Journal of banking & finance 29 (2005) 2, pp. 483-508

Persistent link: https://www.econbiz.de/10002485316

Linear cointegration of nonlinear time series with an application to interest rate dynamics

Nesmith, Travis D.; Jones, Barry E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009513636

Does money matter in the IS curve? : the case of the UK

Jones, Barry E.; Stracca, Livio - In: Papers in money, macroeconomics and finance : … 76 (2008), pp. 58-84

Persistent link: https://www.econbiz.de/10003748740

Can rejections of weak separability be attributed to random measurement errors in the data?

Elger, Thomas; Jones, Barry E. - In: Economics letters 99 (2008) 1, pp. 44-47

Persistent link: https://www.econbiz.de/10003723212

Linear cointegration of nonlinear time series with an application to interest rate dynamics

Jones, Barry E.; Nesmith, Travis D. - 2007

Persistent link: https://www.econbiz.de/10003425995

Nonparametric tests of the necessary and sufficient conditions for separability

Jones, Barry E.; McCloud, Nadine; Edgerton, David L. - In: Functional structure inference, (pp. 33-56). 2007

Persistent link: https://www.econbiz.de/10003604240

A comparison of two methods for testing the utility maximation hypothesis when quantity data are measured with error

Jones, Barry E.; De Peretti, Philippe - In: Macroeconomic dynamics 9 (2005) 5, pp. 612-629

Persistent link: https://www.econbiz.de/10003239579

Does money matter in the IS curve? : the case of the UK

Jones, Barry E. (contributor); Stracca, Livio (contributor) - 2008

Narrow and broad money measures (including Divisia aggregates) have been found to have explanatory power for UK output in backward-looking specifications of the IS curve. In this paper, we explore whether or not real balances enter into a forward-looking IS curve for the UK, building on the...

Persistent link: https://www.econbiz.de/10003782649