References contributed by pne58-20693
Andres, J., Lopez-Salido, J.D. and E. Nelson (2009). "Money and the Natural Rate of Interest: Structural Estimates for the United States and the Euro Area," Journal of Economic Dynamics and Control, 33, 758-776. Andres, J., Lopez-Salido, J.D. and J. Valles (2006). "Money in an Estimated Business Cycle Model of the Euro Area," Economic Journal 116, 457-477.
Ang, A., Bekaert, G. and M. Wei (2007). "Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?," Journal of Monetary Economics 54, 1163-1212.
- Assenmacher-Wesche, K. and S. Gerlach (2008a). "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," Journal of Economic Dynamics and Control, 32, 411-435.
Paper not yet in RePEc: Add citation now
- Assenmacher-Wesche, K. and S. Gerlach (2008b). "Interpreting Euro Area Inflation at High and Low Frequencies," European Economic Review, 52, 964-986.
Paper not yet in RePEc: Add citation now
Assenmacher-Wesche, K. and S. Gerlach. (2007). "Money at Low Frequencies," Journal of the European Economic Association, 5, 534-542.
Atkeson, A., and L.E. Ohanian (2001). "Are Phillips Curves Useful for Forecasting Inflation?," FRB Minneapolis Quarterly Review, 2-11.
Baxter, M. and R.G. King (1999). "Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series," Review of Economics and Statistics, 81, 575-593.
Benati, L. (2009). "Long-run Evidence on Money Growth and Inflation." European Central Bank Working Paper 1027.
Berentsen, A., Menzio, G., and R. Wright (2008). "Inflation and Unemployment in the Long Run.". NBER Working paper 13924.
Bruggeman, A., Camba-Mendez, G., Fischer, B. and J. Sousa (2005). "Structural Filters for Monetary Analysis: the Inflationary Movements of Money in the Euro Area." European Central Bank Working Paper 470.
- Brunner, K. (1969). "The Drift into Persistent Inflation", Wharton Quarterly, Fall 1969, 23-36. Reprinted in T. Lys (ed.), Monetary theory and Monetary Policy: The Selected Essays of Karl Brunner, Vol 2. Cheltenham, U.K: Edward Elgar 1997.
Paper not yet in RePEc: Add citation now
- Cagan, P. (1956). "The Monetary Dynamics of Hyperinflation." In Friedman, M. (ed.), Studies in the Quantity Theory of Money, Chicago: University of Chicago Press.
Paper not yet in RePEc: Add citation now
Christiano, L.J., and T. Fitzgerald (2003). "The Band-Pass Filter," International Economic Review, 44, pp. 435-465.
de Grauwe, P., and M. Polan (2001). "Is Inflation Always and Everywhere a Monetary Phenomenon?" CEPR discussion paper no. 2841.
Estrella, A and F. S. Mishkin (1997). "Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?," Journal of Monetary Economics 40, 279-304.
Friedman, M. (1961). "The Lag in Effect of Monetary Policy," Journal of Political Economy 69, 447-466.
- Friedman, M. (1963). Inflation: Causes and Consequences. New York: Asia Publishing House.
Paper not yet in RePEc: Add citation now
Friedman, M. (1977). "Nobel Lecture: Inflation and Unemployment." Journal of Political Economy, 85, 451-472.
Gali, J. (2002). "New Perspectives on Monetary Policy, Inflation, and the Business Cycle." NBER Working Paper 8767.
Gerlach, S. and L.E.O. Svensson, (2003). "Money and Inflation in the Euro Area: A Case for monetary indicators?," Journal of Monetary Economics, 50, 1649-1672.
- Geweke, J. (1978). "The Revision of Seasonally Adjusted Time Series," Proceedings of the Business and Economic Statistics Section, American Statistical Association, 320-325.
Paper not yet in RePEc: Add citation now
Giannone, D., Lenza, M. and L. Reichlin (2008). "Explaining the Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, 6, 621-633.
Goodfriend, M. and R.G. King (2005). "The Incredible Volcker Disinflation," Journal of Monetary Economics, 52, 981-1015.
Gordon, R. J. (1982). "Price Inertia and Policy Ineffectiveness in the United States", Journal of Political Economy, 90, 1087-1117.
Ireland, P. (2004). "Money's Role in the Business Cycle," Journal of Money, Credit and Banking, 36, 969-983.
Jaeger, A. (2003). "The ECB’s Money Pillar: an Assessment." International Monetary Fund Working Paper 82.
- King, M. (2002). "No money, No Inflation: The role of Money in the Economy, Bank of England Quarterly Bulletin, 42, 162-177.
Paper not yet in RePEc: Add citation now
Lucas, R.E. (1972). "Expectations and the Neutrality of Money". Journal of Economic Theory, 4, pp. 103-124.
Lucas, R.E. (1980). "Two Illustrations of the Quantity Theory of Money," American Economic Review, 70, 1005-1014.
Lucas, R.E. (2000). "Inflation and welfare," Econometrica, 68, 247-274.
- Marcet, A. and J.P. Nicolini, (2009) "Monetary Policy and the Quantity Theory of Money." Mimeo.
Paper not yet in RePEc: Add citation now
McCallum, B. T. (2001). "Monetary Policy Analysis in Models without Money," Federal Reserve Bank of St. Louis Review, 83, 145-160.
McCallum, B.T. (2000). "Theoretical Analysis Regarding a Zero Lower Bound on Nominal Interest Rates," Journal of Money, Credit and Banking, 32, pp. 870-904.
- McCandless, G.T. and W.E. Weber (1995). "Some Monetary Facts," Federal Reserve Bank of Minneapolis Quarterly Review, 2-11.
Paper not yet in RePEc: Add citation now
McConnell, M. and G. Perez-Quiros (2000). "Output Fluctuations in the United States: What Has Changed Since the Early 1980’s?," American Economic Review, 90, 1464-1476.
Meltzer, A.H. (2001). "The Transmission Process." In Deutsche Bundesbank, The Monetary Transmission Process: Recent Developments and Lessons for Europe. Palgrave, New York.
Nelson, E. (2003). "The Future of Monetary Aggregates in Monetary Policy Analysis," Journal of Monetary Economics, 50, 1029-1059.
Nelson, E. (2008). "Why Money Growth Determines Inflation in the Long Run: Answering the Woodford Critique," Journal of Money, Credit and Banking, 40, 1791-1814.
Pierce, D.A. (1980). "Data Revisions with moving Average Seasonal Adjustment Procedures," Journal of Econometrics, 14, 95-114.
- Priestley, M.B. (1981). Spectral Analysis of Time Series. London: Academic Press.
Paper not yet in RePEc: Add citation now
- Reichlin, L. and M. Lenza (2007). "On Short-Term and Long-Term Causality of Money to Inflation: Understanding the Problem and Clarifying Some Conceptual Issues." Mimeo.
Paper not yet in RePEc: Add citation now
Reynard, S., (2007). "Maintaining Low Inflation: Money, Interest Rates, and Policy Stance," Journal of Monetary Economics, 54, 1441-1471 Rotemberg, J.J., and Woodford, M. (1997) "An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy," NBER Macroeconomics Annual, 12, 297-346.
Stock, J. H. and M.W. Watson (2007). "Why Has U.S. Inflation Become Harder to Forecast?," Journal of Money, Credit and Banking, 39, 3-33.
Stock, J. H. and M.W. Watson (2008). "Phillips Curve Inflation Forecasts." NBER Working Paper 14322.
Stock, J.H. and M. W. Watson (1999). "Forecasting Inflation," Journal of Monetary Economics, 44, 293-335.
Stock, J.H. and M.W. Watson (2003). "Has the Business Cycle Changed and Why?," NBER Macroeconomics Annual, 7, 159-230.
Stock, J.H. and Watson, M.W. (1999). "Business Cycle Fluctuations in US Macroeconomic Time Series." In J. B. Taylor and M. Woodford (Eds.), Handbook of Macroeconomics. Amsterdam: Elsevier Science Publishers.
Svensson, L.E.O.(2003). "Comment: The Future of Monetary Aggregates in Monetary Policy Analysis," Journal of Monetary Economics 50, 1061-1070.
Teles, P. and H. Uhlig (2010). "Is the Quantity Theory Still Alive?" NBER Working Paper 16393.
Teles, P., and R. Zhou, (2005). "A Stable Money Demand: Looking for the Right Monetary Aggregate," Economic Perspectives, Federal Reserve Bank of Chicago, 50-63.
Thoma, M.A., (1994). "The Effects of Money Growth on Inflation and Interest Rates Across Spectral Frequency Bands," Journal of Money, Credit, and Banking 26, 218-231.
Valle e Azevedo, J. (2010) "A Multivariate Band-Pass Filter for Economic Time Series," Journal of the Royal Statistical Society (C), forthcoming.
Valle e Azevedo, J. and A. Pereira (2008) "Approximating and Forecasting Macroeconomic Signals in Real-Time." Banco de Portugal WP 19-2008.
- Wildi, M. (1998). "Detection of Compatible Turning-Points and Signal-Extraction for Nonstationary Time Series," Operations Research Proceedings, 293-299.
Paper not yet in RePEc: Add citation now
- Woodford, M. (2007). "Does a Two-Pillar Phillips Curve Justify a Two-Pillar Monetary Policy Strategy?," CEPR Discussion Paper 6447.
Paper not yet in RePEc: Add citation now
Woodford, M. (2007). "Does a Two-Pillar Phillips Curve Justify a Two-Pillar Monetary Policy Strategy?" CEPR Discussion Paper 6447.
- Woodford, M. (2008). "How Important is Money in the Conduct of Monetary Policy?," Journal of Money, Credit, and Banking, 40, 1561-1598
Paper not yet in RePEc: Add citation now
Woodford, M. (2008). "How Important is Money in the Conduct of Monetary Policy?," Journal of Money, Credit, and Banking, 40, 1561-1598.