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Rational speculative bubbles and duration dependence in exchange rates : an analysis of five currencies
Jirasakuldech, Benjamas; Emekter, Riza; Went, Peter - In: Applied financial economics 16 (2006) 3, pp. 233-243
Persistent link: https://www.econbiz.de/10003291884
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Empirical evidence on the Austrian business cycle theory
Keeler, James P. - In: The review of Austrian economics 14 (2001) 4, pp. 331-351
Persistent link: https://www.econbiz.de/10001622081
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The real-time predictive content of money for output
Amato, Jeffrey D.; Swanson, Norman R. - In: Journal of monetary economics 48 (2001) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10001606052
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The predictive power of alternative indicators of monetary policy
Choi, Jae-young; Ratti, Ronald A. - In: Journal of macroeconomics 22 (2000) 4, pp. 581-610
Persistent link: https://www.econbiz.de/10001525342
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The real-time predictive content of money for output
Amato, Jeffrey D.; Swanson, Norman R. - 2000
Persistent link: https://www.econbiz.de/10001532960
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Multiple trend breaks and the unit-root hypothesis
Lumsdaine, Robin L. - In: The review of economics and statistics 79 (1997) 2, pp. 212-218
Persistent link: https://www.econbiz.de/10001222493
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The effects of money growth on inflation and interest rates across spectral frequency bands
Thoma, Mark Allen - In: Journal of money, credit and banking : JMCB 26 (1994) 2, pp. 218-231
Persistent link: https://www.econbiz.de/10001167218
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International evidence on equity prices, interest rates and money
Lastrapes, William Dean - In: Journal of international money and finance 17 (1998) 3, pp. 377-406
Persistent link: https://www.econbiz.de/10001246600
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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The real-time (in)significance of M2
Amato, Jeffrey D. - 1998
Persistent link: https://www.econbiz.de/10000998224