Pages that link to "Item:Q2416115"
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The following pages link to On the output effects of monetary variability (Q2416115):
Displaying 16 items.
- The discounted economic stock of money with VAR forecasting (Q665721) (← links)
- Output persistence from monetary shocks with staggered prices or wages under a Taylor rule (Q1046338) (← links)
- Responses in output to monetary shocks and the interest rate: A rational expectations model with working capital (Q1274433) (← links)
- Monetary uncertainty in discrete-time utility-of-money models (Q1327904) (← links)
- The case for Divisia monetary statistics: a Bayesian time-varying approach (Q1624127) (← links)
- On measuring the efficiency of monetary policy (Q1925880) (← links)
- Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks? (Q2416190) (← links)
- Money, velocity, and the stock market (Q2416216) (← links)
- Chinese Divisia monetary index and GDP nowcasting (Q2416229) (← links)
- An SVAR approach to evaluation of monetary policy in India: solution to the exchange rate puzzles in an open economy (Q2416232) (← links)
- Monetary policy and interest rate spreads (Q2661818) (← links)
- Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868) (← links)
- Causal relationships between inflation and inflation uncertainty (Q2697108) (← links)
- Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates (Q2697112) (← links)
- (Q3645619) (← links)
- The Real Effects of Monetary Expansions: Evidence from a Large-scale Historical Experiment (Q5090042) (← links)