| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions |
0 |
0 |
5 |
61 |
0 |
3 |
24 |
217 |
| Comments on 'A vector error-correction forecasting model of the US economy' |
0 |
1 |
1 |
4 |
0 |
1 |
4 |
38 |
| Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets |
1 |
1 |
5 |
39 |
2 |
2 |
14 |
139 |
| Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money |
1 |
2 |
10 |
17 |
1 |
5 |
28 |
60 |
| Endogenous Trading Volume and Momentum in Stock-Return Volatility |
0 |
0 |
0 |
0 |
9 |
29 |
110 |
640 |
| Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions |
0 |
0 |
3 |
21 |
0 |
0 |
9 |
78 |
| Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
66 |
| Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application |
2 |
5 |
21 |
135 |
7 |
13 |
52 |
398 |
| Exchange rate volatility and U.S. multilateral trade flows |
1 |
2 |
18 |
38 |
2 |
3 |
25 |
79 |
| Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities |
3 |
8 |
27 |
257 |
8 |
29 |
98 |
861 |
| Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects |
9 |
21 |
80 |
263 |
17 |
41 |
171 |
571 |
| Identifying the Effects of Money Supply Shocks on Industry-Level Output |
0 |
1 |
9 |
21 |
0 |
1 |
14 |
52 |
| International evidence on equity prices, interest rates and money |
1 |
3 |
15 |
67 |
2 |
5 |
23 |
127 |
| International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 |
2 |
4 |
8 |
33 |
4 |
6 |
16 |
82 |
| New Keynesian economics, volume 2: Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp |
0 |
1 |
13 |
38 |
1 |
8 |
33 |
99 |
| Persistence in Variance, Structural Change, and the GARCH Model |
0 |
0 |
0 |
0 |
15 |
42 |
181 |
1,082 |
| Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach |
8 |
17 |
43 |
257 |
20 |
45 |
112 |
599 |
| Real wages and aggregate demand shocks: contradictory evidence from VARs |
0 |
0 |
1 |
29 |
0 |
0 |
12 |
129 |
| Sources of Fluctuations in Real and Nominal Exchange Rates |
2 |
6 |
19 |
172 |
4 |
12 |
49 |
542 |
| The Dynamic Effects Of Money: Combining Short-Run And Long-Run Identifying Restrictions Using Bayesian Techniques |
0 |
0 |
1 |
28 |
0 |
0 |
8 |
139 |
| The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations |
1 |
5 |
13 |
54 |
2 |
7 |
28 |
125 |
| The cost channel of monetary transmission-revisited |
1 |
3 |
16 |
17 |
1 |
5 |
37 |
44 |
| The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model |
12 |
43 |
143 |
323 |
36 |
124 |
374 |
719 |
| The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions |
0 |
2 |
11 |
56 |
5 |
12 |
52 |
192 |
| Total Journal Articles |
44 |
125 |
463 |
1,948 |
136 |
393 |
1,475 |
7,078 |