| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993 |
1 |
1 |
2 |
9 |
2 |
3 |
5 |
13 |
| Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions |
0 |
1 |
5 |
66 |
0 |
3 |
15 |
232 |
| Comments on 'A vector error-correction forecasting model of the US economy' |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
42 |
| Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets |
0 |
0 |
12 |
51 |
0 |
1 |
19 |
160 |
| Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money |
0 |
0 |
2 |
19 |
2 |
3 |
12 |
72 |
| Endogenous Trading Volume and Momentum in Stock-Return Volatility |
0 |
0 |
0 |
0 |
6 |
21 |
102 |
746 |
| Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions |
1 |
2 |
6 |
29 |
1 |
3 |
10 |
91 |
| Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
68 |
| Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application |
2 |
4 |
28 |
163 |
2 |
6 |
64 |
468 |
| Exchange rate volatility and U.S. multilateral trade flows |
0 |
3 |
20 |
60 |
0 |
4 |
37 |
120 |
| Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities |
3 |
6 |
42 |
301 |
12 |
33 |
143 |
1,015 |
| Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects |
8 |
25 |
86 |
353 |
15 |
54 |
181 |
758 |
| Identifying the Effects of Money Supply Shocks on Industry-Level Output |
0 |
1 |
7 |
31 |
0 |
1 |
16 |
72 |
| International evidence on equity prices, interest rates and money |
2 |
5 |
18 |
86 |
4 |
8 |
27 |
156 |
| International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 |
1 |
5 |
11 |
46 |
1 |
8 |
18 |
103 |
| New Keynesian economics, volume 2: Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp |
1 |
2 |
9 |
48 |
3 |
7 |
23 |
125 |
| Persistence in Variance, Structural Change, and the GARCH Model |
0 |
0 |
0 |
0 |
18 |
44 |
156 |
1,247 |
| Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach |
3 |
8 |
63 |
323 |
7 |
20 |
123 |
736 |
| Real wages and aggregate demand shocks: contradictory evidence from VARs |
0 |
0 |
1 |
30 |
0 |
1 |
5 |
134 |
| Sources of Fluctuations in Real and Nominal Exchange Rates |
1 |
7 |
22 |
195 |
1 |
12 |
39 |
584 |
| The Check Tax: Fiscal Folly and the Great Monetary Contraction |
0 |
0 |
2 |
2 |
0 |
0 |
3 |
3 |
| The Dynamic Effects Of Money: Combining Short-Run And Long-Run Identifying Restrictions Using Bayesian Techniques |
0 |
0 |
2 |
30 |
0 |
1 |
7 |
146 |
| The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations |
0 |
1 |
9 |
63 |
0 |
2 |
16 |
141 |
| The cost channel of monetary transmission-revisited |
0 |
2 |
11 |
29 |
0 |
3 |
16 |
62 |
| The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model |
11 |
45 |
247 |
582 |
24 |
94 |
658 |
1,414 |
| The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions |
0 |
1 |
5 |
63 |
3 |
5 |
29 |
224 |
| Total Journal Articles |
34 |
119 |
611 |
2,602 |
101 |
337 |
1,730 |
8,932 |
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