MONEY GROWTH AND INFLATION IN THE UNITED STATES

DOI10.1017/S1365100507050328zbMath1170.91460MaRDI QIDQ3182107

Q. Li, Sittisak Leelahanon, Lance Bachmeier

Publication date: 4 October 2009

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• A consistent test of functional form via nonparametric estimation techniques
• Consistent model specification tests for time series econometric models
• A simple consistent bootstrap test for a parametric regression function
• A consistent test for nonlinear out of sample predictive accuracy.
• What is an oil shock?
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Sample Splitting and Threshold Estimation
• Semiparametric Non-Linear Time Series Model Selection
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Asymptotic Inference about Predictive Ability
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• Tests of equal forecast accuracy and encompassing for nested models