The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR-Reference-Cited by-同舟云学术

The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR

Published:2008-10-25 Issue:5 Volume:20 Page:607-630
ISSN:0923-7992
Container-title:Open Economies Review
language:en
Short-container-title:Open Econ Rev

Author:

Serletis Apostolos,Rahman Sajjadur

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Link

http://link.springer.com/content/pdf/10.1007/s11079-008-9101-9.pdf

Reference27 articles.

1. Anderson RD, Buol J (2005) Revisions to user costs for the Federal Reserve Bank of St. Louis Monetary Services Indices. Federal Reserve Bank of St. Louis Review 87:735–749

2. Barnett WA (1978) The user cost of money. Econ Lett 1:145–149

3. Barnett WA (1980) Economic monetary aggregates: an application of aggregation and index number theory. J Econom 14:11–48

4. Barnett WA (1991) A reply [to Julio J. Rotemberg]. In: Belongia MT (ed) Monetary policy on the 75th anniversary of the federal reserve system. Kluwer, Boston, pp 232–244

5. Contributions to economic analysis,2000

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Broker-dealer leverage volatility and the US stock prices;Studies in Economics and Finance;2021-07-14

2. A century and a half of the monetary base-stock market relationship;The Quarterly Review of Economics and Finance;2020-12

3. Causal relationships between inflation and inflation uncertainty;Studies in Nonlinear Dynamics & Econometrics;2020-08-28

4. Monetary Policy and Interest Rate Spreads;Open Economies Review;2019-12-12

5. MONEY SUPPLY VOLATILITY AND THE MACROECONOMY;Macroeconomic Dynamics;2019-01-04