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Stochastic volatility in interest rates and nonlinearity in velocity

Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000

Persistent link: https://www.econbiz.de/10001508715

Money velocity with interest rate stochastic volatility and exact aggregation

Barnett, William A.; Xu, Haiyang - 1995

Persistent link: https://www.econbiz.de/10000933224

Stochastic volatility in interest rates and nonlinearity in velocity

Barnett, William A. - 1996

Persistent link: https://www.econbiz.de/10001328762

Stochastic volatility in interest rates and complex dynamics in velocity

Barnett, William A.; Xu, Haiyang - In: Commerce, complexity, and evolution : topics in …, (pp. 147-171). 2000

Persistent link: https://www.econbiz.de/10001556430

Money velocity with interest rate stochastic volatility and exact aggregation

Barnett, William A.; Xu, Haiyang - 2012

Persistent link: https://www.econbiz.de/10009732504

The end of the great moderation?

Barnett, William A.; Chauvet, Marcelle - 2008

Persistent link: https://www.econbiz.de/10003838882

Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020

Persistent link: https://www.econbiz.de/10012312754

Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26

Persistent link: https://www.econbiz.de/10012406029

The causal relationships between inflation and inflation uncertainty

Barnett, William A.; Ftiti, Zied; Jawadi, Fredj - 2018

Persistent link: https://www.econbiz.de/10011965745

Money Supply Volatility and the Macroeconomy

Serletis, Apostolos - 2018

This paper extends the ongoing literature on the macroeconomic effects of money supply volatility. We use monthly data for the United States and a bivariate, Markov switching, structural vector error correction (VEC) model that is modified to accommodate GARCH-in-Mean errors to isolate the...

Persistent link: https://www.econbiz.de/10012908452