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Asset prices, credit and the business cycle

Chen, Xiaoshan; Kontonikas, Alexandros; Montagnoli, Alberto - In: Economics Letters 117 (2012) 3, pp. 857-861

This paper uses the multivariate unobserved components model with phase shifts to analyse the interaction of interest rates, output, asset prices and credit in the US. We find close linkages amongst cyclical fluctuations in the variables.

Persistent link: https://www.econbiz.de/10010594199

On the specification of granger-causality tests using the cointegration methodology

MacDonald, Ronald; Kearney, Colm - In: Economics Letters 25 (1987) 2, pp. 149-153

Persistent link: https://www.econbiz.de/10005355982

Foreign exchange market efficiency and cointegration : Some evidence from the recent float

MacDonald, Ronald; Taylor, Mark P. - In: Economics Letters 29 (1989) 1, pp. 63-68

Persistent link: https://www.econbiz.de/10005307241

'News' and the 1920's experience with floating exchange rates

Macdonald, Ronald - In: Economics Letters 17 (1985) 4, pp. 379-383

Persistent link: https://www.econbiz.de/10005307410

The demand for international reserves in a regime of floating exchange rates : Some empirical evidence

MacDonald, Ronald - In: Economics Letters 23 (1987) 2, pp. 189-192

Persistent link: https://www.econbiz.de/10005257672

A stable US money demand function, 1874-1975

MacDonald, Ronald; Taylor, Mark P. - In: Economics Letters 39 (1992) 2, pp. 191-198

Persistent link: https://www.econbiz.de/10005269785

Panel unit root tests and real exchange rates

MacDonald, Ronald - In: Economics Letters 50 (1996) 1, pp. 7-11

Persistent link: https://www.econbiz.de/10005270273

The law of one price for transitional Ukraine

Cushman, David O.; MacDonald, Ronald; Samborsky, Mark - In: Economics Letters 73 (2001) 2, pp. 251-256

Persistent link: https://www.econbiz.de/10005270509

The monetary approach to the exchange rate : Long-run relationships and coefficient restrictions

MacDonald, Ronald; Taylor, Mark P. - In: Economics Letters 37 (1991) 2, pp. 179-185

Persistent link: https://www.econbiz.de/10005275605