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Money volatility and output volatility: any asymmetric effects?: Evidence from conditional measures of volatility

Apergis, Nicholas; Miller, Stephen - In: Journal of Economic Studies 32 (2005) October, pp. 511-523

Purpose – To investigate whether monetary volatility in the US exerts any asymmetric impact on output volatility over the period 1974-2002. Design/methodology/approach – For the empirical purposes, the analysis makes use of the multi-variable GARCH (MVGARCH), which allows not only the...

Persistent link: https://www.econbiz.de/10004964103

Money volatility and output volatility: any asymmetric effects? : Evidence from conditional measures of volatility

Apergis, Nicholas; Miller, Stephen - In: Journal of Economic Studies 32 (2005) 6, pp. 511-523

Purpose – To investigate whether monetary volatility in the US exerts any asymmetric impact on output volatility over the period 1974‐2002. Design/methodology/approach – For the empirical purposes, the analysis makes use of the multi‐variable GARCH (MVGARCH), which allows not only the...

Persistent link: https://www.econbiz.de/10014863097

Monetary policy and central-bank financing of government budget deficits : a cross-country comparison

Dēmopulos, Geōrgios D. - In: European economic review : EER 31 (1987) 5, pp. 1023-1050

Persistent link: https://www.econbiz.de/10001027653

Do temporal causality tests provide information on policy dominance?

Katsimbris, George M. - In: Journal of economic studies (1997), pp. 379-391

Persistent link: https://www.econbiz.de/10001235115

Monetary policies of developed countries : co-ordination, coercion or independence?

Katsimbris, George M. - In: Journal of economic studies 22 (1995) 2, pp. 44-58

Persistent link: https://www.econbiz.de/10001185321

Do United States presidential administrations influence monetary policy?

Miller, Stephen M. - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 2, pp. 221-226

Persistent link: https://www.econbiz.de/10001123816

[Rezension von: Monetary policy in developed countries [economies], ed. by Michele U. Fratianni ..]

Miller, Stephen M. - In: Eastern economic journal 23 (1997) 1, pp. 119-120

Persistent link: https://www.econbiz.de/10001348832

Central banker contracts, incomplete information, and monetary policy surprises : in search of a selfish central banker?

Chortareas, Georgios E.; Miller, Stephen M. - In: Public choice 116 (2003) 3/4, pp. 271-295

Persistent link: https://www.econbiz.de/10001778716

Monetary and exchange rate policy in multisectoral economies

Ahmed, Habib - In: Journal of economics & business 49 (1997) 4, pp. 321-334

Persistent link: https://www.econbiz.de/10001223557

Monetary policy delegation, contract costs and contract targets

Chortareas, Georgios E.; Miller, Stephen M. - In: Bulletin of economic research 55 (2003) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10001732713

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