Multiscale Analysis of the Liquidity Effect in the UK Economy

Author:

Michis Antonis A.

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Reference35 articles.

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2. Boyd, R., & Caporale, T. (1997). Is there a liquidity effect? An investigation using the Kalman Filter. Journal of Policy Modeling, 19, 627–634.

3. Cochrane, J. (1989). The return of the liquidity effect: A study of the short-run relation between money growth and interest rates. Journal of Business and Economic Statistics, 7, 75–83.

4. Cushman, D. O., & Zha, T. (1997). Identifying monetary policy in a small open economy under flexible exchange rates. Journal of Monetary Economics, 39, 433–448.

5. Frankel, J. A. (1979). On the mark: A theory of floating exchange rates based on real interest rate differentials. American Economic Review, 69, 610–622.

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